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Confidence sets for optimal factor levels of a response surface

Confidence sets for optimal factor levels of a response surface
Confidence sets for optimal factor levels of a response surface
Construction of confidence sets for the optimal factor levels is an important topic in response surfaces methodology. In Wan et al. (2015), an exact (1 - a) confidence set has been provided for a maximum or minimum point (i.e., an optimal factor level) of a univariate polynomial function in a given interval. In this article, the method has been extended to construct an exact (1 - a) confidence set for the optimal factor levels of response surfaces. The construction method is readily applied to many parametric and semiparametric regression models involving a quadratic function. A conservative confidence set has been provided as an intermediate step in the construction of the exact confidence set. Two examples are given to illustrate the application of the confidence sets. The comparison between confidence sets indicates that our exact confidence set is better than the only other confidence set available in the statistical literature that guarantees the (1 - a) confidence level.
1285-1293
Wan, Fang
2d1357dd-b94d-418f-a721-e0e95909e39c
Liu, Wei
b64150aa-d935-4209-804d-24c1b97e024a
Bretz, Frank
aa8a675f-f53f-4c50-8931-8e9b7febd9f0
Han, Yang
f9bd2934-96ea-4392-982f-5b4cf2af0fed
Wan, Fang
2d1357dd-b94d-418f-a721-e0e95909e39c
Liu, Wei
b64150aa-d935-4209-804d-24c1b97e024a
Bretz, Frank
aa8a675f-f53f-4c50-8931-8e9b7febd9f0
Han, Yang
f9bd2934-96ea-4392-982f-5b4cf2af0fed

Wan, Fang, Liu, Wei, Bretz, Frank and Han, Yang (2016) Confidence sets for optimal factor levels of a response surface. Biometrics, 72 (4), 1285-1293. (doi:10.1111/biom.12500). (PMID:27062462)

Record type: Article

Abstract

Construction of confidence sets for the optimal factor levels is an important topic in response surfaces methodology. In Wan et al. (2015), an exact (1 - a) confidence set has been provided for a maximum or minimum point (i.e., an optimal factor level) of a univariate polynomial function in a given interval. In this article, the method has been extended to construct an exact (1 - a) confidence set for the optimal factor levels of response surfaces. The construction method is readily applied to many parametric and semiparametric regression models involving a quadratic function. A conservative confidence set has been provided as an intermediate step in the construction of the exact confidence set. Two examples are given to illustrate the application of the confidence sets. The comparison between confidence sets indicates that our exact confidence set is better than the only other confidence set available in the statistical literature that guarantees the (1 - a) confidence level.

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Accepted/In Press date: 1 December 2015
e-pub ahead of print date: 8 April 2016
Organisations: Statistics

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Local EPrints ID: 390357
URI: http://eprints.soton.ac.uk/id/eprint/390357
PURE UUID: 40de5590-27cf-4eda-bc73-a808eb4cf17a
ORCID for Wei Liu: ORCID iD orcid.org/0000-0002-4719-0345

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Date deposited: 24 Mar 2016 12:26
Last modified: 15 Mar 2024 02:43

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Contributors

Author: Fang Wan
Author: Wei Liu ORCID iD
Author: Frank Bretz
Author: Yang Han

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