Vol. 3, No. 3, 2010

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ISSN: 1944-4184 (e-only)
ISSN: 1944-4176 (print)
Curvature measures for nonlinear regression models using continuous designs with applications to optimal experimental design

Timothy O’Brien, Somsri Jamroenpinyo and Chinnaphong Bumrungsup

Vol. 3 (2010), No. 3, 317–332
Abstract

We present and illustrate the methodology to calculate curvature measures for continuous designs, and extend design criteria to incorporate continuous designs. These design algorithms include quadratic design procedures, a subset design criterion, a second-order mean-square error design criterion, and a marginal curvature design methodology. A discussion of confidence intervals is also provided for continuous designs.

Keywords
design measures, Fieller–Creasy problem, marginal curvature, model misspecification, nonlinearity, parameter subsets, robust designs
Mathematical Subject Classification 2000
Primary: 53A45, 62J02
Secondary: 62K05
Milestones
Received: 19 May 2010
Accepted: 13 June 2010
Published: 16 October 2010

Communicated by Kenneth S. Berenhaut
Authors
Timothy O’Brien
Department of Mathemtaics and Statistics
Loyola University
1032 W. Sheridan Road
Chicago, IL 60660-1537
United States
http://webpages.math.luc.edu/~tobrien/home.html
Somsri Jamroenpinyo
Department of Mathematics and Statistics
Thammasat University — Rangsit Campus
Khlongluang, Pathumthani 12121
Thailand
Chinnaphong Bumrungsup
Department of Mathematics and Statistics
Thammasat University — Rangsit Campus
Khlongluang, Pathumthani 12121
Thailand