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論文名稱 Title |
多反應多項式迴歸模型下之近似與正合最適D-型設計 Approximate and exact D-optimal designs for multiresponse polynomial regression models |
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系所名稱 Department |
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畢業學年期 Year, semester |
語文別 Language |
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學位類別 Degree |
頁數 Number of pages |
25 |
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研究生 Author |
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指導教授 Advisor |
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召集委員 Convenor |
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口試委員 Advisory Committee |
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口試日期 Date of Exam |
2000-06-02 |
繳交日期 Date of Submission |
2000-07-14 |
關鍵字 Keywords |
多重反應、平行線分析、正合最適設計、D-型最適設計 exact design, multiple response, D-optimal design, parallel line assay |
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統計 Statistics |
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中文摘要 |
我們探討多項式迴歸模型包含一個1維的控制變數及k維的反應變數Y=(Y_1,•••,Y_k),其期望值具有一部份共同參數的D型最適設計問題。無論在近似或正合的k維反應變數且具有共同參數模型下,我們發現只要多項式的次數相同,則D型之近似最適設計與其共變異矩陣是無關的。我們更比較在我們的模型下,與Krafft和Schaefer在1992年及Imhof在2000年所發表的文章中的模型的差異點。進一步找出在推廣至k維反應變數且具有共同參數模型時,存在一無共同參數模型有相同正合最適D-型設計的關係。並且證明出在k>=2時,對稱格式的正合最適設計。 |
Abstract |
The D-optimal design problems in polynomial regression models with a one-dimensional control variable and k-dimensional response variable Y=(Y_1,...,Y_k) where there are some common unknown parameters are discussed. The approximate D-optimal designs are shown to be independent of the covariance structure between the k responses when the degrees of the k responses are of the same order. Then, the exact n-point D-optimal designs are also discussed. Krafft and Schaefer (1992) and Imhof (2000) are useful in obtaining our results. We extend the proof of symmetric cases for k>= 2. |
目次 Table of Contents |
1.Introduction 2.Preliminary 3.Approximate D-optimal designs for k polynomial models 4.Exact D-optimal designs for k polynomial models 5.Discussion 6.Appendix |
參考文獻 References |
Bischoff, W. (1995). Determinant formular with applications to designing when the observation are correlated. Ann. Inst. Statist. Math., 47, 385-399. Chang, F.-C., Huang, M.-N. L., Lin K. J. & Yang H.-C. (1999). Optimal designs for dual response polynomial regression models. Techmical report, Department of applied Mathematics, National Sun Yat-sen University. Fedorov, V. V. (1972). Theory of optimal experiments, Trans. and Ed. by W.J. Studden and E.M. Kilmko. Academic press, New York. Finney, D. J. (1978). Statistical method in biological assay (3rd Ed.). New York : Hafner Pub. Co., 45, 122. Gaffke, N. (1987). On D-optimality of exact linear regression designs with minimum support. Journal of Statistical Planning and Inference, 15, 189-204. Gaffke, N. & Krafft, O. (1982). Exact D-optimum designs for quadratic regression. Journal of Royal Statistical Society B, 44, 394-397. Huang, M.-N. L. (1987). Exact D-optimal designs for polynomial regression. Bullectin of the Institute of Mathematics Academa Sinica, 15, 59-71. Huang, M.-N. L. & Luh C.-Y. (1999). Optimal designs for multiresponse models and robust optimal designs for estimating extreme quantiles in binary response experiment. preprint National Sun Yat-sen University. 1-7. Imhof, L. A. (2000). Optimal designs for a multiresponse regression model. Journal of Multivariate Analysis, 72, 120-131. Krafft, O. & Schaefer, M. (1992). D-optimal designs for a multivariate regression model. Journal of Multivariate Analysis, 42, 130-140. Krafft, O. & Schaefer, M. (1995). Exact Elfving-minimax designs for quadratic regression. Statistica Sinica, 5, 475-484. |
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