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Robust prediction and extrapolation designs for misspecified generalized linear regression models
Authors:Douglas P. Wiens  Xiaojian Xu
Affiliation:Department of Mathematical and Statistical Sciences, University of Alberta, Edmonton, Alta.,Canada T6G 2G1
Abstract:
We study minimax robust designs for response prediction and extrapolation in biased linear regression models. We extend previous work of others by considering a nonlinear fitted regression response, by taking a rather general extrapolation space and, most significantly, by dropping all restrictions on the structure of the regressors. Several examples are discussed.
Keywords:primary 62K05   62F35   Secondary 62J12
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