| Abstract: | The authors propose minimax robust designs for regression models whose response function is possibly misspecified. These designs, which minimize the maximum of the mean squared error matrix, can control the bias caused by model misspecification and provide the desired efficiency through one parameter. The authors call on a nonsmooth optimization technique to derive these designs analytically. Their results extend those of Heo, Schmuland & Wiens (2001). The authors also discuss several examples for approximately polynomial regression. |
