Modified ridge analyses under nonstandard |
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Authors: | Sofia Paul Andre I Khuri |
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Institution: | 1. Eli Lilly and Company , Lilly Corporate Center, Indianapolis, Indiana, 46285;2. Department of Statistics , University of Florida , Florida, Gainesville, 32611 |
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Abstract: | A well-known procedure for the optimization of a second-degree response function over a spherical region of interest is that of ridge analysis. Khuri and Myers (1979) introduced a modification of this procedure by incorporating a certain constraint on the prediction variance. Both procedures, however, assume that the response variable has a constant variance throughtout the experimental region. In the present article, we consider two extensions to Khuri and Myers modifioed ridge analysis. The first extension relaxes the constant variance assumption. In the second extension. generalised linear models are used instead of the trasitional linear model. which are commenly used in responce variables that are not necessaily continusly distribution, including these have discreate distributions, Two examples are presented to illustrate the implementation of the proposed extensions. |
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Keywords: | generalized linear models heterogeneity of variances optimization response surface methodology |
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