Sankhya: The Indian Journal of Statistics
1993, Volume 55, Series B, Pt. 2, 239--248ON A SIMPLE BIAS BOUND FOR RESPONSE SURFACE ESTIMATORS
By
STEPHAN MORGENTHALER, E P F Lausanne
SUMMARY. This paper discusses a simple bound for the bias of any response surface estimator that is linear in the observations. This bound is valid whenever the norm of the gradient of the true surface is bounded and can be generalised to higher derivatives. At any given point, it is computed as a weighted sum of the distances to the design points with the weights given by the absolute values of the estimation weights. The paper also considers the application of the bias bound in analysing the quality of a given design.
AMS subject classification. 62K99
Key words and phrases. Biased response surfaces, design diagnostics, design optimality