Optimal designs which are efficient for lack of fit tests

DOI10.1214/009053606000000597MaRDI QIDQ449963zbMATHOpenAlexFDO

Authors Wolfgang Bischoff, Frank Miller

Publication date 3 September 2012

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0611372

zbMATH Keywords

linear regression modelsefficient maximin powerestimation of the highest coefficientpolynomial regression of degree k-1

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Optimal statistical designs (62K05)

Abstract: Linear regression models are among the models most used in practice, although the practitioners are often not sure whether their assumed linear regression model is at least approximately true. In such situations, only designs for which the linear model can be checked are accepted in practice. For important linear regression models such as polynomial regression, optimal designs do not have this property. To get practically attractive designs, we suggest the following strategy. One part of the design points is used to allow one to carry out a lack of fit test with good power for practically interesting alternatives. The rest of the design points are determined in such a way that the whole design is optimal for inference on the unknown parameter in case the lack of fit test does not reject the linear regression model. To solve this problem, we introduce efficient lack of fit designs. Then we explicitly determine the $mathbf{e}_k$-optimal design in the class of efficient lack of fit designs for polynomial regression of degree $k-1$.

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Cited in

(15)

• Construction of optimal designs to increase the power of the multiresponse lack of fit test
• Robustness of design for the testing of lack of fit and for estimation in binary response models
• Robust discrimination designs
• D-optimal minimax regression designs on discrete design space
• DESIGNS FOR TESTING LACK OF FIT FOR A NONLINEAR DOSE-RESPONSE CURVE MODEL
• Robust optimal designs using a model misspecification term
• Maximin designs for the detection of synergistic effects
• Optimum mixture design for the detection of synergistic effects
• Nonparametric optimal designs for degradation tests
• Maximin power designs in testing lack of fit
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• Efficient lack of fit designs that are optimal to estimate the highest coefficient of a polynomial
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• Issues in the optimal design of computer simulation experiments

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