Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1147684 | Journal of Statistical Planning and Inference | 2015 | 9 Pages |
Abstract
We study the optimal design problem under second-order least squares estimation which is known to outperform ordinary least squares estimation when the error distribution is asymmetric. First, a general approximate theory is developed, taking due cognizance of the nonlinearity of the underlying information matrix in the design measure. This yields necessary and sufficient conditions that a DD- or AA-optimal design measure must satisfy. The results are then applied to find optimal design measures when the design points are binary. The issue of reducing the support size of the optimal design measure is also addressed.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Mausumi Bose, Rahul Mukerjee,