Bootstrap Confidence Intervals of Ridge Estimators in Mixture Experiments

Jang, Dae-Heung

Journal of Korean Society for Quality Management > Volume 34(3); 2006 > Article

Journal of Korean Society for Quality Management 2006;34(3): 62-.

혼합물실험에서 능형추정량에 대한 붓스트랩 신뢰구간

장대흥

부경대학교 수리과학부 통계학

Bootstrap Confidence Intervals of Ridge Estimators in Mixture Experiments

Dae-Heung Jang

Division of Mathematical Sciences, Pukyong National University

ABSTRACT

We can use the ridge regression as a means for stabilizing the coefficient estimators in the fitted model when performing experiments in highly constrained regions causes collinearity problems in mixture experiments. But there is no theory available on which to base statistical inference of ridge estimators. The bootstrap could be used to seek the confidence intervals of ridge estimators.

Key Words: Mixture Experiments;Ridge Estimators;Bootstrap Confidence Intervals;