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Update README file to include the description about SLSE,
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chikuang committed May 21, 2024
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6 changes: 5 additions & 1 deletion README.Rmd
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Expand Up @@ -64,8 +64,12 @@ y_i-\eta(\boldsymbol{x_i};\boldsymbol{\theta})\\
y_i^2-\eta^2(\boldsymbol{x_i};\boldsymbol{\theta})-\sigma^2
\end{pmatrix}.
```
Note that $`W(\boldsymbol{x_i})`$ is a $`2\times 2`$ non-negative semi-definite matrix which may or may not depend on $\boldsymbol{x_i}$ \Wang and Leblanc (2008). It is clear that SLSE is a natural extension of the OLSE which is defined based on the first-order difference function (i.e. $`y_i-\mathbb{E}[y_i]=y_i-\eta(\boldsymbol{x_i};\boldsymbol{\theta})`$). On the other hand, SLSE is defined using not only the first-order difference function, but also second-order difference function (i.e. $`y_i^2-\mathbb{E}[y_i^2]=y_i^2-(\eta^2(\boldsymbol{x_i};\boldsymbol{\theta})+\sigma^2))`$. One might think about the downsides of the SLSE after talking about the advantages of SLSE over OLSE. SLSE does have its disadvantages indeed. It is not a linear estimator and there is no closed-form solution. It requires more computational resources compared to the OLSE due to the nonlinearity. However, numerical results can be easily computed for SLSE nowadays. As a result, SLSE is a powerful alternative estimator to be considered in research studies and real-life applications.

### Comparison between ordinary least-squares and second order least-squares estimators

Note that $`W(\boldsymbol{x_i})`$ is a $`2\times 2`$ non-negative semi-definite matrix which may or may not depend on $\boldsymbol{x_i}$ (Wang and Leblanc, 2008). It is clear that SLSE is a natural extension of the OLSE which is defined based on the first-order difference function (i.e. $`y_i-\mathbb{E}[y_i]=y_i-\eta(\boldsymbol{x_i};\boldsymbol{\theta})`$). On the other hand, SLSE is defined using not only the first-order difference function, but also second-order difference function (i.e. $`y_i^2-\mathbb{E}[y_i^2]=y_i^2-(\eta^2(\boldsymbol{x_i};\boldsymbol{\theta})+\sigma^2))`$. One might think about the downsides of SLSE after discussing its advantages over OLSE. SLSE does have its disadvantages. It is not a linear estimator, and there is no closed-form solution. It requires more computational resources compared to OLSE due to its nonlinearity. However, numerical results can be easily computed for SLSE nowadays. As a result, SLSE is a powerful alternative estimator to be considered in research studies and real-life applications.

In particular, if we set the skewness parameter $t$ to be zero, the resulting optimal designs under SLSE and OLSE **will be the same**!

## Examples

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26 changes: 16 additions & 10 deletions README.md
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Expand Up @@ -3,7 +3,7 @@ estimator
================
*Chi-Kuang Yeh, Julie Zhou*

*May 20, 2024*
*May 21, 2024*

<!-- badges: start -->

Expand Down Expand Up @@ -69,21 +69,27 @@ y_i^2-\eta^2(\boldsymbol{x_i};\boldsymbol{\theta})-\sigma^2
\end{pmatrix}.
```

### Comparison between ordinary least-squares and second order least-squares estimators

Note that $`W(\boldsymbol{x_i})`$ is a $`2\times 2`$ non-negative
semi-definite matrix which may or may not depend on $\boldsymbol{x_i}$
and Leblanc (2008). It is clear that SLSE is a natural extension of the
OLSE which is defined based on the first-order difference function
(Wang and Leblanc, 2008). It is clear that SLSE is a natural extension
of the OLSE which is defined based on the first-order difference
function
(i.e. $`y_i-\mathbb{E}[y_i]=y_i-\eta(\boldsymbol{x_i};\boldsymbol{\theta})`$).
On the other hand, SLSE is defined using not only the first-order
difference function, but also second-order difference function
(i.e. $`y_i^2-\mathbb{E}[y_i^2]=y_i^2-(\eta^2(\boldsymbol{x_i};\boldsymbol{\theta})+\sigma^2))`$.
One might think about the downsides of the SLSE after talking about the
advantages of SLSE over OLSE. SLSE does have its disadvantages indeed.
It is not a linear estimator and there is no closed-form solution. It
requires more computational resources compared to the OLSE due to the
nonlinearity. However, numerical results can be easily computed for SLSE
nowadays. As a result, SLSE is a powerful alternative estimator to be
considered in research studies and real-life applications.
One might think about the downsides of SLSE after discussing its
advantages over OLSE. SLSE does have its disadvantages. It is not a
linear estimator, and there is no closed-form solution. It requires more
computational resources compared to OLSE due to its nonlinearity.
However, numerical results can be easily computed for SLSE nowadays. As
a result, SLSE is a powerful alternative estimator to be considered in
research studies and real-life applications.

In particular, if we set the skewness parameter $t$ to be zero, the
resulting optimal designs under SLSE and OLSE **will be the same**!

## Examples

Expand Down

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