D-optimal Design for Polynomial Regression: Choice of Degree and Robustness
AbstractIn 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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Bibliographic InfoArticle provided by Publishing House "SINERGIA PRESS" in its journal Applied Econometrics.
Volume (Year): 8 (2007)
Issue (Month): 4 ()
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Web page: http://appliedeconometrics.cemi.rssi.ru/
D-optimal design; regression degree; polynomial regression;
Find related papers by JEL classification:
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
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