단순선형회귀와 이차형식회귀모형을 중심으로 D-와 이분산 G-최적에 비교한 Iλ-최적실험기준의 특성연구

Characteristics of Iλ-optimality Criterion compared to the D- and Heteroscedastic G-optimality with respect to Simple Linear and Quadratic Regression

  • 김영일 (중앙대학교 산업대학 산업정보학과)
  • 발행 : 1993.12.01

초록

The characteristics of $I_{\lambda}$-optimality, one of the linear criteria suggested by Fedorov (1972) are investigated with respect to the D-and heteroscedastic G-optimality in case of non-constant variance function. Though having limited results obtained from simple models, we may conclude that $I_{\lambda}$-optimality is sometimes preferred to the heteroscedastic G-optimality suggested newly bv Wong and Cook (1992) in the sense that the experimenter's belief in weighting function exists in $I_{\lambda}$-optimality criterion, not to mention its computational simplicity.

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