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Excess of locally D-optimal designs for Cobb–Douglas model. / Шпилев, Петр Валерьевич; Мелас, Вячеслав Борисович; Григорьев, Юрий Дмитриевич.
в: Statistical Papers, Том 59, № 4, 01.12.2018, стр. 1425-1439.Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
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TY - JOUR
T1 - Excess of locally D-optimal designs for Cobb–Douglas model
AU - Шпилев, Петр Валерьевич
AU - Мелас, Вячеслав Борисович
AU - Григорьев, Юрий Дмитриевич
PY - 2018/12/1
Y1 - 2018/12/1
N2 - In this paper we study the problem of homothety’s influence on the number of optimal design support points under fixed values of a regression model’s parameters. The Cobb–Douglas two-dimensional nonlinear in parameters model used in microeconomics is considered. There exist two types of optimal designs: saturated (i.e. design with the number support points equal to the number of parameters) and excess design (i.e. design with greater number of support points). The optimal designs with the minimal number of support points are constructed explicitly. Numerical methods for constructing designs with greater number of points are used.
AB - In this paper we study the problem of homothety’s influence on the number of optimal design support points under fixed values of a regression model’s parameters. The Cobb–Douglas two-dimensional nonlinear in parameters model used in microeconomics is considered. There exist two types of optimal designs: saturated (i.e. design with the number support points equal to the number of parameters) and excess design (i.e. design with greater number of support points). The optimal designs with the minimal number of support points are constructed explicitly. Numerical methods for constructing designs with greater number of points are used.
KW - Cobb–Douglas model
KW - Excess design
KW - Homothetic transformation
KW - Locally D-optimal designs
KW - NONLINEAR MODELS
KW - Cobb-Douglas model
KW - POINTS
UR - http://www.scopus.com/inward/record.url?scp=85051711217&partnerID=8YFLogxK
UR - http://www.mendeley.com/research/excess-d-optimal-designs-cobbdouglas-model
U2 - https://doi.org/10.1007/s00362-018-1022-0
DO - https://doi.org/10.1007/s00362-018-1022-0
M3 - Article
VL - 59
SP - 1425
EP - 1439
JO - Statistical Papers
JF - Statistical Papers
SN - 0932-5026
IS - 4
ER -
ID: 35200258