Optimal experimental designs for inverse quadratic regression models
AbstractIn this paper optimal experimental designs for inverse quadratic regression models are determined. We consider two dfferent parameterizations of the model and investigate local optimal designs with respect to the c-, D-and E-criteria, which reflect various aspects of the precision of the maximum likelihood estimator for the parameters in inverse quadratic regression models. In particular it is demonstrated that for a sufficiently large design space geometric allocation rules are optimal with respect to many optimality criteria. Moreover, in numerous cases the designs with respect to the different criteria are supported at the same points. Finally, the effiiencies of different optimal designs with respect to various optimality criteria are studied, and the effiiency of some commonly used designs are investigated. --
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Bibliographic InfoPaper provided by Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen in its series Technical Reports with number 2007,37.
Date of creation: 2007
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rational regression models; optimal designs; Chebyshev systems; E-; c-; D-optimality;
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