Constrained D- and D-1-optimal designs for polynomial regression

Citation
H. Dette et T. Franke, Constrained D- and D-1-optimal designs for polynomial regression, ANN STATIST, 28(6), 2000, pp. 1702-1727
Citations number
31
Categorie Soggetti
Mathematics
Journal title
ANNALS OF STATISTICS
ISSN journal
00905364 → ACNP
Volume
28
Issue
6
Year of publication
2000
Pages
1702 - 1727
Database
ISI
SICI code
0090-5364(200012)28:6<1702:CDADDF>2.0.ZU;2-1
Abstract
In the common polynomial regression model of degree m we consider the probl em of determining the D- and D-1-optimal designs subject to certain constra ints for the D-1-efficiencies in the models of degree m - j, m - j + 1..... m + k(m > j greater than or equal to 0, k greater than or equal to 0 given ). We present a complete solution of these problems, which on the one hand allow a fast computation of the constrained optimal designs and on the othe r hand give an answer to the question of the existence of a design satisfyi ng all constraints. Our approach is based on a combination of general equiv alence theory with the theory of canonical moments. In the case of equal bo unds for the D-1-efficiencies the constrained optimal designs can be found explicitly by an application of recent results for associated orthogonal po lynomials.