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Removal of the points that do not support an E-optimal experimental design

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  • Harman, Radoslav
  • Rosa, Samuel

Abstract

We propose a method for removing design points that cannot support any E-optimalexperimental design of a linear regression model with uncorrelated observations. The proposed method can be used to reduce the size of some large E-optimal design problems such that they can be efficiently solved by semidefinite programming. This paper complements the results of Pronzato [Pronzato, L., 2013. A delimitation of the support of optimal designs for Kiefer’s ϕp-class of criteria. Statistics & Probability Letters 83, 2721–2728], who studied the same problem for analytically simpler criteria of design optimality.

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  • Harman, Radoslav & Rosa, Samuel, 2019. "Removal of the points that do not support an E-optimal experimental design," Statistics & Probability Letters, Elsevier, vol. 147(C), pages 83-89.
    • Handle: RePEc:eee:stapro:v:147:y:2019:i:c:p:83-89
    DOI: 10.1016/j.spl.2018.12.005
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    1. Holger Dette & Viatcheslav Melas & Andrey Pepelyshev, 2006. "Local c- and E-optimal Designs for Exponential Regression Models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 58(2), pages 407-426, June.
    2. Samuel Rosa & Radoslav Harman, 2016. "Optimal approximate designs for estimating treatment contrasts resistant to nuisance effects," Statistical Papers, Springer, vol. 57(4), pages 1077-1106, December.
    3. Pronzato, Luc, 2013. "A delimitation of the support of optimal designs for Kiefer’s ϕp-class of criteria," Statistics & Probability Letters, Elsevier, vol. 83(12), pages 2721-2728.
    4. Harman, Radoslav & Pronzato, Luc, 2007. "Improvements on removing nonoptimal support points in D-optimum design algorithms," Statistics & Probability Letters, Elsevier, vol. 77(1), pages 90-94, January.
    5. Pronzato, Luc, 2003. "Removing non-optimal support points in D-optimum design algorithms," Statistics & Probability Letters, Elsevier, vol. 63(3), pages 223-228, July.
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