Publicación: Diseños óptimos para modelos no lineales con estructura de correlación: estudio de robustez
dc.contributor.author | Correa Álvarez, Cristian David | spa |
dc.contributor.author | López-Ríos , Víctor Ignacio | spa |
dc.date.accessioned | 2022-06-01 00:00:00 | |
dc.date.accessioned | 2022-06-17T20:21:25Z | |
dc.date.available | 2022-06-01 00:00:00 | |
dc.date.available | 2022-06-17T20:21:25Z | |
dc.date.issued | 2022-06-01 | |
dc.description.abstract | En este artículo se propone una metodología para comparar diseños D-óptimos exactos cuando no se cumple el supuesto de incorrelación del término de error en el modelo y se tienen bajo consideración cuatro estructuras de covarianza para modelarlo. Se halla una expresión simplificada de la matriz de información de Fisher para el caso general de observaciones correlacionadas y se utiliza en las cuatro estructuras de covarianza consideradas. Con cada estructura de covarianza se halla el respectivo diseño óptimo, conocido como diseño nominal, y se evalúa la robustez de los otros diseños óptimos hallando la eficiencia de éstos con relación al diseño nominal. Se concluye que los cuatro diseños óptimos son competitivos con respecto a las otras estructuras de covarianza consideradas, al observar una mínima pérdida de eficiencia de cada uno de estos diseños y mostrando que los diseños óptimos, al menos con las estructuras de covarianza consideradas, son robustos a la elección de la estructura de covarianza. Adicionalmente, se muestra, vía simulación, que, con los diseños óptimos, bajo cada estructura de covarianza se obtienen buenos estimadores para los parámetros del modelo al evaluar la magnitud del coeficiente de variación y el error cuadrático medio relativo. | spa |
dc.description.abstract | This article proposes a methodology to compare exact D-optimal designs when the assumption of incorrectness of the error term in the model is not fulfilled and four covariance structures are taken into consideration to model it. A simplified expression of the Fisher’s information matrix is found for the general case of correlated observations and is used in the four considered covariance structures. With each covariance structure, the respective optimal design is found, known as the nominal design, and the robustness of the other optimal designs is evaluated by finding their efficiency in relation to the nominal design. It is concluded that the four optimal designs are competitive with respect to the other considered covariance structures, by observing a minimal loss of efficiency of each of these designs and showing that the optimal designs, at least with the considered covariance structures, are robust to the choice of the covariance structure. Additionally, it is shown, via simulation, that, with the optimal designs, under each covariance structure, good estimators are obtained for the model parameters when evaluating the magnitude of the coefficient of variation and the relative mean square error. | eng |
dc.format.mimetype | application/pdf | spa |
dc.identifier.doi | 10.24050/reia.v19i38.1529 | |
dc.identifier.eissn | 2463-0950 | |
dc.identifier.issn | 1794-1237 | |
dc.identifier.uri | https://repository.eia.edu.co/handle/11190/5167 | |
dc.identifier.url | https://doi.org/10.24050/reia.v19i38.1529 | |
dc.language.iso | spa | spa |
dc.publisher | Fondo Editorial EIA - Universidad EIA | spa |
dc.relation.bitstream | https://revistas.eia.edu.co/index.php/reveia/article/download/1529/1455 | |
dc.relation.citationedition | Núm. 38 , Año 2022 : . | spa |
dc.relation.citationendpage | 16 | |
dc.relation.citationissue | 38 | spa |
dc.relation.citationstartpage | 3807 pp. 1 | |
dc.relation.citationvolume | 19 | spa |
dc.relation.ispartofjournal | Revista EIA | spa |
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dc.rights | Revista EIA - 2022 | spa |
dc.rights.accessrights | info:eu-repo/semantics/openAccess | spa |
dc.rights.coar | http://purl.org/coar/access_right/c_abf2 | spa |
dc.rights.creativecommons | Esta obra está bajo una licencia internacional Creative Commons Atribución-NoComercial-SinDerivadas 4.0. | spa |
dc.rights.uri | https://creativecommons.org/licenses/by-nc-nd/4.0 | spa |
dc.source | https://revistas.eia.edu.co/index.php/reveia/article/view/1529 | spa |
dc.subject | Matérn Function | eng |
dc.subject | D-optimal Design | eng |
dc.subject | Fisher's Information Matrix | eng |
dc.subject | Robust Designs | eng |
dc.subject | D-efficiency | eng |
dc.subject | Correlated Observations | eng |
dc.subject | Función de Matérn | spa |
dc.subject | Diseño D-óptimo | spa |
dc.subject | Matriz de Información de Fisher | spa |
dc.subject | Diseños robustos | spa |
dc.subject | D-eficiencia | spa |
dc.subject | Observaciones Correlacionadas | spa |
dc.title | Diseños óptimos para modelos no lineales con estructura de correlación: estudio de robustez | spa |
dc.title.translated | Optimum designs for nonlinear models with correlation structure: robustness study | eng |
dc.type | Artículo de revista | spa |
dc.type | Journal article | eng |
dc.type.coar | http://purl.org/coar/resource_type/c_6501 | spa |
dc.type.coar | http://purl.org/coar/resource_type/c_6501 | spa |
dc.type.coarversion | http://purl.org/coar/version/c_970fb48d4fbd8a85 | spa |
dc.type.content | Text | spa |
dc.type.driver | info:eu-repo/semantics/article | spa |
dc.type.redcol | http://purl.org/redcol/resource_type/ARTREF | spa |
dc.type.version | info:eu-repo/semantics/publishedVersion | spa |
dspace.entity.type | Publication |