Optimal designs for homoscedastic functional polynomial measurement error models

This paper considers the construction of optimal designs for homoscedastic functional polynomial measurement error models. The general equivalence theorems are given to check the optimality of a given design, based on the locally and Bayesian D-optimality criteria. The explicit characterizations of the locally and Bayesian D-optimal designs are provided. The results are illustrated by numerical analysis for a quadratic polynomial measurement error model. Numerical results show that the error-variances ratio and the model parameter are the important factors for the both optimal designs. Moreover, it is shown that the Bayesian D-optimal design is more robust and effective compared with the locally D-optimal design, if the error-variances ratio or the model parameter is misspecified.

[1]  Sudhir Gupta,et al.  Statistical Regression With Measurement Error , 1999, Technometrics.

[2]  H. Dette,et al.  Bayesian $D$-optimal designs for error-in-variables models , 2016, 1605.04055.

[3]  W. J. Studden,et al.  Tchebycheff Systems: With Applications in Analysis and Statistics. , 1967 .

[4]  Alexander Kukush,et al.  Measurement Error Models , 2011, International Encyclopedia of Statistical Science.

[5]  S. E. Keeler,et al.  The design of experiments when there are errors in all the variables , 1992 .

[6]  W. J. Studden,et al.  Theory Of Optimal Experiments , 1972 .

[7]  Raymond J. Carroll,et al.  Measurement error in nonlinear models: a modern perspective , 2006 .

[8]  Mortality of registered A-bomb survivors in Nagasaki, Japan, 1970-1984. , 1985, Radiation research.

[9]  Luc Pronzato,et al.  Information matrices with random regressors. Application to experimental design , 2002 .

[10]  R. Herbst,et al.  Quantitative Analysis of Biomarkers Defines an Optimal Biological Dose for Recombinant Human Endostatin in Primary Human Tumors , 2004, Clinical Cancer Research.

[11]  H. Chernoff Locally Optimal Designs for Estimating Parameters , 1953 .

[12]  Andrea P. Reverberi,et al.  Optimal design of sequential experiments for error-in-variables models , 1993 .

[13]  L. Ellis,et al.  The implications of angiogenesis for the biology and therapy of cancer metastasis , 1994, Cell.

[14]  John P. Buonaccorsi,et al.  Measurement Error: Models, Methods, and Applications , 2010 .

[15]  R. Yue,et al.  Locally D-optimal designs for heteroscedastic polynomial measurement error models , 2019, Metrika.

[16]  A. N. Donev,et al.  Design of experiments in the presence of errors in factor levels , 2004 .

[17]  J. Kuha,et al.  Covariate Measurement Error in Quadratic Regression , 2003 .

[18]  Anthony C. Atkinson,et al.  Optimum Experimental Designs, with SAS , 2007 .

[19]  Daniel O. Stram,et al.  The Errors-in-Variables Problem: Considerations Provided by Radiation Dose-Response Analyses of the A-Bomb Survivor Data , 1992 .

[20]  Wayne A. Fuller,et al.  Estimation of the quadratic errors-in-variables model , 1982 .

[21]  H. Dette,et al.  Locally optimal designs for errors-in-variables models , 2015 .

[22]  Holger Dette,et al.  Optimal Designs for Dose-Finding Studies , 2008 .

[23]  William Arbuthnot Sir Lane,et al.  Endostatin: An Endogenous Inhibitor of Angiogenesis and Tumor Growth , 1997, Cell.