Robust Designs Based on the Infinitesimal Approach
基于无穷小方法的稳健设计
We introduce an infinitesimal approach to the construction of robust designs for linear models. The resulting designs are robust against small departures from the assumed linear regression response and/or small departures from the assumption of uncorrelated errors. Subject to satisfying a robustness constraint, they minimize the determinant of the mean squared error matrix of the least squares estimator at the ideal model. The robustness constraint is quantified in terms of…