Design admissibility and de la Garza phenomenon in multifactor experiments
Holger Dette, Xin Liu, Rong-Xian Yue
The Annals of Statistics · 2022 · Volume 50 · Issue 3
Abstract
The determination of an optimal design for a given regression problem is an intricate optimization problem, especially for models with multivariate predictors. Design admissibility and invariance are main tools to reduce the complexity of the optimization problem and have been successfully applied for models with univariate predictors. In particular, several authors have developed sufficient conditions for the existence of minimally supported designs in univariate models, where the number of support points of the optimal design equals the number of parameters. These results generalize the celebrated de la Garza phenomenon (Ann. Math. Statistics 25 (1954) 123–130), which states that for a polynomial regression model of degree k−1 any optimal design can be based on k points. This paper provides—for the first time—extensions of these results for models with a multivariate predictor. In particular, we study a geometric characterization of the support points of an optimal design to provide sufficient conditions for the occurrence of the de la Garza phenomenon in models with multivariate predictors and characterize properties of admissible designs in terms of admissibility of designs in conditional univariate regression models.
Keywords
62J05, 62K05, Admissibility, conditional model, dual problem, multifactor experiment, optimal design
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