D-optimal designs for weighted polynomial regression

By utilizing the equivalence theorem and Descartes's rule of signs, we construct D-optimal designs for a weighted polynomial regression model of degree k, with specific weight function w(x)=1/(a2-x2)[delta], on the compact interval [-1,1]. The main result shows that in most cases, the number of support points of the D-optimal design is k+1, while in other cases, the D-optimal design has k+2 support points.

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Year of publication:	2003
Authors:	Fang, Zhide
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 63.2003, 2, p. 205-213
Publisher:	Elsevier
Keywords:	Approximate design Descartes's rule of signs Equivalence theorem Weighted polynomial regression

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074762