An algorithm for calculating D-optimal designs for polynomial regression through a fixed point

作者：Sekido Hiroto^*

来源：Journal of Statistical Planning and Inference, 2012, 142(4): 935-943.

DOI：10.1016/j.jspi.2011.10.014

• D-Optimal design
• Canonical moment
• Polynomial regression model
• Integrable system
• Nonautonomous discrete Toda equation

Optimal designs are required to make efficient statistical experiments. By using canonical moments, in 1980. Studden found D-s-optimal designs for polynomial regression models. On the other hand, integrable systems are dynamical systems whose solutions can be written down concretely. In this paper, polynomial regression models through a fixed point are discussed. In order to calculate D-optimal designs for these models, a useful relationship between canonical moments and discrete integrable systems is introduced. By using canonical moments and discrete integrable systems, a new algorithm for calculating D-optimal designs for these models is proposed.

• 出版日期2012-4