Further characterizations of design optimality and admissibility for partial parameter estimation in linear regression (Q1105960)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Further characterizations of design optimality and admissibility for partial parameter estimation in linear regression
scientific article

    Statements

    Further characterizations of design optimality and admissibility for partial parameter estimation in linear regression (English)
    0 references
    0 references
    1987
    0 references
    The problem of finding optimal linear regression designs for the estimation of \(s<k\) linear functions Ka (where K is an \(s\times k\) matrix) of the k regression parameters \(a=(a_ 1,...,a_ k)^ t\) is considered. The optimality criteria \(\phi\) considered are real-valued functions on the set PD(s) of all positive definite \(s\times s\) matrices which are convex and decreasing. An (approximate) design \(\xi_ 0\) is \(\phi\)-optimal for this problem iff Ka is estimable under \(\xi_ 0\) and \(\xi_ 0\) minimizes \(\phi\) (J(\(\xi)\)) over the set of all \(\xi\) under which Ka is estimable, J(\(\xi)\) being the reduced information matrix of \(\xi\) for Ka. A new equivalence theorem for this minimization problem is presented and the results are strengthened for invariant designs. Design admissibility for the estimation of Ka is discussed and a necessary condition and a sufficient condition for admissibility are given with special focus on invariant designs. Examples are given to illustrate possible applications of the results.
    0 references
    multiple quadratic regression
    0 references
    one-dimensional polynomial regression
    0 references
    linear estimation
    0 references
    Gauss-Markov estimator
    0 references
    approximate design
    0 references
    Chebyshev approximation
    0 references
    second order response surfaces
    0 references
    optimal linear regression designs
    0 references
    new equivalence theorem
    0 references
    minimization problem
    0 references
    invariant designs
    0 references
    Design admissibility
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references