Testing optimality of experimental designs for a regression model with random variables

DOI10.1016/0378-3758(85)90026-6MaRDI QIDQ1084811zbMATH OpenOpenAlexFDO

Authors Donald Richards, Rameshwar D. Gupta

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)90026-6

zbMATH Keywords

D-optimalityE-optimalitylargest root criterionleft-spherical distributionmultivariate normaloptimality in the mean

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Linear inference, regression (62J99) Optimal statistical designs (62K05)

Review text

\textit{A. V. Tsukanov} [Teor. Veroyatn. Primen. 26, 178-182 (1981; Zbl 0455.62062); English translation in Theory Probab. Appl. 26, 173-177 (1981)] considers the regression model \(E(y| Z)=Fp+Zq\), \(D(y| Z)=\sigma^ 2I_ n\), where y(n\(\times 1)\) is a vector of measured values, F(n\(\times k)\) contains the control variables, Z(n\(\times l)\) contains the observed values, and p(k\(\times 1)\) and q(l\(\times 1)\) are being estimated. Assuming that \(Z=FL+R\), where L(k\(\times l)\) is non-random, and the rows of R(n\(\times l)\) are i.i.d. N(0,\(\Sigma)\), we extend Tsukanov's results by (i) computing E(det \(H_ p)\), where \(H_ p\) is the covariance matrix of \(\hat p,\) the l.s.e. of p, (ii) considering 'optimality in the mean' for the largest root criterion, (iii) discussing these equations when the matrix R has a left-spherical distribution.

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Cites work

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• scientific article; zbMATH DE number 3673370 (Why is no real title available?)
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Cited in

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• Information matrices with random regressors. Application to experimental design

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