Selection of Canonical Factors in Second Order Response Surface Models

  • Park, Sung H. (Department of Statistics, Seoul National University) ;
  • Seong K. Han (Department of Statistics, Seoul National University)
  • 발행 : 2001.12.01

초록

A second-order response surface model is often used to approximate the relationship between a response factor and a set of explanatory factors. In this article, we deal with canonical analysis in response surface models. For the interpretation of the geometry of second-order response surface model, standard errors and confidence intervals for the eigenvalues of the second-order coefficient matrix play an important role. If the confidence interval for some eigenvalue includes 0 or the estimate of some eigenvalue is very small (near to 0) with respect to other eigenvalues, then we are able to delete the corresponding canonical factor. We propose a formulation of criterion which can be used to select canonical factors. This criterion is based on the IMSE(=Integrated Mean Squared Error). As a result of this method, we may approximately write the canonical factors as a set of some important explanatory factors.

키워드

참고문헌

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