Robust prediction and extrapolation designs for misspecified generalized linear regression models |
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Authors: | Douglas P Wiens Xiaojian Xu |
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Institution: | Department of Mathematical and Statistical Sciences, University of Alberta, Edmonton, Alta.,Canada T6G 2G1 |
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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. |
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Keywords: | primary 62K05 62F35 Secondary 62J12 |
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