D-optimal designs for full and reduced Fourier regression models

Xiaojian Xu () and Xiaoli Shang ()
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Xiaojian Xu: Brock University
Xiaoli Shang: Brock University

Statistical Papers, 2017, vol. 58, issue 3, No 14, 829 pages

Abstract: Abstract The optimal designs for Fourier regression models under the D-optimality criterion are discussed in this article. First, we investigate the D-optimal designs for estimating two coefficients corresponding to either sine or cosine terms in a full Fourier regression model. In many biological applications, estimating such specific pairs of coefficients is of interest. As a result of this article, the D-optimal designs for estimating these “coefficient pairs” can be constructed either explicitly or numerically for Fourier regression models with any order. Our resulting designs are provided for Fourier regression models with order less than 6. Secondly, we discuss the sensitivity of our resulting optimal designs for a full Fourier regression model when the true model is actually a reduced version of the assumed one. Lastly, we provide the algorithm for obtaining the D-optimal designs for a reduced Fourier regression model and the D-optimal designs for a useful reduced Fourier model are constructed. The comparison study shows that the constructed designs incorporating the reduced model are efficient.

Keywords: Fourier regression; Least squares estimation; Regression design; Sawtooth wave; Symmetric design (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s00362-015-0727-6

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