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Title:Optimal designs for estimating the slope of a regression PDF Logo
Authors:Dette, Holger
Melas, Viatcheslav B.
Issue Date:2008
Series/Report no.:Technical Report // Sonderforschungsbereich 475, Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 2008,21
Abstract:In the common linear regression model we consider the problem of designing experiments for estimating the slope of the expected response in a regression. We discuss locally optimal designs, where the experimenter is only interested in the slope at a particular point, and standardized minimax optimal designs, which could be used if precise estimation of the slope over a given region is required. General results on the number of support points of locally optimal designs are derived if the regression functions form a Chebyshev system. For polynomial regression and Fourier regression models of arbitrary degree the optimal designs for estimating the slope of the regression are determined explicitly for many cases of practical interest.
Subjects:locally optimal design
standardized minimax optimal design
estimating derivatives
polynomial regression
Fourier regression
Document Type:Working Paper
Appears in Collections:Technical Reports, SFB 475: Komplexitätsreduktion in multivariaten Datenstrukturen, TU Dortmund

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