In response surface analysis, a second order polynomial model is often used for inference on the stationary point of the response function. The standard confidence regions for the stationary point are due to Box & Hunter (1954). The authors propose an alternative parametrization, in which the stationary point is the parameter of interest; likelihood techniques and Bayesian analysis are then easier to perform. The authors also suggest an approximate method to get highest posterior density regions for the maximum point (not simply for the stationary point). Furthermore, they study the coverage probabilities of these Bayesian regions through simulations.

Likelihood and Bayesian approaches to inference for the stationary point of a quadratic response surface / Sambucini, Valeria; Piccinato, Ludovico. - In: CANADIAN JOURNAL OF STATISTICS. - ISSN 0319-5724. - 36:2(2008), pp. 223-238. [10.1002/cjs.5550360204]

Likelihood and Bayesian approaches to inference for the stationary point of a quadratic response surface

SAMBUCINI, Valeria;PICCINATO, Ludovico
2008

Abstract

In response surface analysis, a second order polynomial model is often used for inference on the stationary point of the response function. The standard confidence regions for the stationary point are due to Box & Hunter (1954). The authors propose an alternative parametrization, in which the stationary point is the parameter of interest; likelihood techniques and Bayesian analysis are then easier to perform. The authors also suggest an approximate method to get highest posterior density regions for the maximum point (not simply for the stationary point). Furthermore, they study the coverage probabilities of these Bayesian regions through simulations.
2008
bayesian analysis; confidence region; highest posterior density region; integrated likelihood; markov chain monte carlo simulation; profile likelihood; response surface methodology; rotatability
01 Pubblicazione su rivista::01a Articolo in rivista
Likelihood and Bayesian approaches to inference for the stationary point of a quadratic response surface / Sambucini, Valeria; Piccinato, Ludovico. - In: CANADIAN JOURNAL OF STATISTICS. - ISSN 0319-5724. - 36:2(2008), pp. 223-238. [10.1002/cjs.5550360204]
File allegati a questo prodotto
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/228828
 Attenzione

Attenzione! I dati visualizzati non sono stati sottoposti a validazione da parte dell'ateneo

Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 2
  • ???jsp.display-item.citation.isi??? 2
social impact