Copula回归模型的μp-最优设计
μp-Optimal Designs for Copula Regression Models
-
摘要: 研究基于Copula模型的回归曲线比较的最优设计问题.以二元Copula模型的曲线比较为目标定义了μp-最优准则, 并利用方向导数建立了等价性定理, 为μp-最优设计的求解与验证提供理论依据.以边际回归曲线为低阶多项式函数, 误差服从Gaussian分布且联合分布由二元Gaussian Copula确定的情形为例, 求解了μ1-最优设计和μ∞-最优设计, 展示了等价性定理的作用.进一步地, 计算了边际回归曲线均为一阶多项式函数, Copula函数为Clayton Copula的μ1-最优设计.为深入探究不同设计的差异, 定义了μp-最优设计的效率, 并对多种设计进行了比较.Abstract: The investigation focuses on optimal design issues related to the comparison of regression curves within the framework of the Copula model. The μp-optimal design is defined for comparing regression curves using a bivariate Copula model. An equivalence theorem is established using directional derivatives. This theorem provides a theoretical foundation for solving and verifying μp-optimal designs. As an example, the study considers a scenario where marginal regression curves are modeled as low-order polynomial functions. The errors are assumed to follow a Gaussian distribution. The joint distribution is specified using a bivariate Gaussian Copula. Solutions for the μ1-optimal design and the μ∞-optimal design are derived. These results demonstrate the practical utility of the equivalence theorem in optimal design problems.
下载: