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http://dx.doi.org/10.5351/KJAS.2015.28.3.561

Robust Extrapolation Design Criteria under the Uncertainty of Model and Error Structure  

Jang, Dae-Heung (Department of Statistics, Pukyong National University)
Kim, Youngil (School of Business and Economics, ChungAng University)
Publication Information
The Korean Journal of Applied Statistics / v.28, no.3, 2015 , pp. 561-571 More about this Journal
Abstract
When we consider an optimal design to predict the response corresponding to the point outside the design region, we are extremely careful about choosing the design criteria for selecting the support points. The assumed model and its accompanying error structure should be assumed to extend beyond the design region for the selected design criteria to be valid. Thus, we modify the existing design criteria such as extrapolation-optimality to be suited to those situations. We propose some maximin approaches in this paper. Simple and quadratic regression models are tested to find the basic characteristics of such maximin approaches. Some main findings are discussed in the conclusion.
Keywords
extrapolation; extrapolation-optimality; maximin approach;
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Times Cited By KSCI : 2  (Citation Analysis)
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