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 |
URI: | http://hdl.handle.net/2003/22178 http://dx.doi.org/10.17877/DE290R-1944 |
Issue Date: | 2006-02-10T11:11:06Z |
Appears in Collections: | Sonderforschungsbereich (SFB) 475 |
Files in This Item:
File | Description | Size | Format | |
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tr04-06.pdf | DNB | 221.23 kB | Adobe PDF | View/Open |
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