Authors: Dette, Holger
Müller, Werner G.
Title: Optimal designs for regression models with a constant coefficient of variation
Language (ISO): en
Abstract: In this paper we consider the problem of constructing optimal designs for models with a constant coefficient of variation. We explore the special structure of the information matrix in these models and derive a characterization of optimal designs in the sense of Kiefer and Wolfowitz (1960). Besides locally optimal designs, Bayesian and standardized minimax optimal designs are also considered. Particular attention is spent on the problem of constructing D-optimal designs. The results are illustrated in several examples where optimal designs are calculated analytically and numerically.
Subject Headings: constant coefficient of variation
optimal design
polynomial regression
Issue Date: 2012-06-04
Appears in Collections:Sonderforschungsbereich (SFB) 823

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