Authors: Dette, Holger
Schorning, Kirsten
Konstantinou, Maria
Title: Optimal designs for comparing regression models with correlated observations
Language (ISO): en
Abstract: 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.
Subject Headings: linear regression
optimal design
confidence band
comparing regression curves
correlated observations
Issue Date: 2016
Appears in Collections:Sonderforschungsbereich (SFB) 823

Files in This Item:
File Description SizeFormat 
DP_0516_SFB823_Dette_Schorning_Konstantinou.pdfDNB449 kBAdobe PDFView/Open

This item is protected by original copyright

Items in Eldorado are protected by copyright, with all rights reserved, unless otherwise indicated.