Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Dette, Holger | - |
dc.contributor.author | Kunert, Joachim | - |
dc.contributor.author | Pepelyshev, Andrey | - |
dc.date.accessioned | 2006-02-10T11:11:06Z | - |
dc.date.available | 2006-02-10T11:11:06Z | - |
dc.date.issued | 2006-02-10T11:11:06Z | - |
dc.identifier.uri | http://hdl.handle.net/2003/22178 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-1944 | - |
dc.description.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 | en |
dc.format.extent | 226542 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | en | - |
dc.subject | Autoregressive errors | en |
dc.subject | Estimation of the slope | en |
dc.subject | Exact D-optimal designs | en |
dc.subject | Generalized MANOVA | en |
dc.subject | Linear regression | en |
dc.subject | Quadratic regression | en |
dc.subject.ddc | 004 | - |
dc.title | Exact optimal designs for weighted least squares analysis with correlated errors | en |
dc.type | Text | - |
dc.type.publicationtype | report | en |
dcterms.accessRights | open access | - |
Appears in Collections: | Sonderforschungsbereich (SFB) 475 |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
tr04-06.pdf | DNB | 221.23 kB | Adobe PDF | View/Open |
This item is protected by original copyright |
This item is protected by original copyright rightsstatements.org