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In this paper the optimal design problem for the estimation of the individual coefficients in a polynomial regression on an arbitrary interval [a, b] (- inf. a b inf) is considered. Recently, Sahm (2000) demonstrated that the optimal design is one of four types depending on the symmetry...
Persistent link: https://www.econbiz.de/10009779489
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In this paper we investigate locally E- and c-optimal designs for exponential regression models of the form _k i=1 ai exp(??ix). We establish a numerical method for the construction of efficient and locally optimal designs, which is based on two results. First we consider the limit ?i ? ? and...
Persistent link: https://www.econbiz.de/10010511728
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In this paper D-optimal designs for free knot least squares spline estimation are investigated. In contrast to most of the literature on optimal design for spline regression models it is assumed that the knots of the spline are also estimated from the data, which yields to optimal design...
Persistent link: https://www.econbiz.de/10003385663
In the common Fourier regression model we determine the optimal designs for estimating the coefficients corresponding to the lower frequencies. An analytical solution is provided which is found by an alternative characterization of c-optimal designs. Several examples are provided and the...
Persistent link: https://www.econbiz.de/10003085160
In the common trigonometric regression model we investigate the optimal design problem for the estimation of the individual coefficients, where the explanatory variable varies in the interval [-a ,a] ; 0 a t. It is demonstrated that the structure of the optimal design depends sensitively on...
Persistent link: https://www.econbiz.de/10009779493
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In the common Fourier regression model we investigate the optimal design problem for estimating pairs of the coefficients, where the explanatory variable varies in the interval [¡ơ; ơ]. L-optimal designs are considered and for many important cases L-optimal designs can be found explicitly,...
Persistent link: https://www.econbiz.de/10003835701
If a model is fitted to empirical data, bias can arise from terms which are not incorporated in the model assumptions. As a consequence the commonly used optimality criteria based on the generalized variance of the estimate of the model parameters may not lead to efficient designs for the...
Persistent link: https://www.econbiz.de/10003837678