Donald G. Watts
Queen's University
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The American Statistician | 1991
Donald G. Watts
and notes of interest to teachers of the first mathematical statistics course intended specifically for the section, should be useful to a substantial and of applied statistics courses. The department includes the Accent on number of teachers of the indicated types of courses or should have the Teaching Materials section; suitable contents for the section are described potential for fundamentally affecting the way in which a course is taught.
Technometrics | 1985
David C. Hamilton; Donald G. Watts
D-optimal experimental designs for precise estimation in nonlinear regression models are obtained by minimizing the determinant of the approximate variance–covariance matrix of the parameter estimates. This determinant may not give a true indication of the volume of a joint inference region for the parameters, however, because of intrinsic and parameter-effects nonlinearity. In this article, we investigate experimental designs that minimize a second-order volume approximation. Unlike D-optimal designs, these designs depend on the noise and confidence levels, and on the parameterization used, and when used sequentially, quadratic designs depend on the residuals from previous experiments and on the type of inference. Quadratic designs appear to be less sensitive to variations in initial parameter values used for design.
Technometrics | 1981
Douglas M. Bates; Donald G. Watts
An orthogonality convergence criterion using relative offset is proposed. This criterion is compared to currently used criteria and its advantages are discussed.
Technometrics | 1985
Douglas M. Bates; Donald G. Watts
We present a multiresponse estimation procedure for parameters of systems described by ⋅ = As. The procedure features a generalized Gauss–Newton algorithm for optimizing the determinant criterion, efficient evaluation of the expectation function and its derivatives directly from the reaction network or compartment diagram, automatic determination of starting values, and eficient computational procedures for handling linear constraints on the responses.
Polymer | 1986
S. Havriliak; Donald G. Watts
Abstract The expression proposed by Havriliak and Negami to represent the dielectric relaxation data of polymers is combined with multi-response statistical methods to provide objective parameter estimates and measures of precision. The graphical and multi-response methods are compared using the data for twelve polymers. The temperature dependence of the relaxation parameters for poly(vinyl acetate) is also treated with the multi-response techniques and compared with those previously reported. The statistical techniques lead to a much quicker, objective estimation of parameters, and permit sensitive analysis of residuals to reveal important sources of discrepancy.
Technometrics | 1978
Andrew R. Willan; Donald G. Watts
Problems of multicollinearity in regression analysis are considered and numerical measures established to assess the extent of multicollinearity in a set of regression data with respect to parameter confidence regions and tests of hypotheses, the effective sample size, and predictability.
Technometrics | 1974
Donald G. Watts; D. W. Bacon
In a recent paper [1] a general form of transition model was suggested to describe data which appear to follow two different straight line relationships on opposite sides of an undetermined join point. An alternative model is now considered, the familiar hyperbola, parameterized in a geometrically meaningful form. The two models are fitted to two sets of experimental data for purposes of comparison. In one of the examples account is taken of autocorrelated errors using a procedure suggested by Sredni [13].
Siam Journal on Scientific and Statistical Computing | 1987
Douglas M. Bates; Donald G. Watts
A method is presented for calculating the gradient and an approximate Hessian of the Box-Draper multi-response parameter estimation criterion using only the first-order derivatives of the model functions. This is an analogue of the Gauss-Newton iterative procedure for nonlinear least squares. We also describe an implementation based on a
Chemometrics and Intelligent Laboratory Systems | 1991
Douglas M. Bates; Donald G. Watts
QR
American Journal of Cardiology | 1988
Paul W. Armstrong; Lorrie M. Langevin; Donald G. Watts
decomposition of the residual matrix which allows incorporation of a regularization procedure similar to the Levenburg-Marquardt method in nonlinear least squares.The method incorporates a convergence criterion based on a comparison of the increment size to the statistical variability of the estimates.