A note on maximin and Bayesian D-optimal designs in weighted polynomial regression

Stefanie Biedermann and Holger Dette

No 2003,03, Technical Reports from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen

Abstract: We consider the problem of finding D-optimal designs for estimating the coefficients in a weighted polynominal regression model with a certain efficiency function depending on two unknown parameters, which models he heteroscedastic error structure. This problem is tackled by adopting a Bayesian and a maximin approach, and optimal designs supported on a minimal number of support points are determined explicitly.

Keywords: maximin optimality; Bayesian optimal designs; efficiency function; parameter estimation; Jacobi polynominals (search for similar items in EconPapers)
Date: 2003
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Persistent link: https://EconPapers.repec.org/RePEc:zbw:sfb475:200303

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