Optimality regions for designs in multiple linear regression models with correlated random coefficients
Statistics Theory
2021-06-17 v1 Methodology
Statistics Theory
Abstract
This paper studies optimal designs for linear regression models with correlated effects for single responses. We introduce the concept of rhombic design to reduce the computational complexity and find a semi-algebraic description for the D-optimality of a rhombic design via the Kiefer-Wolfowitz equivalence theorem. Subsequently, we show that the structure of an optimal rhombic design depends directly on the correlation structure of the random coefficients.
Cite
@article{arxiv.1911.05538,
title = {Optimality regions for designs in multiple linear regression models with correlated random coefficients},
author = {Ulrike Graßhoff and Heinz Holling and Frank Röttger and Rainer Schwabe},
journal= {arXiv preprint arXiv:1911.05538},
year = {2021}
}
Comments
16 pages, 7 figures