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**Faculté des sciences économiques et sociales
**

Université de Genève

Avril 2000

Département d’économétrie

Université de Genève, 40 Boulevard du Pont-d’Arve, CH -1211 Genève 4

http://www.unige.ch/ses/metri/

A Study of D-optimal Designs

Efficiency for Polynomial

Regression

Gérard Antille and Anna Weinberg

No 2000.04

A Study of D-optimal Designs Eﬃciency for

Polynomial Regression

G´erard Antille and Anna Weinberg

Department of Econometrics

University of Geneva

November 7, 2000

Abstract

In this paper we present a numerical study of D-eﬃciency for a

polynomial regression of known or unknown degree. A rule of the de-

gree choice, based on D-eﬃciency is proposed for classical eﬃciency

functions. We study the conjecture that the less central a design point

is the greater its inﬂuence on D-eﬃciency is. Perturbations of design

points show that this conjecture is only true for some eﬃciency func-

tions. For non exponential eﬃciency functions the departure from the

model is more important than the departure from the optimal design.

We also introduce a concept of higher-order D-optimal designs and

compare them in the case of unknown regression degree with uniform

designs (studied by Huber) and the designs obtained by using prior

probabilities. Our conclusion is that the higher-order D-optimal de-

signs are more eﬃcient that the uniform ones. Generally they are less

eﬃcient than L¨ auter-optimal designs for weighted polynomial regres-

sion but they need no prior information.

Keywords: Experimental designs, D-optimality, L¨ auter optimal-

ity, eﬃciency, optimal designs for weighted polynomial regression.

Contents

1 Introduction 2

2 Review 3

2.1 Classical Theory . . . . . . . . . . . . . . . . . . . . . 3

2.2 Weighted Polynomial Regression Models . . . . . . . . 7

1

3 Inﬂuence of the Regression Degree 8

4 Spectrum Inﬂuence 14

4.1 Moving the Spectrum . . . . . . . . . . . . . . . . . . 14

4.2 Higher-Order D-Optimal Designs . . . . . . . . . . . . 19

5 Comparison with Bayesian Approach 21

6 Conclusion 25

1 Introduction

One main problem in polynomial regression is concerned with the

choice of the regression degree. In the classical approach of D-optimal

design theory the degree is supposed to be known. In the Bayesian

approach a prior has to be known to ﬁnd out optimal designs. In the

second section we review the basic deﬁnitions and important known

results. In Section 3 we propose a rule of choice for the degree based

on a numerical study of the inﬂuence of the regression degree on the

values of the determinants of the information matrices. In that con-

text we show that the choice of the degree is directly related to the

eﬃciency function. In particular for Legendre or Jacobi’s type eﬃ-

ciency functions lower degrees correspond to higher D-eﬃciency and

on the other hand for Laguerre’s type of eﬃciency functions higher

degrees correspond to higher D-eﬃciency.

From a practical point of view the design spectrum used may not

correspond exactly to the optimal one given by analytical solution. In

Section 4.1 we study the eﬀect of departure from the D-optimal design

on the D-eﬃciency. We conclude, that for Legendre and Laguerre

eﬃciency functions the less central a point is in the spectrum, the

greater its inﬂuence is on the D-eﬃciency. But for Hermite eﬃciency

function this result is not true. We can see that this eﬀect depends

on the type of the eﬃciency function.

In Section 4.2 the relation between the departures from the model

and from the optimal design is studied. We can observe that depar-

tures from the design are much less important than the departure

from the model. This eﬀect is less pronounced for Hermite eﬃciency

function.

We also introduce the concept of higher-order D-optimal designs

and compare them with the uniform designs (studied by Huber) for

unknown regression degrees. We conclude that higher-order D-optimal

designs are more eﬃcient than the uniform ones.

2

And ﬁnally in Section 5 we compare higher-order D-optimal de-

signs with Dette (1992b) “L¨ auter optimal” ones. Generally these op-

timal designs for weighted polynomial regression are more eﬃcient

but they also need more information. It is worth noting that when

the weights allocated to high degree are small, the higher-order D-

optimal designs are more eﬃcient.

2 Review

2.1 Classical Theory

Let us consider the following linear model

E(y/x) = η(x, β) = f

(x)β, (1)

where f (x) is a vector of m known functions deﬁned over I an interval

of R, β is a vector of m unknown parameters, η(x, β) is true response.

The model for the observations with additive errors’ terms is given

by

y

i

= η(x

i

, β) +

i

,

with E(

i

) = 0; var(

i

) = σ

2

i

; E(

i

j

) = 0 i = j. With y

= (y

1

, y

2

, . . . ,

y

n

),

= (

1

,

2

, . . . ,

n

) the model becomes:

y = Fβ +,

where

F =

_

_

_

_

_

f

1

(x

1

) f

2

(x

1

) . . . f

m

(x

1

)

f

1

(x

2

) f

2

(x

2

) . . . f

m

(x

2

)

.

.

.

.

.

.

.

.

.

.

.

.

f

1

(x

n

) f

2

(x

n

) . . . f

m

(x

n

)

_

_

_

_

_

.

When λ(x) the eﬃciency function of the experiment is known we

have σ

2

i

= σ

2

λ

−1

(x

i

) and it is well known that the BLUE for β is

given by

ˆ

β = M

−1

Y, where M = F

ΛF, Y = F

**Λy and Λ is a diagonal
**

matrix whose elements are λ(x

i

).

The matrix M is called the Fisher information matrix and char-

acterizes the information contained in one experiment as for instance

σ

2

M

−1

is the dispersion matrix of

ˆ

β and σ

2

f

(x)M

−1

f (x) is the vari-

ance of the prediction at the point x.

Deﬁnition 1 (Continuous normalized design) If the observations

are taken at n distinct points x

i

in I, the collection of n pairs (x

i

, w

i

)

is called a continuous normalized design, w

i

is a weight related to x

i

.

3

Deﬁnition 2 (Spectrum) The set of x

i

is called the design spec-

trum.

Deﬁnition 3 (Exact design) When n

i

is the number of observa-

tions taken at x

i

and N =

n

i

is the total number of observations

then if w

i

= n

i

/N, the design is called an exact design of experiment.

Hence designs can be represented by measures functions ξ deﬁned over

I satisfying

_

I

ξ(dx) = 1.

In this case the information matrix is given by

M(ξ) =

_

I

λ(x)f (x)f

(x)ξ(dx)

or equivalently by

M(ξ) =

n

i=1

w

i

λ(x

i

)f (x

i

)f

(x

i

).

In the theory for continuous designs the minimization of a general

imprecision function of the information matrix is considered. In this

paper we will restrict our attention to D-optimal designs.

Deﬁnition 4 (Feasible design) A design ξ is feasible if and only if

M(ξ) is positive deﬁnite.

Following Pukelsheim(1993), feasibility corresponds to estimability of

the full parameter β.

Deﬁnition 5 (D-optimal design) A design ξ

∗

satisfying the fol-

lowing equality

|M(ξ

∗

)| = max

ξ∈D

|M(ξ)|

is called D-optimal, where D is the set of all feasible designs.

In order to compare designs in term of D-optimality we introduce also

the following deﬁnitions.

Deﬁnition 6 (D-eﬃciency) D-eﬃciency of an arbitrary design ξ

with respect to a D-optimal design ξ

∗

is deﬁned as

D

eff

=

|M(ξ)|

|M(ξ

∗

)|

.

To take into account the dimension of f we need the following deﬁni-

tion.

4

Deﬁnition 7 (Standardized D-eﬃciency) Standardized D-efﬁcien-

cy of an arbitrary design ξ with respect to a D-optimal design ξ

∗

is

deﬁned as

D

s

eff

=

_

|M(ξ)|

|M(ξ

∗

)|

_ 1

m

.

In the case of polynomial regression D-optimal designs are well

known for an important class of eﬃciency functions as mentioned in

the following theorem (Schoenberg 1959, Karlin, Studden 1966 and

Fedorov 1971).

Theorem 1 Let f

l

(x) = x

l

(l = 0, 1, . . . , n) and let λ(x) be one of the

following eﬃciency functions

1. λ(x) = 1, −1 ≤ x ≤ 1;

2. λ(x) = (1 −x)

α+1

(1 +x)

β+1

, −1 ≤ x ≤ 1, α, β > −1;

3. λ(x) = exp(−x), 0 ≤ x < ∞;

4. λ(x) = x

α+1

exp(−x), 0 ≤ x < ∞, α > −1;

5. λ(x) = exp(−x

2

), −∞ < x < ∞.

Then for each of the cases (1)-(5) the D-optimal design is unique

and is concentrated at n +1 points with equal weights w

i

= (n +1)

−1

.

The points are roots of the polynomials:

1. (1 − x

2

)P

n

(x), where P

n+1

(x) is the (n + 1)th Legendre polyno-

mial;

2. P

(α,β)

n+1

(x), where P

(α,β)

n+1

(x) is the (n+1)th Jacobi polynomial with

parameters α, β;

3. xL

(1)

n

(x) where L

(1)

n

(x) is the nth Laguerre polynomial with pa-

rameter 1;

4. L

(α)

n+1

(x), where L

(α)

n+1

(x) is the (n + 1)th Laguerre polynomial

with parameter α;

5. H

n+1

(x), where H

n+1

(x) is the (n + 1)th Hermite polynomial.

Antille (1977) proposed a global version of this result.

The Figures 1 and 2 contain graphical representations of examples

of optimal designs mentioned in the theorem 1.

To characterize these designs we introduce the following deﬁnition.

Deﬁnition 8 (D-optimal design of order k) A D-optimal design

of k + 1 points for the regression of degree k is called a D-optimal

design of order k.

5

l l l l l l l l l l

-1.0 -0.5 0.0 0.5 1.0

l l

l l l

l l l l

l l l l l

l l l l l l

l l l l l l l

l l l l l l l l

l l l l l l l l l

9

8

7

6

5

4

3

2

1

degree of

regression

optimal points determinant of

the information

matrix

1.43e-24

1.82e-19

5.75e-15

4.53e-11

8.87e-8

4.3e-5

5.12e-3

1.48e-1

1

Figure 1: D-optimal designs for λ(x) = 1 (Legendre)

l l l l l l l l l l

0 5 10 15 20 25 30

l l

l l l

l l l l

l l l l l

l l l l l l

l l l l l l l

l l l l l l l l

l l l l l l l l l

9

8

7

6

5

4

3

2

1

degree of

regression

optimal points determinant of

the information

matrix

1.81e46

2.36e34

2.89e24

2.64e16

1.41e10

3.32e5

2.45e2

3.78

7.23e-1

Figure 2: D-optimal designs for λ(x) = x

2.5

e

−x

(Generalized Laguerre)

6

The previous theorem provides analytic solutions to the search

of D-optimal designs, but these solutions suﬀer from the fact that the

degree of regression has to be known. In order to avoid this restriction

L¨auter (1974) proposed a diﬀerent approach exposed in the following

section.

2.2 Weighted Polynomial Regression Models

For a polynomial regression L¨ auter (1974) proposed a criterion to de-

termine design which allows getting “good” estimates of all parameters

in every model up to a given degree.

Let us denote by g

l

(x) a polynomial of degree l used as regression

model.

For every model g

l

∈ F

n

= {g

l

(x)|l = 1, . . . , n} a prior γ

l

≥ 0,

where

n

l=1

γ

l

= 1, is introduced to reﬂect the experimenters’ belief

in the adequacy of the model g

l

.

In that context the problem of optimal design is to ﬁnd a design

maximizing a function ψ of a γ-weighted mean of functions of the

information matrices related to g

l

for all l ∈ {1, . . . , n}. This design

of experiments will be denoted by ξ

γ

, where γ

= (γ

1

, . . . , γ

n

).

So for the determination of a design ξ

γ

, which provides good es-

timates of all the parameters for every model g

l

∈ F

n

, the following

criterion was introduced by L¨ auter (1974).

Deﬁnition 9 (L¨auter optimality criterion) A design ξ

γ

is called

optimal for the class F

n

if ξ

γ

maximizes the function

Ψ

γ

(ξ) =

n

l=1

γ

l

l + 1

log det M

l

(ξ).

When the prior is Dirac measure on a given degree it is obvious that

D-optimality is a special case of L¨ auter-optimality, for example if γ =

(0, 0, 1, . . . , 0) L¨ auter criterion is equivalent to D-optimality for the

regression of degree 3.

L¨auter (1974, 1976) proposed an iterative procedure for the com-

putation of optimal designs for the class F

n

with respect to the prior

γ. It is based on a generalization of the standard equivalence theorem

between D- and G-optimal designs (Kiefer and Wolfowitz 1960).

In order to avoid some diﬃculties of the algorithm of L¨ auter, Dette

(1992) investigates a necessary condition of optimality for the class F

n

with respect to the prior γ.

For a homoscedastic regression and for heteroscedastic cases with

particular eﬃciency functions these conditions are also suﬃcient. We

recall these results in the following theorem.

7

Theorem 2 For the eﬃciency functions

1. λ(x) = 1 χ = [−1, 1],

2. λ(x) = (1 −x)

α+1

(1 +x)

β+1

χ = [−1, 1], α, β > −1,

3. λ(x) = exp(−x) χ = [0, ∞),

4. λ(x) = x

α+1

exp(−x) χ = [0, ∞), α > −1,

5. λ(x) = exp(−x

2

) χ = (−∞, ∞),

the design ξ

γ

(supported at n + 1 points) is L¨ auter-optimal for

the class F

n

with respect to the prior γ if and only if ξ

γ

satisﬁes the

equations:

λ(x

1

)m

11

(ξ

γ

) = · · · = λ(x

n+1

)m

n+1,n+1

(ξ

γ

) = 1,

2λ(x

j

)

n+1

i=1

m

ij

(ξ

γ

)

d

dx

L

i

(x

j

) +

d

dx

λ(x

j

)m

jj

(ξ

γ

) = 0

for all interior support points x

j

∈ X, where

m

ii

(ξ

γ

) =

n−1

l=1

γ

l

l + 1

d

l

(x

i

, ξ

γ

) +

1

w

i

λ(x

i

)

γ

n

n + 1

i = 1, . . . , n + 1,

m

ij

(ξ

γ

) =

n−1

l=1

γ

l

l + 1

d

l

(x

i

, x

j

, ξ

γ

) i, j = 1, . . . , n + 1, i = j,

where

d

l

(x, ξ

γ

) =

N

σ

2

var(ˆ g

l

(x, ξ

γ

))

d

l

(x, y, ξ

γ

) =

N

σ

2

cov(ˆ g

l

(x, ξ

γ

), ˆ g

l

(y, ξ

γ

))

and

L

j

(x) = L

j

(x, ξ

γ

) =

i=j

(x −x

i

)

i=j

(x

j

−x

i

)

.

Illustrations are given in Tables 7 and 8 which contain L¨ auter-optimal

designs for some choices of eﬃciency functions.

3 Inﬂuence of the Regression Degree

In that section we study the behaviour of the determinant of the infor-

mation matrix with respect to the degree of the polynomial regression

for a given eﬃciency function λ(x). Numerical results are presented

in Table 1 for families of eﬃciency functions. This table contains

the standardized determinants of the information matrices for the D-

optimal designs for regressions of degree from one to nine for diﬀerent

8

Polynomials of Legendre λ(x) = 1

1. 0.385 0.172 0.081 0.0389 0.0189 0.00924 0.00454 0.00224

Polynomials of Jacobi λ(x) = (1 −x)

α

(1 + x)

β

, α = 1, β = 1

0.148 0.0716 0.035 0.0173 0.00854 0.00423 0.0021 0.00105 0.00052

Polynomials of Jacobi λ(x) = (1 −x)

α

(1 + x)

β

, α = 2, β = 2

0.0819 0.0353 0.0159 0.00739 0.00349 0.00167 0.000802 0.000388 0.000189

Polynomials of Jacobi λ(x) = (1 −x)

α

(1 + x)

β

, α = 2, β = 4

0.102 0.0326 0.0126 0.00524 0.00228 0.00102 0.000462 0.000213 0.0000996

Polynomials of Laguerre λ(x) = e

−x

0.135 0.199 0.415 1.12 3.71 14.5 65.7 337. 1940.

Polynomials of Generalized Laguerre λ(x) = x

α

e

−x

, α = 1

0.0733 0.231 0.695 2.4 9.58 43.8 226. 1300. 8230.

Polynomials of Generalized Laguerre λ(x) = x

α

e

−x

, α = 2

0.268 0.824 2.68 10.1 44. 218. 1210. 7480. 50800.

Polynomials of Generalized Laguerre λ(x) = x

α

e

−x

, α = 2.5

0.723 1.94 6.26 24. 107. 546. 3120. 19800. 138000.

Polynomials of Hermite λ(x) = e

−x

2

0.184 0.158 0.161 0.187 0.241 0.337 0.506 0.811 1.37

Polynomials of Hermite (x unscaled) λ(x) = ke

−

x

2

2σ

2

, σ

2

= 1, k = 10

36.8 14.1 13.9 18.8 30.5 55.9 113. 245. 568.

Polynomials of Hermite (x unscaled) λ(x) = ke

−

x

2

2σ

2

, σ

2

= 0.1, k = 1

0.0368 0.0141 0.00644 0.00335 0.00192 0.0012 0.00081 0.000581 0.00044

Table 1: Standardized determinants of the information matrices for D-

optimal designs for degrees of regression from 2 to 10 for diﬀerent eﬃciency

functions.

9

-4.5

-4

-3.5

-3

-2.5

-2

-1.5

-1

-0.5

0

1 2 3 4 5 6 7 8 9

l

o

g

d

e

t

e

r

m

i

n

a

n

t

s

regression’s degree

λ(x) = 1

λ(x) = 1 −x

2

+

+

+

+

+

+

+

+

+

+

λ(x) = (1 −x

2

)

2

λ(x) = (1 −x

2

)(1 + x

2

) ×

×

×

×

×

×

×

×

×

×

Figure 3: Logarithms of standardized determinants of the information matri-

ces for regression degrees from 2 to 10 for eﬃciency functions not containing

exponential functions.

eﬃciency functions λ(x). We observe that for eﬃciency functions of

Legendre or Jacobi type, the lower the degree of regression is the

higher the value of the determinant is. The contrary is true for La-

guerre eﬃciency functions. For Hermite eﬃciency function a case by

case study must be done. Moreover this can be shown through an

algebraic approach.

As the standardized determinant is given by

|M|

1/l

=

_

1

l + 1

_

(l+1)/l l

i=1

(λ(x

i

))

1/l

k<j

(x

k

−x

j

)

2/l

, (2)

the value of |M|

1/l

is the result of

• the inﬂuence of the degree itself through (

1

l+1

)

(l+1)/l

,

• the eﬃciency function through

l

i=1

(λ(x

i

))

1/l

and

• the spectrum through

k<j

(x

k

−x

j

)

2/l

.

The ﬁrst term depends only on the regression degree and it decreases

when regression degree increases.

For the considered eﬃciency functions D-optimal designs points

are the roots of orthogonal polynomials, hence the property of these

10

-2

-1

0

1

2

3

4

5

6

1 2 3 4 5 6 7 8 9

l

o

g

d

e

t

e

r

m

i

n

a

n

t

s

regression’s degree

λ(x) = e

−x

λ(x) = xe

−x

+

+

+

+

+

+

+

+

+

+

λ(x) = x

2

e

−x

λ(x) = x

2.5

e

−x

×

×

×

×

×

×

×

×

×

×

Figure 4: Logarithms of standardized determinants of the information matri-

ces for regression degrees from 2 to 10 for Laguerre and generalized Laguerre

eﬃciency functions containing exponential functions.

roots interlacing for an increasing degree implies that

k<j

(x

k

−x

j

)

2

is decreasing for the designs constructed on [−1; 1] and is increasing

for the other cases. For the eﬃciency functions verifying |λ(x)| < 1

the increase in the degree implies the decrease in

l

i=1

(λ(x

i

)).

So for Legendre or Jacobi case with the growth in the degree of

regression we observe decrease in all three terms.

11

-4

-3

-2

-1

0

1

2

3

1 2 3 4 5 6 7 8 9

l

o

g

d

e

t

e

r

m

i

n

a

n

t

s

regression’s degree

λ(x) = e

−x

2

λ(x) = 10e

−x

2

/2

+

+

+ +

+

+

+

+

+

+

λ(x) = e

−5x

2

**Figure 5: Logarithms of standardized determinants of the information matri-
**

ces for regression degrees from 2 to 10 for diﬀerent modiﬁcations of Hermite

eﬃciency function.

12

l

_

1

l+1

_

(l+1)/l

l

i=1

(λ(x

i

))

1/l

k<j

(x

k

−x

j

)

2/l

|M|

1/l

1 0.25 0.368 2. 0.184

2 0.192 0.223 3.67 0.158

3 0.157 0.135 7.56 0.161

4 0.134 0.0821 17. 0.187

5 0.116 0.0498 41.5 0.241

6 0.103 0.0302 108. 0.337

7 0.0929 0.0183 298. 0.506

8 0.0844 0.0111 865. 0.811

9 0.0774 0.00674 2640. 1.37

Table 2: A detailed study of the inﬂuence of diﬀerent terms of the standar-

dized determinants of information matrices. Hermite λ(x) = e

−x

2

.

Hence for the choice of the regression degree the following rules

can be formulated:

1. For Legendre’s or Jacobi’s eﬃciency function (not containing

exponential functions) the regression degree should be the “small-

est reasonable”. For illustration we plot corresponding logarithms

of standardized determinants with respect to the regression degree in

Figure 3.

2. For the other cases (with eﬃciency functions containing expo-

nential functions) the value of |M|

1/l

is a kind of compromise between

the inﬂuence of the design spectrum and that of the eﬃciency func-

tion. For Laguerre’s eﬃciency function the regression degree should

be the “largest reasonable”, because the third term prevails over the

ﬁrst and the second ones. Figure 4 exhibits an illustration similar to

that in Figure 3 but for Laguerre and for some generalized Laguerre

eﬃciency functions.

3. For Hermite’s eﬃciency function the degree should be either

the smallest or the “largest reasonable”. The reason is the convexity

of the standardized determinants of the information matrices. For

l = 1, . . . , 5 the decrease in (

1

l+1

)

(l+1)/l

l

i=1

(λ(x

i

))

1/l

dominates the

increase in

k<j

(x

k

− x

j

)

2/l

and for l ≥ 5 (where the minimum is

attained) the tendency is reverse. The corresponding numerical results

are given in Table 2, or graphically illustrated in Figure 5.

13

4 Spectrum Inﬂuence

In Section 4.1 we will study diﬀerent deviations from the optimality

for D-optimal designs. In the ﬁrst part, we consider perturbations

on the designs points and show, as it is well known, the inﬂuence of

boundary points for Legendre eﬃciency function. More surprisingly,

for Hermite eﬃciency function we point out the inﬂuence of central

points as well as that of boundary ones. In Section 4.2 the relation

between the departure from the model and the departure from the

optimal design is studied.

4.1 Moving the Spectrum

Deﬁnition 10 (Boundary points) The boundary points are the two

(left and right) extreme points of the spectrum.

The determinant of the information matrix and specially the con-

cept of D-eﬃciency is used to see the inﬂuence of the deviations from

the D-optimal designs. In the beginning of this section we consider

λ(x) = 1. It is also the case traditionally studied in literature and

most widely used in practice.

Let us pay attention to Figures 6, 7 and 8, which show the in-

ﬂuence of moving optimal design points, on the determinant of the

information matrix for a given degree. To begin with in Figure 6 we

note that small perturbations of points do not lead great changes in

the values of determinants.

Considering separately the eﬀects of perturbation of central and

boundary points we remark that the boundary ones have by far greater

inﬂuence on the values of the determinants (cf. Figures 7 and 8).

In Figure 9 we show more precisely the inﬂuence of a point moving

from its optimal position to its nearest optimal neighbour on the value

of D-eﬃciency function. As before we consider D-optimal designs

of order 4 consisting of 5 points x

1

< x

2

< . . . < x

5

). We shift

respectively the point x

1

towards the point x

2

, the point x

2

towards

x

3

, x

3

towards x

2

and x

2

towards x

1

and we do not need to consider

the points x

4

and x

5

because of the symmetry of the designs.

So in this ﬁgure we plot the values of D-eﬃciency against the dis-

tance between the two neighbouring points. When the distance is

optimal (corresponds to the optimal design), D-eﬃciency is equal to

one and otherwise it is a decreasing function of the distance. (So the

ﬁgure should be read from right to left).

Thus observing this graphic we can conjecture that in general the

“less central a point is more important the inﬂuence of its perturba-

tion is”. For example, the shiftings of the points x

1

towards x

2

or x

2

14

l l l l l

-1.0 -0.5 0.0 0.5 1.0

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

optimal->

Perturbation of points, Legendre

D-efficiency

0.0279

0.115

0.124

0.13

0.152

0.155

0.176

0.245

0.27

0.331

0.345

0.439

0.506

0.518

0.562

0.587

0.601

0.625

0.627

0.648

Figure 6: D-eﬃciencies for designs obtained by moving the points of D-

optimal design of order 4 for λ(x) = 1.

towards x

3

cause a higher speed of decrease in the D-eﬃciency than

the shiftings of x

2

towards x

1

and x

2

towards x

3

. Comparing more

closely the shifting of x

2

towards x

1

and from x

1

towards x

2

we ob-

serve that the modiﬁcation of the shape of the D-eﬃciency function

characterizes well the speed of its decreasing. Therefore we conclude

that the shiftings of the boundary point x

1

have much more inﬂuence

than those of the central ones.

We can also see it directly from the formula of the determinant of

the information matrix for normalized continuous design

|M|

1/l

=

_

1

l + 1

_

(l+1)/l

k<j

(x

k

−x

j

)

2/l

. (3)

Clearly the maximum is attained when the boundary points are lo-

cated on the extremities of the interval and the decrease in the interval

length reduces the value of the determinant.

As a ﬁrst conclusion it is intuitively appealing to conjecture that

the “less central a point is the more its inﬂuence is”. Unfortunately

this result which is true for Legendre and Laguerre eﬃciency functions,

is wrong for Hermite eﬃciency. In fact we observe in Figures 10 and 11,

that the moving of the points does not induce a great change in the

D-eﬃciency. Moreover Figure 12 shows that the inﬂuence of moving

15

l l l l l

-1.0 -0.5 0.0 0.5 1.0

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

optimal->

Perturbation of central points, Legendre

D-efficiency

0.553

0.629

0.634

0.644

0.664

0.676

0.76

0.786

0.81

0.82

0.835

0.836

0.845

0.872

0.878

0.878

0.883

0.917

0.957

0.967

Figure 7: D-eﬃciencies for designs obtained by moving the central points of

D-optimal design of order 4 for λ(x) = 1.

l l l l l

-1.0 -0.5 0.0 0.5 1.0

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

optimal->

Perturbation of boundary points, Legendre

D-efficiency

0.0146

0.0279

0.0482

0.0683

0.0939

0.106

0.106

0.122

0.124

0.128

0.141

0.152

0.19

0.212

0.226

0.256

0.308

0.32

0.325

0.593

Figure 8: D-eﬃciencies for designs obtained by moving the boundary points

of D-optimal design of order 4 for λ(x) = 1.

16

+ + + + + + + + +

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+ + + + + + + + + + + + + + + + + + + + + + + + + + + +

0.0 0.1 0.2 0.3 0.4 0.5 0.6

0

.

0

0

.

2

0

.

4

0

.

6

0

.

8

1

.

0

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

• • • • • • • • • • • • • • • • • • • • • • • • • • • • • • • • • • • • • • • • • • • • • • • • • • • •

o o o o o o o o o o o o o o o o o o o o o o o o

o o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o o o o o o o o

^ ^ ^ ^ ^ ^ ^ ^ ^ ^ ^ ^ ^ ^ ^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^ ^ ^ ^ ^ ^ ^ ^ ^ ^ ^ ^ ^ ^ ^ ^ ^ ^ ^ ^

’*’ - moving x1 to x2, ’+’ - moving x2 to x3,

’o’ - moving x2 to x1, ’^’ - moving x3 to x2.

Figure 9: Comparison of the inﬂuence of moving diﬀerent points for λ(x) = 1.

l l l l l

-2 -1 0 1 2

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

optimal->

Perturbation of central points, Hermite

D-efficiency

0.765

0.802

0.805

0.843

0.849

0.854

0.86

0.863

0.868

0.868

0.874

0.874

0.883

0.891

0.899

0.906

0.931

0.934

0.949

0.956

Figure 10: D-eﬃciencies for designs obtained by moving the central points of

D-optimal design of order 4 for λ(x) = e

−x

2

.

17

l l l l l

-2 -1 0 1 2

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

l l l l l

optimal->

Perturbation of boundary points, Hermite

D-efficiency

0.848

0.913

0.928

0.93

0.932

0.932

0.938

0.938

0.939

0.94

0.947

0.96

0.965

0.966

0.979

0.981

0.984

0.987

0.997

0.999

Figure 11: D-eﬃciencies for designs obtained by moving the boundary points

of D-optimal design of order 4 for λ(x) = e

−x

2

.

+ + + + + + + + + + + +

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+

+ + + + + + + + + + + + + + + + + + + + + +

0.0 0.2 0.4 0.6 0.8 1.0

0

.

0

0

.

2

0

.

4

0

.

6

0

.

8

1

.

0

• • • • • • • • • • • • • •

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

•

• • • • • • • • • • • • • • • • • • • •

o o o o o o o o o o o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o o o o o o o o o o o o o o o o o o o o o o o o o

^ ^ ^ ^ ^ ^ ^ ^ ^ ^ ^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^

^ ^ ^ ^ ^ ^ ^ ^ ^ ^ ^ ^ ^ ^ ^ ^ ^ ^ ^ ^ ^ ^ ^

’*’ - moving x1 to x2, ’+’ - moving x2 to x3,

’o’ - moving x2 to x1, ’^’ - moving x3 to x2.

Figure 12: Comparison of the inﬂuence of moving diﬀerent points for λ(x) =

e

−x

2

.

18

central or boundary points on the D-eﬃciency is almost the same.

This is due mainly to the form of Hermite function. For Jacobi there

is no general rule, the results depend on the parameters of the Jacobi

function.

4.2 Higher-Order D-Optimal Designs

Deﬁnition 11 (Higher-order D-optimal designs) D-optimal de-

signs of order k for regression of degree l < k are called higher-order

D-optimal designs.

Let us ﬁrst consider polynomial regression with Legendre or Jacobi

eﬃciency functions. As shown, the ideal situation (in the sense of the

previous section) requires using the regression of degree 1 with D-

optimal design of order 1. As already mentioned, these choices are

not always meaningful.

In Tables 3, 4 and 5 we can see that a departure from the D-optimal

design of order 1 is much less important than a departure from the

degree of true regression, this eﬀect is attenuated for Hermite eﬃciency

function.

For this purpose for some eﬃciency functions λ(x) we calculate the

determinants of the information matrices for higher-order D-optimal

designs. So, for example, for the optimal design of order 9, which

contains 10 points, we calculate the determinants of the information

matrices for the polynomial regressions of degrees 1 to 9. The results

are presented in the rows of Tables 3, 4 and 5.

The analysis of these tables shows that

• in general the value of the determinant of the information matrix

is closely related to the regression degree;

• the optimal values (attained for D-optimal design of order l) are

located on the diagonal of the tables and are shown in bold. Then

we have some sort of jump, the next value of the determinant

for the D-optimal design of order l + 1 is about half a maximal

value;

• the following values of determinants for D-optimal designs of

order l + 2, l + 3, etc. continue to decrease, but the rate of

decreasing slows down as the number of points increases;

• the determinant values do not vary so much. Their order remains

almost the same.

We can conclude that

19

Regression

s degree

Number 1 2 3 4 5 6 7 8 9

Determinants

of points ×10

−1

×10

−2

×10

−3

×10

−5

×10

−8

×10

−11

×10

−15

×10

−19

×10

−24

2 10.

3 6.67 14.8

4 6.0 9.6 5.12

5 5.71 8.4 3.29 4.3

6 5.56 7.84 2.84 2.75 8.87

7 5.45 7.51 2.63 2.36 5.67 4.53

8 5.38 7.3 2.5 2.17 4.86 2.89 5.75

9 5.33 7.15 2.41 2.05 4.45 2.47 3.67 1.82

10 5.29 7.03 2.35 1.97 4.19 2.26 3.13 1.16 1.43

Table 3: Determinants of the information matrices for higher order D-optimal

designs. Legendre λ(x) = 1.

• for the eﬃciency functions like λ(x) = 1, λ(x) = 1 − x

2

,

λ(x) = (1 − x

2

)

2

and λ(x) = (1 − x

2

)(1 + x

2

) the variations

of the determinants (and of the D-eﬃciencies), due to the above

mentioned modiﬁcation of the spectrum of D-optimal designs,

are less important than the changes induced by taking other re-

gression degree;

• a great stability of results for the family of higher-order D-

optimal designs.

Huber(1975, 1981) considers the case of the linear regression and

of some small deviations from linearity. He concludes that the D-

optimal designs are strongly “unrobust” for the case of rather small

non-linearity. He shows that the uniform designs have much more

satisfactory behaviour in this case. For illustrative purpose we present

in Table 6 the determinants for diﬀerent regression degrees for diﬀerent

numbers of uniformly distributed points.

It seems interesting for Legendre eﬃciency function λ(x) = 1 to

compare the values of the determinants of the matrices of informa-

tion for the uniform designs (cf. Table 6) and the determinants of

higher-order D-optimal design (cf. Table 3). We see, that when true

regression degree is not well deﬁned it is much more eﬃcient to take

higher-order D-optimal designs than the uniform ones.

20

Regression

s degree

Number 1 2 3 4 5 6 7 8 9

Determinants

of points ×10

−2

×10

−3

×10

−5

×10

−8

×10

−11

×10

−15

×10

−20

×10

−25

×10

−30

2 14.8

3 9.6 5.12

4 8.4 3.29 4.3

5 7.84 2.84 2.75 8.87

6 7.51 2.63 2.36 5.67 4.53

7 7.3 2.5 2.17 4.86 2.89 5.75

8 7.15 2.41 2.05 4.45 2.47 3.67 18.2

9 7.03 2.35 1.97 4.19 2.26 3.13 11.6 14.3

10 6.95 2.3 1.92 4.01 2.12 2.85 9.87 9.09 2.79

Table 4: Determinants of the information matrices for higher order D-optimal

designs. Jacobi λ(x) = 1 −x

2

.

5 Comparison with Bayesian Approach

In this section, we propose a comparison between L¨auter optimal de-

signs and D-optimal designs in an approach similar to that discussed

in the previous subsection. We start with the article of Dette(1992b),

whose ideas and basic methods are exposed in Section 2.2. Let us only

remember that the results given in that paper are obtained by using

the criterion of L¨ auter(1974, 1976) which minimizes the weighted sum

of the determinants of the information matrices by using prior prob-

abilities. These prior probabilities reﬂect our prior information on

the regression degree which is the most probable in some situations.

Clearly these prior probabilities have a direct inﬂuence on the choice

of design points. The number of points of the design is taken to be

equal to l +1, where l is the maximal degree of regression which is sup-

posed to be “possible”. Some prior probabilities, their corresponding

designs, D-eﬃciencies for Dette’s designs and for D-optimal designs

of order m are presented in Tables 7 and 8 for diﬀerent “possible”

regression degrees.

A comment on reading these tables. For example for the regression

of degree at maximum equalling to 3, using a uniform prior (equal

probabilities for all three possible degrees) we, following Dette, ob-

tain the design (x, w), where x = (−1, −0.401, 0.401, 1) and w =

(0.3194, 0.1806, 0.1806, 0.3194). Then we calculate the optimal de-

signs of degrees from one to three and we ﬁnd the D-eﬃciencies of

21

Regression

s degree

Number 1 2 3 4 5 6 7 8 9

Determinants

of points ×10

−2

×10

−3

×10

−4

×10

−4

×10

−4

×10

−4

×10

−3

×10

−1

×10

−1

2 18.4

3 10.8 24.9

4 8. 14.5 41.8

5 6.38 10.5 24.4 12.3

6 5.31 8.09 17.5 7.16 8.07

7 4.55 6.48 13.2 5.12 4.73 14.6

8 3.98 5.34 10.3 3.83 3.38 8.57 8.55

9 3.54 4.5 8.31 2.95 2.52 6.15 5.04 1.88

10 3.18 3.86 6.82 2.33 1.92 4.56 3.63 1.11 17.6

Table 5: Determinants of the information matrices for higher order D-optimal

designs. Hermite λ(x) = exp(−x

2

).

Regression

s degree

Number 1 2 3 4 5 6 7 8 9

Determinants

of points ×10

−1

×10

−2

×10

−4

×10

−7

×10

−10

×10

−14

×10

−19

×10

−25

×10

−31

2 2.5

3 2.96 1.3

4 3.12 1.95 1.37

5 3.2 2.29 2.71 2.92

6 3.24 2.49 3.69 7.71 1.24

7 3.27 2.61 4.38 12.6 4.47 1.06

8 3.28 2.69 4.88 16.8 8.95 5.24 1.81

9 3.29 2.75 5.24 20.4 13.8 13.1 12.4 6.14

10 3.3 2.79 5.51 23.2 18.6 23.9 39.4 58.7 4.17

Table 6: Determinants of the information matrices for uniform designs. Leg-

endre λ(x) = 1.

22

reg. D-eﬃc. D-eﬃc.

Designs deg. opt. 3 Dette’s

design design

λ(x) = 1, γ = (1/3, 1/3, 1/3)

x = (−1.0, −0.4010, 0.4010, 1.0) 1 0.6 0.697

w = (0.3194, 0.1806, 0.1806, 0.3194) 2 0.648 0.764

x

∗

= (−1, −0.447, 0.447, 1) 3 1 0.829

λ(x) = 1 −x

2

, γ = (1/3, 1/3, 1/3)

x = (−0.7892, −0.3137, 0.3137, 0.7892) 1 0.567 0.691

w = (0.2705, 0.2295, 0.2295, 0.2705) 2 0.643 0.762

x∗ = (−1, −0.447, 0.447, 1) 3 1 0.79

λ(x) = (1 −x

2

)

2

, γ = (1/3, 1/3, 1/3)

x = (−0.6889, −0.2632, 0.2632, 0.6889) 1 0.525 0.663

w = (0.2567, 0.2433, 0.2433, 0.2567) 2 0.627 0.761

x

∗

(−0.765, −0.285, 0.285, 0.765) 3 1 0.783

λ(x) = (1 −x)

2

(1 + x)

4

, γ = (1/3, 1/3, 1/3)

x = (−0.4486, −0.0329, 0.4196, 0.7657) 1 0.501 0.652

w = (0.2246, 0.2568, 0.2424, 0.2762) 2 0.617 0.759

x

∗

= −0.546, −0.0509, 0.442, 0.822) 3 1 0.767

λ(x) = exp(−x), γ = (1/3, 1/3, 1/3)

x = (0.0, 1.1310, 3.2091, 6.7570) 1 0.397 0.6

w = (0.3518, 0.2718, 0.2399, 0.1365) 2 0.56 0.744

x

∗

= (0, 0.936, 3.31, 7.76) 3 1 0.685

λ(x) = exp(−x), γ = (0.2, 0.2, 0.6)

x = (0.0, 1.02, 3.2133, 7.2827) 1 0.397 0.51

w = (0.3085, 0.2584, 0.2501, 0.1830) 2 0.56 0.673

x

∗

= (0, 0.936, 3.31, 7.76) 3 1 0.904

λ(x) = exp(−x), γ = (0.2, 0.6, 0.2)

x = (0.0, 1.19, 3.5343, 6.22) 1 0.397 0.582

w = (0.3442, 0.2982, 0.2155, 0.1420) 2 0.56 0.847

x

∗

= (0, 0.936, 3.31, 7.76) 3 1 0.531

λ(x) = exp(−x), γ = (0.6, 0.2, 0.2)

x = (0, 1.2495, 2.9452, 6.5611) 1 0.397 0.73

w = (0.4070, 0.2640, 0.2457, 0.0833) 2 0.56 0.644

x

∗

= (0, 0.936, 3.31, 7.76) 3 1 0.644

Table 7: Optimal designs in the sense of L¨ auter and their D-eﬃciencies for

diﬀerent eﬃciency functions. (Dette, 1992b)

23

reg. D-eﬃc. D-eﬃc.

Designs deg. opt. 5 Dette’s

design design

λ(x) = exp(−x

2

), γ = (0.2, 0.2, 0.2, 0.2, 0.2)

x = (−2.0259, −1.1854, −0.4043, 0.4043, 1.1854, 2.0259) 1 0.289 0.479

w = (0.1094, 0.1910, 0.1996, 0.1996, 0.1910, 0.1094) 2 0.325 0.571

3 0.418 0.644

x

∗

= (−2.35, −1.34, −0.436, 0.436, 1.34, 2.35) 4 0.584 0.624

5 1 0.468

λ(x) = exp(−x

2

), γ = (0.1, 0.1, 0.1, 0.6, 0.1)

x = (−2.0048, −1.0593, −0.3087, 0.3087, 1.0593, 2.0048) 1 0.289 0.408

w = (0.1613, 0.1891, 0.1495, 0.1495, 0.1891, 0.1613) 2 0.325 0.493

3 0.418 0.628

x

∗

= (−2.35, −1.34, −0.436, 0.436, 1.34, 2.35) 4 0.584 0.864

5 1 0.372

λ(x) = exp(−x

2

), γ = (0.1, 0.1, 0.6, 0.1, 0.1)

x = (−1.8617, −1.2233, −0.4508, 0.4508, 1.2233, 1.8617) 1 0.289 0.456

w = (0.1423, 0.1422, 0.2154, 0.2154, 0.1422, 0.1423) 2 0.325 0.579

3 0.418 0.806

x

∗

= (−2.35, −1.34, −0.436, 0.436, 1.34, 2.35) 4 0.584 0.518

5 1 0.247

λ(x) = exp(−x

2

), γ = (0.1, 0.6, 0.1, 0.1, 0.1)

x = (−1.8995, −1.1914, −0.3244, 0.3244, 1.1914, 1.8995) 1 0.289 0.53

w = (0.0749, 0.2358, 0.1893, 0.1893, 0.2358, 0.0749) 2 0.325 0.737

3 0.418 0.574

x

∗

= (−2.35, −1.34, −0.436, 0.436, 1.34, 2.35) 4 0.584 0.364

5 1 0.171

Table 8: Optimal designs in the sense of L¨ auter and their D-eﬃciencies for

λ(x) = exp(−x

2

). (Dette, 1992b)

24

the Dette’s design (x, w) with respect to every one of these optimal

designs. So the number 0.697 in the ﬁrst row of Table 8 gives us the

D-eﬃciency of this Dette’s design with respect to the optimal design

of degree one (true regression is supposed to be of degree one). By

analogy 0.6 in the same ﬁrst row of the same table corresponds to

the D-eﬃciency of D-optimal design of order three with respect to the

D-optimal design of degree one, when as before the true regression is

supposed to be of degree one.

As expected Dette’s designs are more eﬃcient than higher-order

D-optimal designs used for regression of degree l < k (there k = 5) for

l = 3 and 5. It is worth noting that this is not always the case as shown

for k = 5 and the regression degree l = 4 for Hermite eﬃciency. This

is due to the small prior given to higher degrees in these cases. If the

comparison were made through standardized eﬃciency the diﬀerence

between Dette’s designs and higher-order D-optimal designs would be

attenuated.

Studying also the other cases we can conclude that in general

higher-order D-optimal designs give slightly worse results than the

designs obtained by using prior distributions. Nevertheless they need

less information, so they are more robust and if we are not certain of

the prior then their use is justiﬁed.

6 Conclusion

Analytical solutions of optimisation problems in optimal design theory

do not exist in many cases. Numerical calculations for D-optimal

designs in polynomial regression pointed out the following results:

1. For Legendre, Jacobi and other non-exponential eﬃciency func-

tions lower regression degrees correspond to higher D-eﬃciency;

for Laguerre eﬃciency function higher degrees correspond to

higher D-eﬃciency and for Hermite eﬃciency there is no gen-

eral rule.

2. For Legendre and Laguerre eﬃciency functions the less central

a point is in the spectrum, the greater its inﬂuence is on the

D-eﬃciency; for Hermite the result is not true. For Jacobi there

is no general general rule, the results depend on the parameters

of the Jacobi function.

3. Departures from the design are much less important than the

departure from the model. This eﬀect is less pronounced for

Hermite eﬃciency function.

4. Higher-order D-optimal designs, introduced in this paper are

more eﬃcient than uniform ones. Generally they are less eﬃcient

25

than L¨ auter-optimal designs for weighted polynomial regression,

this last aﬃrmation depends in fact on the prior!

These results provide rules of choice for the regression degree,

for the design spectrum (as well as they show the importance of

the eﬃciency function in the experiment design.) In fact all the

results are closely related to the eﬃciency functions. So correct

choice of the eﬃciency function should be the ﬁrst concern of the

experimenter.

References

[1] Antille G´erard, Mesures et plans d’exp´eriences D-optimaux pour

les polynˆ omes de r´egression. (French)

1

, Comptes Rendus de

l’Acad´emie des Sciences de Paris, Ser. A, 285, 577-580, 1977.

[2] Dette H., A Generalization of D- and D

1

-Optimal Design in

Polynomial Regression., The Annals of Statistics, 18, 1784–1805,

1990.

[3] Dette H., A Note on Model Robust Design for Polynomial Regres-

sion., Journal of Statistical Planning and Inference, 28, 223–232,

1991.

[4] Dette H., Optimal Designs for a Class of Polynomials of Odd or

Even Degree., The Annals of Statistics, 20, 238–259, 1992a.

[5] Dette H., Experimental Designs for a Class of Weighted Poly-

nomial Regression Models., Computational Statistics and Data

Analysis, 14, 359–373, Noth-Holland, 1992b.

[6] Fedorov V.V., Teori optimalnogo ksperimenta. (Russian)

2

,

Moscow, Nauka, 1971.

[7] Huber Peter J., Robustness and Designs., A Survey of Statistical

Design and Linear Models., J.N. Srivastava, ed., North-Holland

Publishing Company, 1975.

[8] Huber Peter J., Robust Statistics., 243–252, Wiley, New-York,

1981.

[9] Karlin S., Studden W.J., Optimal Experimental Designs., The

Annals of Mathematical Statistics, 37, 783–815, 1966.

[10] L¨ auter, E., Experimental Design in a Class of Models., Math.

Operat. Statist., 5, 379–398, 1974.

1

D-optimal designs for polynomial regression.

2

Theory of Optimal Experiments.

26

[11] L¨ auter, E., Optimal Multipropose Designs for Regression Mod-

els., Math. Operat. Statist., 7, 51–68, 1976.

[12] Pukelsheim Friederich, Optimal Design of Experiments., Wiley,

New York, 1993.

[13] Schoenberg I. J., On the Maximal of Certain Hankel Determi-

nants and the Zeros of the Classical Orthogonal Polynomials.,

Nederlandse Akademie van Wetenschappen Proceedings Vol. 62,

Ser. A, No 3, Indagationes Mathematicae, 21, fas. 3, 282–290,

North-Holland, Amsterdam, 1959.

27

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