OPTIMAL DESIGNS FOR IDENTIFYING THE DEGREE OF A POLYNOMIAL REGRESSION

Authors
DETTE H
Citation
H. Dette, OPTIMAL DESIGNS FOR IDENTIFYING THE DEGREE OF A POLYNOMIAL REGRESSION, Annals of statistics, 23(4), 1995, pp. 1248-1266
Citations number
20
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Annals of statistics → ACNP
ISSN journal
00905364
Volume
23
Issue
4
Year of publication
1995
Pages
1248 - 1266
Database
ISI
SICI code
0090-5364(1995)23:4<1248:ODFITD>2.0.ZU;2-8
Abstract
If an experimenter wants to determine the degree of a polynomial regre ssion on the basis of a sample of observations, Anderson showed that t he following method is optimal. Starting with the highest (specified) degree the procedure is to test in sequence whether the coefficients a re 0. In this paper optimal designs for Anderson's procedure are deter mined explicitly. The optimal design maximizes the minimum power of a given set of alternatives.