On D-optimal designs for linear models under correlated observations with an application to a linear model with multiple response

DOI10.1016/0378-3758(93)90080-PzbMath0794.62042OpenAlexW2044505453MaRDI QIDQ689423

Wolfgang Bischoff

Publication date: 5 December 1993

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(93)90080-p

zbMATH Keywords

correlated observationslinear modelsGauss-Markov estimatorgeneral linear modelmultiple response\(D\)-optimal- invariant designsapproximate \(D\)-optimal designscommon varianceexact \(D\)-optimal designintercept termrobustness against disturbances of the covariance matrixuncorrelated observations

Mathematics Subject Classification ID

Multivariate analysis (62H99) Linear regression; mixed models (62J05) Optimal statistical designs (62K05)

Related Items (17)

Bayesian \(D\)-optimal designs for the two parameter logistic mixed effects model ⋮ Optimal allocation of time points for the random effects model ⋮ Determinant formulas with applications to designing when the observations are correlated ⋮ An overview of design of experiments ⋮ Optimal design of multi-response experiments using semi-definite programming ⋮ D-optimal design for estimation of optimum mixture in a three-component mixture experiment with two responses ⋮ \(I^r_L\)-optimal designs for a hierarchically ordered system of regression models ⋮ Comparison of designs for multivariate generalized linear models ⋮ Trend-resistant and cost-efficient cross-over designs for mixed models ⋮ Optimum Designs for Optimum Mixtures in Multiresponse Experiments ⋮ Lower Bounds for the Efficiency of Designs with Respect to theD-Criterion when the Observations are Correlated ⋮ Maximin D-Optimal Designs for Longitudinal Mixed Effects Models ⋮ Conditions forD_A-Maximin Marginal Designs for Generalized Linear Mixed Models to be Uniform ⋮ Optimal Designs for Multi-Response Nonlinear Regression Models With Several Factors via Semidefinite Programming ⋮ A maximin criterion for the logistic random intercept model with covariates ⋮ Robust Designs for Linear Mixed Effects Models ⋮ Model-robust designs in multiresponse situations.

Cites Work

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• Robustness of design against autocorrelation in time I: Asymptotic theory, optimality for location and linear regression
• D-optimal designs for a multivariate regression model
• Admissible and optimal exact designs for polynomial regression
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• Designs for Regression Problems with Correlated Errors
• Linear Least Squares Regression
• When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach
• Designs for Regression Problems With Correlated Errors: Many Parameters
• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
• Designs for Regression Problems with Correlated Errors III

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