The Choice of the Parameter Values in a Multivariate Model of a Second Order Surface with Heteroschedastic Error

Umberto Magagnoli, Gabriele Cantaluppi

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

The paper describes an experimental procedure to choose the values for a multivariate vector x, under these conditions: average of Y(x) equal to a target value and least variance of Y(x), linked to x by a 2nd order model, with a heteroschedastic error. The procedure consists of two steps. In the first step an experimental design (we consider a three level full factorial design, for simplicity) is performed in the feasible space X of the control factors to estimate the parameters characterizing the response surface of the mean. Then a second experimental design is performed on a target set A, subset of X satisfying the condition on the average of Y(x). This second step determines the choice of x using a classification criterion based on the ordering of the sample mean squared errors. In both steps the model parameters are estimated by an iterative method.
Original languageEnglish
Title of host publicationFirst joint meeting of the Société Francophone de Classification and the Classification and Data Analysis Group of the Italian Statistical Society, Book of Short Papers
Pages369-372
Number of pages4
Publication statusPublished - 2008
EventFirst joint meeting of the Société Francophone de Classification and the Classification and Data Analysis Group of the Italian Statistical Society, Book of Short Papers - Caserta
Duration: 11 Jun 200813 Jun 2008

Conference

ConferenceFirst joint meeting of the Société Francophone de Classification and the Classification and Data Analysis Group of the Italian Statistical Society, Book of Short Papers
CityCaserta
Period11/6/0813/6/08

Keywords

  • Iterative Generalized Least Squares
  • Optimal Experimental Conditions

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