Determinant Efficiencies in Ill-Conditioned Models.pdfVIP

Hindawi Publishing Corporation Journal of Probability and Statistics Volume 2011, Article ID 182049, 15 pages doi:10.1155/2011/182049 Research Article Determinant Efficiencies in Ill-Conditioned Models D. R. Jensen Department of Statistics, Virginia Polytechnic Institute, Blacksburg, VA 24061, USA Correspondence should be addressed to D. R. Jensen, djensen@ Received 18 May 2011; Accepted 1 August 2011 Academic Editor: Michael Lavine Copyright q 2011 D. R. Jensen. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. The canonical correlations between subsets of OLS estimators are identified with design linkage parameters between their regressors. Known collinearity indices are extended to encompass angles between each regressor vector and remaining vectors. One such angle quantifies the collinearity of regressors with the intercept, of concern in the corruption of all estimates due to ill-conditioning. Matrix identities factorize a determinant in terms of principal subdeterminants and the canonical Vector Alienation Coeffi cients between subset estimators—by duality, the Alienation Coeffi cients between subsets of regressors. These identities figure in the study of D and Ds as determinant efficiencies for estimators and their subsets, specifically, Ds-efficiencies for the constant, linear, pure quadratic, and interactive coefficients in eight known small second-order designs. Studies on D- and Ds-efficiencies confirm that designs are seldom efficient for both. Determinant identities demonstrate the propensity for Ds-inefficient subsets to be masked through near collinearities in overall D-efficient