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A monte carlo study of robust and least squares response surface methods
Abstract:Response surface methodology is useful for exploring a response over a region of factor space and in searching for extrema. Its generality, makes it applicable to a variety of areas. Classical response surface methodology for a continuous response variable is generally based on least squares fitting. The sensitivity of least squares to outlying observations carries over to the surface procedures. To overcome this sensitivity, we propose response surface methodology based on robust procedures for continuous response variables. This robust methodology is analogous to the methodology based on least squares, while being much less sensitive to outlying observations. The results of a Monte Carlo study comparing it and classical surface methodologies for normal and contaminated normal errors are presented. The results show that as the proportion of contamination increases, the robust methodology correctly identifies a higher proportion of extrema than the least squares methods and that the robust estimates of extrema tend to be closer to the true extrema than the least squares methods.
Keywords:Extremum  Least squares  Linear model  Monte Carlo  R-estimates  Rank-based methods  Robust
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