This article concerns the application of bootstrap methodology to construct a likelihood-based confidence region for operating conditions associated with the maximum of a response surface constrained to a specified region. Unlike classical methods based on the stationary point, proper interpretation of this confidence region does not depend on unknown model parameters. In addition, the methodology does not require the assumption of normally distributed errors. The approach is demonstrated for concave-down and saddle system cases in two dimensions. Simulation studies were performed to assess the coverage probability of these regions.
AMS 2000 subj Classification: 62F25, 62F40, 62F30, 62J05.
Key words: Stationary point; Kernel density estimator; Boundary kernel.
Statistical Methodology | Statistical Theory
Gibb, Roger D.; Lu, I-Li; and Carter, Walter H. Jr, "Bootstrap Confidence Regions for Optimal Operating Conditions in Response Surface Methodology" (November 2007). COBRA Preprint Series. Working Paper 34.