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二次随机系数回归模型的A-最优设计
程靖1, 岳荣先2
1.安徽农业大学 理学院, 安徽 合肥 230036;2.上海师范大学 数理学院, 上海 200234
摘要:
研究了单位设计域上二次随机系数回归模型在恒等设计类中的A-最优设计.首先证明了A-最优设计准则满足洛纳偏序性质;利用A-最优设计准则的洛纳偏序性质,证明了单位设计域上的二次随机系数回归模型在恒等设计类中的A-最优设计可以在包含设计域两个端点0,1在内的3个设计点上获得;进而给出了二次随机系数回归模型A-最优恒等设计的精确结果.结果表明,二次随机系数回归模型在恒等设计类中的A-最优设计不受到随机效应项的方差影响,其A-最优设计的第三个谱点位置接近单位设计域的中点,且在该点处的A-最优设计权重接近于0.5.
关键词:  A-最优设计  二次回归  随机系数  恒等设计
DOI:10.3969/J.ISSN.100-5137.2017.02.004
分类号:
基金项目:国家自然科学基金(11401056,11471216);安徽省环保厅项目(2015-5);安徽农业大学稳定与引进人才项目(yj2015-27)
A-optimal design of quadratic random coefficient regression model
Cheng Jing1, Yue Rongxian2
1.College of Science, Anhui Agricultural University, Hefei, Anhui 230036, China;2.College of Mathematics and Science, Shanghai Normal University, Shanghai 200234, China
Abstract:
A-optimal identical design of quadratic random coefficient regression model on the design domain of [0,1] is constructed in this paper.Loewner order character of A-optimal criterion is proved in the paper and it is proved that A-optimal identical design of quadratic random coefficient regression model could be obtained on three design points including the two extreme settings of the design domain of [0,1].Accurate result of A-optimal identical design of quadratic random coefficient regression model is given in the paper.The result shows that A-optimal identical design of quadratic random coefficient regression model does not depend on the variances of the random effects.The result also shows that the third spectral point of A-optimal design is near the midpoint of the design domain of [0,1] and it's weight coefficient of A-optimal design is near 0.5.
Key words:  A-optimal design  quadratic regression  random coefficient  identical design