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博碩士論文 etd-0217103-215035 詳細資訊
Title page for etd-0217103-215035
論文名稱
Title
無截距項多項式迴歸模型之c-最適設計
C-optimal designs for polynomial regression without intercept.
系所名稱
Department
畢業學年期
Year, semester
語文別
Language
學位類別
Degree
頁數
Number of pages
31
研究生
Author
指導教授
Advisor
召集委員
Convenor
口試委員
Advisory Committee
口試日期
Date of Exam
2002-06-07
繳交日期
Date of Submission
2003-02-17
關鍵字
Keywords
c-最適設計
individual regression coecient., Elfving Theorem, c-optimal design
統計
Statistics
本論文已被瀏覽 5719 次,被下載 1720
The thesis/dissertation has been browsed 5719 times, has been downloaded 1720 times.
中文摘要
在本論文中,我們討論無截距項多項式迴歸模型之c-最適設計。Huang
and Chen 於1996年已證出在 $[-1,1]$估計某些個別迴歸係數時,有截距項
d階多項式迴歸模型之c-最適設計與無截距項相同。我們找到
在[-1,1]估計其他未被證出的個別迴歸迴歸係數之c-最適設計。針對無截距項模型,我們證出支撐點(support
points) 在 [-b,b]具尺度不變性(scale invariant)。最後我們利用
Elfving定理討論在不對稱區間中估計
2階無截距項多項式迴歸模型之迴歸係數。


Abstract
In this work, we investigate c-optimal design for polynomial regression model without
intercept. Huang and Chen (1996) showed that the c-optimal design for the dth degree
polynomial with intercept is still the optimal design for the no-intercept model for estimating
certain individual coe cients over [−1, 1]. We found the c-optimal designs explicitly for
estimating other individual coe cients over [−1, 1], which have not been obtained earlier.
For the no-intercept model, it is shown that the support points are scale invariant over
[−b, b]. Finally some special cases are discussed for estimating the coe cients of the 2nd
degree polynomial without intercept by Elfving theorem over nonsymmetric interval [a, b].


目次 Table of Contents
Abstract . . . . . . . . . . . . . . . . . . . . . . . . . . . . ii
1 Introduction . . . . . . . . . .. . . . . . . . . . . . . . . 1
2 Preliminary for characterization of c-optimal designs and related results.
. . . . . . . . . . . . 3
3 Optimal designs for the individual regression coecients . . . . . . . . . . . . . 7
3.1 Individual regression coeffcients for the no-intercept model over [-1,1] 7
3.2 Individual regression coeffcients for the no-intercept model over [-b,b] 15
3.3 Individual regression coeffcients for the no-intercept model over [a,b] 17
4 Discussion . . . . . . . . . . . . . . .. . . . . 21
References . . . . . . . . . . . . . . . . . .. . . 22
參考文獻 References
Chang, F.C. and Heiligers, B. (1996) E-optimal designs for
polynomial regression without intercept. {J. Statist. Plann.
Inference.} {55}, 371-387.

Elfving, G. (1952) Optimum allocation in linear regression theory. {Ann. Math.
Statist.} {23}, 255-262.

Fedorov V. V. (1972) {Theory of Optimal Experiments.}
Translated and edited by W. J. Studden and E.M. Klimko. Academic
press, New York.

Graybill, F. A. (1983) {Matrices with Applications in
Statistics.} Wadsworth, Belmont, California.

Hoel, P. G. and Levine, A. (1964) Optimal spacing and
weighting in polynomial prediction. {Ann. Math. Statist.}
{35}, 1553-1560.

Huang, M.-N. L., Chang, F.C. and Wong, W.K. (1995) D-optimal
designs for polynomial regression without an intercept. {
Statistica Sinica.} {5}, 441-458.

Huang, M.-N. L. and Chen, R.B. (1996) $C$-optimal designs
for regression models with weak chebyshev property. Technical
Report, Department of Applied Mathematics National Sun Yat-sen
University.

Kifer, J. and Wolfowitz, J. (1965) On a theorem of Hoel
and Levine on extrapolation. {Ann. Math. Statist.} {36},
1627-1655.

Kitsos, C.P., Titterington, D. M. and Torsney, B.
(1988) An optimal design problem in rhymometry. {Biometrics}
{44}, 657-671.

Pukelsheim, F. and Torsney, B. (1991) Optimal weights
for experimental designs on linearly independent support points.
{Ann. Statist.} {19}, 1614-1625.

Pukelsheim, F. (1993) {Optimal Design of
Experiments.} Wiley, New York.

Studden, W.J. (1971) Elfving's Theorem and optimal
designs for quadratic loss. {Ann. Math. Statist.} {42},
1613-1621.

Studden, W.J. (1968) Optimal designs on Tchebycheff points.
{Ann. Math. Statist.} {39}, 1435-1447.
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