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Optimal designs for estimating the slope of a regression
Authors:Holger Dette  Viatcheslav B. Melas  Andrey Pepelyshev
Affiliation:1. Ruhr-Universit?t Bochum, Fakult?t für Mathematik , 44780, Bochum, Germany holger.dette@rub.de;3. Department of Mathematics , St. Petersburg State University , St. Petersburg, Russia
Abstract:In the common linear model with quantitative predictors we consider the problem of designing experiments for estimating the slope of the expected response in a regression. We discuss locally optimal designs, where the experimenter is only interested in the slope at a particular point, and standardized minimax optimal designs, which could be used if precise estimation of the slope over a given region is required. General results on the number of support points of locally optimal designs are derived if the regression functions form a Chebyshev system. For polynomial regression and Fourier regression models of arbitrary degree the optimal designs for estimating the slope of the regression are determined explicitly for many cases of practical interest.
Keywords:locally optimal design  standardized minimax optimal design  estimating derivatives  polynomial regression  Fourier regression
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