Optimal designs for a class of nonlinear regression models

被引:21
|
作者
Dette, H [1 ]
Melas, VB
Pepelyshev, A
机构
[1] Ruhr Univ Bochum, Fak Math, D-44780 Bochum, Germany
[2] St Petersburg State Univ, Dept Math, St Petersburg, Russia
来源
ANNALS OF STATISTICS | 2004年 / 32卷 / 05期
关键词
E-optimal design; c-optimal design; rational models; local optimal designs; Chebyshev systems;
D O I
10.1214/009053604000000382
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
For a broad class of nonlinear regression models we investigate the local E- and c-optimal design problem. It is demonstrated that in many cases the optimal designs with respect to these optimality criteria are supported at the Chebyshev points, which are the local extrerna of the equi-oscillating best approximation of the function f(0) equivalent to 0 by a normalized linear combination of the regression functions in the corresponding linearized model. The class of models includes rational, logistic and exponential models and for the rational regression models the E- and c-optimal design problem is solved explicitly in many cases.
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页码:2142 / 2167
页数:26
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