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In this note we consider the optimal design problem for estimating the slope of a polynomial regression with no intercept at a given point, say z. In contrast to previous work, which considers symmetric design spaces we investigate the…

Statistics Theory · Mathematics 2020-09-21 Holger Dette , Viatcheslav B. Melas , Petr Shpilev

We consider the problem of constructing optimal designs for population pharmacokinetics which use random effect models. It is common practice in the design of experiments in such studies to assume uncorrelated errors for each subject. In…

Applications · Statistics 2010-11-16 Holger Dette , Andrey Pepelyshev , Tim Holland-Letz

In the one-parameter regression model with AR(1) and AR(2) errors we find explicit expressions and a continuous approximation of the optimal discrete design for the signed least square estimator. The results are used to derive the optimal…

Statistics Theory · Mathematics 2016-02-12 Holger Dette , Andrey Pepelyshev , Anatoly Zhigljavsky

We propose a computational approach to constructing exact designs on finite design spaces that are optimal for multiresponse regression experiments under a combination of the standard linear and specific 'sparsity' constraints. The linear…

Methodology · Statistics 2026-02-13 Lenka Filová , Pál Somogyi , Radoslav Harman

We consider design issues for toxicology studies when we have a continuous response and the true mean response is only known to be a member of a class of nested models. This class of non-linear models was proposed by toxicologists who were…

Statistics Theory · Mathematics 2010-11-29 Holger Dette , Andrey Pepelyshev , Piter Shpilev , Weng Kee Wong

The determination of an optimal design for a given regression problem is an intricate optimization problem, especially for models with multivariate predictors. Design admissibility and invariance are main tools to reduce the complexity of…

Statistics Theory · Mathematics 2020-03-24 Holger Dette , Xin Liu , Rong-Xian Yue

Copula modelling has in the past decade become a standard tool in many areas of applied statistics. However, a largely neglected aspect concerns the design of related experiments. Particularly the issue of whether the estimation of copula…

Methodology · Statistics 2014-06-12 Elisa Perrone , Werner G. Müller

Consider the problem of constructing an experimental design, optimal for estimating parameters of a given statistical model with respect to a chosen criterion. To address this problem, the literature usually provides a single solution.…

Computation · Statistics 2024-11-05 Radoslav Harman , Lenka Filová , Samuel Rosa

A simple test is proposed for examining the correctness of a given completely specified response function against unspecified general alternatives in the context of univariate regression. The usual diagnostic tools based on residuals plots…

Methodology · Statistics 2010-04-27 Jean-Baptiste Aubin , Samuela Leoni-Aubin

Optimal designs for generalized linear models require a prior knowledge of the regression parameters. At certain values of the parameters we propose particular assumptions which allow to derive a locally optimal design for a model without…

Statistics Theory · Mathematics 2019-06-26 Osama Idais

The problem of constructing optimal discriminating designs for a class of regression models is considered. We investigate a version of the $T_p$-optimality criterion as introduced by Atkinson and Fedorov [Biometrika 62 (1975a) 289-303]. The…

Statistics Theory · Mathematics 2013-06-07 Dietrich Braess , Holger Dette

In this paper some new properties and computational tools for finding KL-optimum designs are provided. KL-optimality is a general criterion useful to select the best experimental conditions to discriminate between statistical models. A…

Methodology · Statistics 2018-01-04 Giacomo Aletti , Caterina May , Chiara Tommasi

Model checking plays an important role in linear regression as model misspecification seriously affects the validity and efficiency of regression analysis. In practice, model checking is often performed by subjectively evaluating the plot…

Statistics Theory · Mathematics 2019-11-19 Rok Blagus , Jakob Peterlin , Janez Stare

We investigate R-optimal designs for multi-response regression models with multi-factors, where the random errors in these models are correlated. Several theoretical results are derived for Roptimal designs, including scale invariance,…

Methodology · Statistics 2019-10-08 Pengqi Liu , Lucy Gao , Julie Zhou

In this paper we consider the problem of constructing $T$-optimal discriminating designs for Fourier regression models. We provide explicit solutions of the optimal design problem for discriminating between two Fourier regression models,…

Methodology · Statistics 2015-12-24 Holger Dette , Viatcheslav B. Melas , Petr Shpilev

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,…

Statistics Theory · Mathematics 2014-05-14 Mausumi Bose , Rahul Mukerjee

In this work we build optimal experimental designs for precise estimation of the functional coefficient of a function-on-function linear regression model where both the response and the factors are continuous functions of time. After…

Methodology · Statistics 2024-12-20 Caterina May , Theodoros Ladas , Davide Pigoli , Kalliopi Mylona

The first investigation is made of designs for screening experiments where the response variable is approximated by a generalised linear model. A Bayesian information capacity criterion is defined for the selection of designs that are…

Methodology · Statistics 2016-10-27 David C. Woods , James M. McGree , Susan M. Lewis

Functional linear models are one of the most fundamental tools to assess the relation between two random variables of a functional or scalar nature. This contribution proposes a goodness-of-fit test for the functional linear model with…

In this work we propose a framework for constructing goodness of fit tests in both low and high-dimensional linear models. We advocate applying regression methods to the scaled residuals following either an ordinary least squares or Lasso…

Methodology · Statistics 2017-04-11 Rajen D. Shah , Peter Bühlmann