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Optimality regions for designs in multiple linear regression models with correlated random coefficients
Journal of Statistical Planning and Inference ( IF 0.8 ) Pub Date : 2020-12-01 , DOI: 10.1016/j.jspi.2020.04.004
Ulrike Graßhoff , Heinz Holling , Frank Röttger , Rainer Schwabe

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.

中文翻译:

具有相关随机系数的多元线性回归模型中设计的最优区域

本文研究了对单个响应具有相关效应的线性回归模型的最佳设计。我们引入了菱形设计的概念来降低计算复杂度,并通过 Kiefer-Wolfowitz 等价定理找到菱形设计的 D 最优性的半代数描述。随后,我们表明最佳菱形设计的结构直接取决于随机系数的相关结构。
更新日期:2020-12-01
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