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Optimal designs with string property under asymmetric errors and SLS estimation

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  • S. Huda

    (Kuwait University)

  • Rahul Mukerjee

    (Indian Institute of Management Calcutta)

Abstract

We consider the optimal design problem when the design space consists of binary vectors with a string property, i.e., a single stretch of ones. This is done in the framework of second-order least squares estimation which is known to outperform ordinary least squares estimation when the error distribution is asymmetric. Analytical as well as computational results on optimal design measures, under the D- and A-criteria, are obtained. The issue of robustness to the unknown skewness parameter of the error distribution is also explored. Finally, we present several procedures which entail N-run designs that are highly efficient, if not optimal.

Suggested Citation

  • S. Huda & Rahul Mukerjee, 2018. "Optimal designs with string property under asymmetric errors and SLS estimation," Statistical Papers, Springer, vol. 59(3), pages 1255-1268, September.
    • Handle: RePEc:spr:stpapr:v:59:y:2018:i:3:d:10.1007_s00362-016-0819-y
    DOI: 10.1007/s00362-016-0819-y
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    References listed on IDEAS

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    1. Huda, S. & Khan, I. H. & Mukerjee, Rahul, 1995. "On optimal designs with restricted circular string property," Computational Statistics & Data Analysis, Elsevier, vol. 19(1), pages 75-83, January.
    2. Liqun Wang & Alexandre Leblanc, 2008. "Second-order nonlinear least squares estimation," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 60(4), pages 883-900, December.
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    Cited by:

    1. Lei He & Rong-Xian Yue, 2022. "$$I_L$$ I L -optimal designs for regression models under the second-order least squares estimator," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(1), pages 53-66, January.

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