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Activity Number: 414 - Advances in Estimation Methods
Type: Contributed
Date/Time: Tuesday, July 31, 2018 : 2:00 PM to 3:50 PM
Sponsor: SSC
Abstract #327007 Presentation
Title: Optimal Regression Designs Under the Second-Order Least Squares Estimator
Author(s): Julie Zhou* and Chi-Kuang Yeh
Companies: University of Victoria and University of Victoria
Keywords: optimal design; support point; equivalence theorem; nonlinear scale invariance; convex optimization

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.

Authors who are presenting talks have a * after their name.

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