On universally optimal designs for regression setups (Q1067722): Difference between revisions

The set of optimality criteria to which Kiefer's maximum trace principle is applicable is discussed. Furthermore, for a linear regression model \(y(x)=a'f(x)\) let \(\xi^*\) be an (approximate) D-optimal design for estimating a by its BLUE. Then \(\xi^*\) is universally optimal for estimating \(b=Ka\) by its BLUE, where K is a regular matrix determined by \(\xi^*\).