Abstract
We study properties of the variance function of the least squares estimator for the response surface. For polynomial models, we identify a class of approximate designs for which their variance functions are maximized at the extreme points of the design space. As an application, we examine robustness properties of D-optimal designs and $D_{n-r}$-optimal designs under various polynomial model assumptions. Analytic formulas for the G-efficiencies of these designs are derived, along with their D-efficiencies.
Citation
Holger Dette. Weng Kee Wong. "On G-efficiency calculation for polynomial models." Ann. Statist. 23 (6) 2081 - 2101, December 1995. https://doi.org/10.1214/aos/1034713648
Information