D-optimal Design for Polynomial Regression: Choice of Degree and Robustness

In this paper we show that for D-optimal design, departures from the design are much less important than a depar-ture from a model. As a consequence, we propose, based on D-optimality, a rule for choosing the regression degree. We also study different types of departures from the model to define a new class of D-optimal designs, which is robust and more efficient than the uniform one

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Year of publication:	2007
Authors:	Antille, Gerard ; Weinberg Allen, Anna
Published in:	Applied Econometrics. - Publishing House "SINERGIA PRESS". - Vol. 8.2007, 4, p. 55-66
Publisher:	Publishing House "SINERGIA PRESS"
Subject:	D-optimal design \| regression degree \| polynomial regression

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Extent:	application/pdf
Type of publication:	Article
Language:	English
Classification:	C02 - Mathematical Methods ; c18
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009366480