The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Robust Extrapolation Design Criteria under the Uncertainty of Model and Error Structure

모형과 오차구조의 불확실성하에서의 강건 외삽 실험설계

  • Jang, Dae-Heung (Department of Statistics, Pukyong National University) ;
  • Kim, Youngil (School of Business and Economics, ChungAng University)
  • Received : 2015.04.22
  • Accepted : 2015.05.25
  • Published : 2015.06.30
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Abstract

When we consider an optimal design to predict the response corresponding to the point outside the design region, we are extremely careful about choosing the design criteria for selecting the support points. The assumed model and its accompanying error structure should be assumed to extend beyond the design region for the selected design criteria to be valid. Thus, we modify the existing design criteria such as extrapolation-optimality to be suited to those situations. We propose some maximin approaches in this paper. Simple and quadratic regression models are tested to find the basic characteristics of such maximin approaches. Some main findings are discussed in the conclusion.

실험영역을 벗어나는 점에 해당하는 반응값 예측을 위한 최적실험을 고려할 때 실험에 필요한 받힘점을 위한 실험기준을 선택하는 경우 매우 신중하여야 한다. 왜냐하면 가정한 모형과 오차구도가 실험영역을 벗어나도 타당하다는 가정을 하여야 되기 때문이다. 따라서 기존문헌의 외삽최적의 실험기준을 이러한 상황에 맞게 설계될 수 있도록 수정하였다. 본 연구에서는 maximin방법을 적용하여 새로운 실험기준의 특징 및 강건성을 단순회귀모형과 이차회귀모형을 기준으로 검정하였다.

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References

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