摘要
文章首先计算指数族非线性模型的回归参数β在1-α置信水平下的置信域的体积,为了便于计算,需把置信域投影到切空间中去,投影后的置信域是一个椭球体,用Taylor展开方法对此椭球体的体积进行二阶近似,推出原参数置信域的体积的近似表达式,然后对回归模型进行试验设计,根据置信域体积最小准则,在模型函数的设计变量的定义域上确定点列,选取使置信域体积达到最小的设计点.
This paper first calculates the volume of the confidence region of the parameters β with a confidence level 1 - α, in order to make the calculating easier, it is necessary to map the confidence region into tangent space, and thus it will present itself as an ellipsoid. We use the Taylor series expansion method to get the second -order approximate expression of the confidence region of the parameters, and then according to the principle of minimizing the volume of the confidence region, this paper carries out experimental design for the regression model, and then fixes the point range in the domain of definition of design variable for the model function so as to select the designing point, which can minimize the volume of the confidence region.
出处
《淮北煤炭师范学院学报（自然科学版）》
2006年第4期8-13,共6页
Journal of Huaibei Coal Industry Teachers College(Natural Science edition)
关键词
试验设计
固有曲率
参数效应曲率
置信域
experimental design
intrinsic curvature
parameter - effects curvature
confidence region
