Exact optimal designs for weighted least squares analysis with correlated errors
| 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.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.identifier.uri | http://hdl.handle.net/2003/22178 | |
| dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-1944 | |
| 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 |