On universally optimal designs for regression setups

DOI10.1016/0378-3758(85)90082-5MaRDI QIDQ1067722zbMATH OpenOpenAlexFDO

Authors O. Krafft

Publication date 1985

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(85)90082-5

zbMATH Keywords

best linear unbiased estimatorBLUED-optimal designKiefer's maximum trace principleoptimality criteriauniversally optimal

Mathematics Subject Classification ID

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

Review text

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 \(\xi^*\).

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Cites work

• A Multivariate Tchebycheff Inequality
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Cited in

(7)

• Universal optimality of digital nets and lattice designs
• Properties of optimal designs of regression experiments in singular cases
• Further characterizations of design optimality and admissibility for partial parameter estimation in linear regression
• Once more: optimal experimental design for regression models (with discussion)
• scientific article; zbMATH DE number 1419976 (Why is no real title available?)
• Constructing K-optimal designs for regression models
• Minimal efficiency of designs under the class of orthogonally invariant information criteria

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