Titelaufnahme

Titel
Optimal designs for quantile regression models / Holger Dette, Matthias Trampisch
VerfasserDette, Holger ; Trampisch, Matthias
Erschienen[Dortmund] : SFB 823, 2011
Ausgabe
Elektronische Ressource
Umfang1 Online-Ressource (21 Seiten)
SerieDiscussion paper ; Nr. 26 (2011)
URNurn:nbn:de:hbz:6:2-1311754 
DOI10.17877/DE290R-12655 
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Optimal designs for quantile regression models [0.44 mb]
Zusammenfassung

Despite of their importance optimal designs for quantile regression models have not been developed so far. In this paper we investigate the D-optimal design problem for the location scale nonlinear quantile regression model. We provide a necessary condition to check for the optimality of a given design and use it to determine bounds for the number of support points of locally D-optimal designs. The results are illustrated determining locally, Bayesian and standardized maximin D-optimal designs for quantile regression analysis in the Michaelis-Menten and EMAX model, where the location and the scale function are related by a known link function.

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