• Title/Summary/Keyword: integrated mean squared error(IMSE)

Search Result 3, Processing Time 0.019 seconds

Sequential Shape Modification for Monotone Convex Function: L2 Monotonization and Uniform Convexifiation

  • Lim, Jo-Han;Lee, Sung-Im
    • Communications for Statistical Applications and Methods
    • /
    • v.15 no.5
    • /
    • pp.675-685
    • /
    • 2008
  • This paper studies two sequential procedures to estimate a monotone convex function using $L_2$ monotonization and uniform convexification; one, denoted by FMSC, monotonizes the data first and then, convexifis the monotone estimate; the other, denoted by FCSM, first convexifies the data and then monotonizes the convex estimate. We show that two shape modifiers are not commutable and so does FMSC and FCSM. We compare them numerically in uniform error(UE) and integrated mean squared error(IMSE). The results show that FMSC has smaller uniform error(UE) and integrated mean squared error(IMSE) than those of FCSC.

Selection of Canonical Factors in Second Order Response Surface Models

  • Park, Sung H.;Seong K. Han
    • Journal of the Korean Statistical Society
    • /
    • v.30 no.4
    • /
    • pp.585-595
    • /
    • 2001
  • A second-order response surface model is often used to approximate the relationship between a response factor and a set of explanatory factors. In this article, we deal with canonical analysis in response surface models. For the interpretation of the geometry of second-order response surface model, standard errors and confidence intervals for the eigenvalues of the second-order coefficient matrix play an important role. If the confidence interval for some eigenvalue includes 0 or the estimate of some eigenvalue is very small (near to 0) with respect to other eigenvalues, then we are able to delete the corresponding canonical factor. We propose a formulation of criterion which can be used to select canonical factors. This criterion is based on the IMSE(=Integrated Mean Squared Error). As a result of this method, we may approximately write the canonical factors as a set of some important explanatory factors.

  • PDF

Minimum Bias Design for Polynomial Regression (다항회귀모형에 대한 최소편의 실험계획)

  • Jang, Dae-Heung;Kim, Youngil
    • The Korean Journal of Applied Statistics
    • /
    • v.28 no.6
    • /
    • pp.1227-1234
    • /
    • 2015
  • Traditional criteria for optimum experimental designs depend on the specifications of the model; however, there will be a dilemma when we do not have perfect knowledge about the model. Box and Draper (1959) suggested one direction to minimize bias that may occur in this situation. We will demonstrate some examples with exact solutions that provide a no-bias design for polynomial regression. The most interesting finding is that a design that requires less bias should allocate design points away from the border of the design space.