Abstract
Response surface methodology aims at finding the combination of factor levels which optimizes a response variable. A second order polynomial model is typically employed to make inference on the stationary point of the true response function. A suitable reparametrization of the polynomial model, where the coordinates of the stationary point appear as the parameter of interest, is used to derive unconstrained confidence regions for the stationary point. These regions are based on the asymptotic normal approximation to the sampling distribution of the maximum likelihood estimator of the stationary point. A simulation study is performed to evaluate the coverage probabilities of the proposed confidence regions. Some comparisons with the standard confidence regions due to Box and Hunter are also showed.
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Sambucini, V. Confidence regions for the stationary point of a quadratic response surface based on the asymptotic distribution of its MLE. Stat Comput 22, 739–751 (2012). https://doi.org/10.1007/s11222-010-9202-3
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DOI: https://doi.org/10.1007/s11222-010-9202-3