Optimal designs for regression models with a constant coefficient of variation
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Date
2012-06-04
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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.
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Keywords
constant coefficient of variation, heteroscedasticity, optimal design, polynomial regression