Optimality regions for designs in multiple linear regression models with correlated random coefficients

DOI10.1016/J.JSPI.2020.04.004MaRDI QIDQ2189114zbMATH OpenOpenAlexFDO

Authors Ulrike Graßhoff, Heinz Holling, Frank Röttger, Rainer Schwabe

Publication date 15 June 2020

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

Full work available at URL https://arxiv.org/abs/1911.05538

zbMATH Keywords

\(D\)-optimal designheteroscedastic modelmultiple regressionrandom coefficientssemi-algebraic geometry

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Optimal statistical designs (62K05) Statistical block designs (62K10)

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.

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Cites work

• Elemental information matrices and optimal experimental design for generalized regression models
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• scientific article; zbMATH DE number 3734989 (Why is no real title available?)
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Cited in

(2)

• scientific article; zbMATH DE number 1157184 (Why is no real title available?)
• A geometric characterization of optimal designs for regression models with correlated observations

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