JSM 2005 - Toronto

Abstract #303271

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Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 452
Type: Contributed
Date/Time: Wednesday, August 10, 2005 : 2:00 PM to 3:50 PM
Sponsor: IMS
Abstract - #303271
Title: A Geometric Method for Singular C-optimal Designs
Author(s): Shenghua Fan*+ and Kathryn Chaloner
Companies: National University of Singapore and The University of Iowa
Address: 712 Liberty Street, Morgantown, WV, 26505,
Keywords: Elfving's theorem ; Equivalence theorem
Abstract:

If a candidate c-optimal design gives a singular information matrix, an equivalence theorem from Silvey (1978) can be used to verify optimality. The theorem is difficult to use however, as it requires a generalized inverse of the information matrix but not all generalized inverses can be used. A characterization of all generalized inverse that can be used is presented here, building on Elfving's (1952) geometric method for finding c-optimal designs and using the Elfving set.

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