Optimal designs with string property under asymmetric errors and SLS estimation

S. Huda () and Rahul Mukerjee
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S. Huda: Kuwait University
Rahul Mukerjee: Indian Institute of Management Calcutta

Statistical Papers, 2018, vol. 59, issue 3, No 19, 1255-1268

Abstract: Abstract We consider the optimal design problem when the design space consists of binary vectors with a string property, i.e., a single stretch of ones. This is done in the framework of second-order least squares estimation which is known to outperform ordinary least squares estimation when the error distribution is asymmetric. Analytical as well as computational results on optimal design measures, under the D- and A-criteria, are obtained. The issue of robustness to the unknown skewness parameter of the error distribution is also explored. Finally, we present several procedures which entail N-run designs that are highly efficient, if not optimal.

Keywords: Design measure; Multiplicative algorithm; N-run design; Robustness; Uniform measure; 62K05; 62F35 (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s00362-016-0819-y

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