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Activity Number:
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414
- Advances in Estimation Methods
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Type:
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Contributed
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Date/Time:
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Tuesday, July 31, 2018 : 2:00 PM to 3:50 PM
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Sponsor:
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SSC
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Abstract #327007
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Presentation
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Title:
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Optimal Regression Designs Under the Second-Order Least Squares Estimator
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Author(s):
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Julie Zhou* and Chi-Kuang Yeh
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Companies:
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University of Victoria and University of Victoria
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Keywords:
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optimal design; support point; equivalence theorem; nonlinear scale invariance; convex optimization
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Abstract:
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We investigate optimal designs under the second-order least squares estimator for linear and nonlinear regression models. We derive the number of support points in A-, c- and D-optimal designs for various models analytically, and we also discuss numerical algorithms for finding optimal designs for any linear and nonlinear regression models. The algorithms are based on the semi-definite programming in convex optimization, and they are powerful to solve optimal design problems with hundreds of variables. Several applications will be presented.
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Authors who are presenting talks have a * after their name.
