Minimax D-optimal designs for multivariate regression models with multi-factors
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Publication:2189106
Abstract: In multi-response regression models, the error covariance matrix is never known in practice. Thus, there is a need for optimal designs which are robust against possible misspecification of the error covariance matrix. In this paper, we approximate the error covariance matrix with a neighbourhood of covariance matrices, in order to define minimax D-optimal designs which are robust against small departures from an assumed error covariance matrix. It is well known that the optimization problems associated with robust designs are non-convex, which makes it challenging to construct robust designs analytically or numerically, even for one-response regression models. We show that the objective function for the minimax D-optimal design is a difference of two convex functions. This leads us to develop a flexible algorithm for computing minimax D-optimal designs, which can be applied to any multi-response model with a discrete design space. We also derive several theoretical results for minimax D-optimal designs, including scale invariance and reflection symmetry.
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Cited in
(8)- \(P\)-optimal robust designs for multiresponse approximately linear regression
- D-optimal designs for a multivariate regression model
- Minimax robust designs for regression models with heteroscedastic errors
- Minimax A‐, c‐, and I‐optimal regression designs for models with heteroscedastic errors
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