Authors: Dette, Holger
Kunert, Joachim
Pepelyshev, Andrey
Title: Exact optimal designs for weighted least squares analysis with correlated errors
Language (ISO): en
Abstract: In the common linear and quadratic regression model with an autoregressive error structure exact D-optimal designs for weighted least squares analysis are determined. It is demonstrated that for highly correlated observations the D-optimal design is close to the equally spaced design. Moreover, the equally spaced design is usually very efficient, even for moderate sizes of the correlation, while the D-optimal design obtained under the assumptions of independent observations yields a substantial loss in efficiency. We also consider the problem of designing experiments for weighted least squares estimation of the slope in a linear regression and compare the exact D-optimal designs for weighted and ordinary least squares analysis. AMS Subject Classification: 62K05
Subject Headings: Autoregressive errors
Estimation of the slope
Exact D-optimal designs
Generalized MANOVA
Linear regression
Quadratic regression
Issue Date: 2006-02-10T11:11:06Z
Appears in Collections:Sonderforschungsbereich (SFB) 475

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