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OPTIMAL EXPERIMENTAL DESIGNS FOR INVERSE QUADRATIC REGRESSION MODELS

Holger Dette and Christine Kiss
Statistica Sinica
Vol. 19, No. 4 (October 2009), pp. 1567-1586
Stable URL: http://www.jstor.org/stable/24308918
Page Count: 20
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Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
OPTIMAL EXPERIMENTAL DESIGNS FOR INVERSE QUADRATIC REGRESSION MODELS
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Abstract

In this paper optimal experimental designs for inverse quadratic regression models are determined. We consider two different parameterizations of the model and investigate local optimal designs with respect to the c-, D- and E-criteria, which reflect various aspects of the precision of the maximum likelihood estimator for the parameters in inverse quadratic regression models. In particular it is demonstrated that, for a sufficiently large design space, geometric allocation rules are optimal with respect to many optimality criteria. Moreover, in numerous cases the designs with respect to the different criteria are supported at the same points. Finally, the efficiencies of different optimal designs with respect to various optimality criteria are studied, and the efficiency of some commonly used designs are investigated.

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