Электронная книга: G. Antille «D-optimal Design for Polynomial Regression: Choice of Degree and Robustness»

D-optimal Design for Polynomial Regression: Choice of Degree and Robustness

Серия: "Прикладная эконометрика. Научные статьи"

In this paper we show that for the D-optimal design, departures from the design are much less important than a departure from the 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.

Издательство: "Синергия" (2007)

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  • Linear regression — Example of simple linear regression, which has one independent variable In statistics, linear regression is an approach to modeling the relationship between a scalar variable y and one or more explanatory variables denoted X. The case of one… …   Wikipedia


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