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August, 1995 Optimal Designs for Identifying the Degree of a Polynomial Regression
Holger Dette
Ann. Statist. 23(4): 1248-1266 (August, 1995). DOI: 10.1214/aos/1176324708

Abstract

If an experimenter wants to determine the degree of a polynomial regression on the basis of a sample of observations, Anderson showed that the following method is optimal. Starting with the highest (specified) degree the procedure is to test in sequence whether the coefficients are 0. In this paper optimal designs for Anderson's procedure are determined explicitly. The optimal design maximizes the minimum power of a given set of alternatives.

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Holger Dette. "Optimal Designs for Identifying the Degree of a Polynomial Regression." Ann. Statist. 23 (4) 1248 - 1266, August, 1995. https://doi.org/10.1214/aos/1176324708

Information

Published: August, 1995
First available in Project Euclid: 11 April 2007

zbMATH: 0847.62064
MathSciNet: MR1353505
Digital Object Identifier: 10.1214/aos/1176324708

Subjects:
Primary: 62K05

Rights: Copyright © 1995 Institute of Mathematical Statistics

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Vol.23 • No. 4 • August, 1995
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