Optimal designs for multivariable spline models

Biedermann, Stefanie, Dette, Holger and Woods, David C. (2009) Optimal designs for multivariable spline models. Southampton, UK, University of Southampton, Southampton Statistical Sciences Research Institute, 28pp. (S3RI Methodology Working Papers, M09/16).


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In this paper, we investigate optimal designs for multivariate additive spline regression
models. We assume that the knot locations are unknown, so must be estimated from the
data. In this situation, the Fisher information for the full parameter vector depends on the
unknown knot locations, resulting in a non-linear design problem. We show that locally,
Bayesian and maximin D-optimal designs can be found as the products of the optimal
designs in one dimension. A similar result is proven for Q-optimality in the class of all
product designs

Item Type: Monograph (Working Paper)
Subjects: H Social Sciences > HA Statistics
Divisions : University Structure - Pre August 2011 > Southampton Statistical Sciences Research Institute
ePrint ID: 69157
Accepted Date and Publication Date:
30 September 2009Made publicly available
Date Deposited: 22 Oct 2009
Last Modified: 31 Mar 2016 12:55
URI: http://eprints.soton.ac.uk/id/eprint/69157

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