Computing the minimal efficiency of designs by a differentiable approximation of F E k -optimality criteria
Acta mathematica Universitatis Comenianae, Tome 77 (2008) no. 2
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Consider the linear regression model with uncorrelated errors and an experimental design x . In the paper, we propose a numerical method for calculating the minimal efficiency of x in the class O of orthogonally invariant information criteria. For this purpose, we introduce the concept of F k,p(m) -optimality criteria. Then we show that F Ek(m) criteria can be differentiably approximated by F k,p(m) criteria, therefore allowing us to use standard numerical procedures to arrive at boundaries for F k,p(m) optimal values, and hence at the intervals for the minimal efficiency of designs under the class of all orthogonally invariant information criteria. The approach is then illustrated on the polynomial model of degrees 2, . . . ,8. <br><B>Keywords</b>: boundary layer; similarity solution; third order nonlinear differential equation; boundary value problem; Falkner-Skan; free convection; mixed convection.