Algorithms for approximate linear regression design with application to a first order model with heteroscedasticity

DOI10.1016/j.csda.2013.07.029zbMath1471.62069OpenAlexW2092754314MaRDI QIDQ1621395

Rainer Schwabe, Norbert Gaffke, Ulrike Graßhoff

Publication date: 8 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2013.07.029

zbMATH Keywords

information matrixefficiencysteepest descentquasi-Newton methodoptimality criterioninvariant design

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Optimal statistical designs (62K05)

Related Items

Special issue on algorithms for design of experiments ⋮ Quasi-Newton algorithm for optimal approximate linear regression design: optimization in matrix space ⋮ Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear errors-in-variables models ⋮ Approximate optimal designs for multivariate polynomial regression ⋮ Locally optimal designs for gamma models

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