Dette, HolgerKunert, JoachimPepelyshev, Andrey2006-02-102006-02-102006-02-10http://hdl.handle.net/2003/2217810.17877/DE290R-1944In 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: 62K05enAutoregressive errorsEstimation of the slopeExact D-optimal designsGeneralized MANOVALinear regressionQuadratic regression004report