Determinant efficiencies in ill-conditioned models
Summary: The canonical correlations between subsets of OLS estimators are identified with design linkage parameters between their regressors. Known collinearity indices are extended to encompass angles between each regressor vector and the remaining vectors. One such angle quantifies the collinearity of regressors with the intercept, of concern in the corruption of all estimates due to ill-conditioning. Matrix identities factorize a determinant in terms of principal subdeterminants and the canonical vector alienation coefficients between subset estimators -- by duality, the alienation coefficients between subsets of regressors. These identities figure in the study of \(D\) and \(D_s\) as determinant efficiencies for estimators and their subsets, specifically, \(D_s\)-efficiencies for the constant, linear, pure quadratic, and interactive coefficients in eight known small second-order designs. Studies on \(D\)- and \(D_s\)-efficiencies confirm that designs are seldom efficient for both. Determinant identities demonstrate the propensity for \(D_s\)-inefficient subsets to be masked through near collinearities in overall \(D\)-efficient designs.
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- Determinant formulas with applications to designing when the observations are correlated
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- Collinearity and least squares regression
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- D_s-optimal designs for polynomial regression using continued fractions
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- Hybrid Designs for Quadratic Response Surfaces
- Minimal point second order designs
- Numerical Methods for Computing Angles Between Linear Subspaces
- On D-optimal designs for estimating slope
- On a mixture of the \(D\)- and \(D_ 1\)-optimality criterion in polynomial regression
- On Ds-Efeiciency of Some D-Optimal Designs
- On Minimum-Point Second-Order Designs
- On some DS-optimal designs in spherical regions
- On the Efficient Design of Statistical Investigations
- Optimum Designs in Regression Problems
- Optimum Designs in Regression Problems, II
- RELATIONS BETWEEN TWO SETS OF VARIATES
- Response Surface Methodology: 1966-1988
- Robust designs for polynomial regression by maximizing a minimum of D- and D₁-efficiencies
- Smallest Composite Designs for Quadratic Response Surfaces
- Some response surface designs for finding optimal conditions
- The Sequential Generation of D-Optimum Experimental Designs
- Which Response Surface Design Is Best: A Performance Comparison of Several Types of Quadratic Response Surface Designs in Symmetric Regions
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