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Title: Optimal design measures under asymmetric errors, with application to binary design points
Authors: Bose, Mausumi
Mukerjee, Rahul
Keywords: A-criterion
Directional derivative
Multiplicative algorithm
Second-order least squares
Support size
Weighing design
Issue Date: 2015
Publisher: SCOPUS
Journal of Statistical Planning and Inference
Series/Report no.: 159
Abstract: 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, taking due cognizance of the nonlinearity of the underlying information matrix in the design measure. This yields necessary and sufficient conditions that a D- or A-optimal design measure must satisfy. The results are then applied to find optimal design measures when the design points are binary. The issue of reducing the support size of the optimal design measure is also addressed. � 2014 Elsevier B.V.
Description: Bose, Mausumi, Applied Statistics Division, Indian Statistical Institute, 203 B.T. Road, Kolkata, 700 108, India; Mukerjee, Rahul, Indian Institute of Management Calcutta, Diamond Harbour Road, Kolkata, 700 104, India
ISSN/ISBN - 03783758
DOI - 10.1016/j.jspi.2014.10.006
Appears in Collections:Operations Management

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