Autor(en): | Dette, Holger Schorning, Kirsten Konstantinou, Maria |
Titel: | Optimal designs for comparing regression models with correlated observations |
Sprache (ISO): | en |
Zusammenfassung: | We consider the problem of efficient statistical inference for comparing two regression curves estimated from two samples of dependent measurements. Based on a representation of the best pair of linear unbiased estimators in continuous time models as a stochastic integral, an efficient pair of linear unbiased estimators with corresponding optimal designs for finite sample size is constructed. This pair minimises the width of the confidence band for the difference between the estimated curves. We thus extend results readily available in the literature to the case of correlated observations and provide an easily implementable and efficient solution. The advantages of using such pairs of estimators with corresponding optimal designs for the comparison of regression models are illustrated via numerical examples. |
Schlagwörter: | linear regression optimal design confidence band comparing regression curves correlated observations |
URI: | http://hdl.handle.net/2003/34472 http://dx.doi.org/10.17877/DE290R-16528 |
Erscheinungsdatum: | 2016 |
Enthalten in den Sammlungen: | Sonderforschungsbereich (SFB) 823 |
Dateien zu dieser Ressource:
Datei | Beschreibung | Größe | Format | |
---|---|---|---|---|
DP_0516_SFB823_Dette_Schorning_Konstantinou.pdf | DNB | 449 kB | Adobe PDF | Öffnen/Anzeigen |
Diese Ressource ist urheberrechtlich geschützt. |
Diese Ressource ist urheberrechtlich geschützt.
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