Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129589 | Journal of Statistical Planning and Inference | 2017 | 11 Pages |
â¢Wavelets are flexible tools for modeling regression responses.â¢For some spline wavelet models we provide optimal experimental design strategies.â¢We construct designs both analytically and numerically.â¢We address the robustness issues arising from fitting an inadequate set of wavelets.â¢The methods and results are illustrated in a case study.
In this article we investigate the optimal design problem for some wavelet regression models. Wavelets are very flexible in modeling complex relations, and optimal designs are appealing as a means of increasing the experimental precision. In contrast to the designs for the Haar wavelet regression model (Herzberg and Traves 1994; Oyet and Wiens 2000), the I-optimal designs we construct are different from the D-optimal designs. We also obtain c-optimal designs. Optimal (D- and I-) quadratic spline wavelet designs are constructed, both analytically and numerically. A case study shows that a significant saving of resources may be realized by employing an optimal design. We also construct model robust designs, to address response misspecification arising from fitting an incomplete set of wavelets.