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

Gerard Antille and Anna Weinberg Allen

Applied Econometrics, 2007, vol. 8, issue 4, 55-66

Abstract: In this paper we show that for D-optimal design, departures from the design are much less important than a depar-ture from a 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

Keywords: D-optimal design; regression degree; polynomial regression (search for similar items in EconPapers)
JEL-codes: C02 C18 (search for similar items in EconPapers)
Date: 2007
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://pe.cemi.rssi.ru/pe_2007_4_55-66.pdf Full text (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ris:apltrx:0136

Access Statistics for this article

Applied Econometrics is currently edited by Anatoly Peresetsky

More articles in Applied Econometrics from Russian Presidential Academy of National Economy and Public Administration (RANEPA)
Bibliographic data for series maintained by Anatoly Peresetsky ().