On minimally-supported D-optimal designs for polynomial regression with log-concave weight function

被引:3
|
作者
Chang, Fu-Chuen [1 ]
Lin, Hung-Ming [1 ]
机构
[1] Natl Sun Yat Sen Univ, Dept Math Appl, Kaohsiung 804, Taiwan
关键词
approximate D-optimal design; cyclic exchange algorithm; Gershgorin Circle Theorem; log-concave; minimally-supported design; weighted polynomial regression;
D O I
10.1007/s00184-006-0072-9
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This paper studies minimally-supported D-optimal designs for polynomial regression model with logarithmically concave (log-concave) weight functions. Many commonly used weight functions in the design literature are log-concave. For example, (1 - x)(alpha+1)(1 + x)(beta+1) (-1 <= x <= 1, alpha >= -1, beta >= -1, x(alpha+1) exp(-x) (x >= 0, alpha >= -1) and exp(-x(2)) in Theorem 2.3.2 of Fedorov (Theory of optimal experiments, 1972) are all log-concave. We show that the determinant of information matrix of minimally-supported design is a log-concave function of ordered support points and the D-optimal design is unique. Therefore, the numerically D-optimal designs can be constructed efficiently by cyclic exchange algorithm.
引用
收藏
页码:227 / 233
页数:7
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