D-optimal Designs for Multiresponse Linear Models with a Qualitative Factor Under General Covariance Structure

被引:0
|
作者
Rong-Xian YUE [1 ]
Xin LIU [2 ]
Kashinath CHATTERJEE [3 ]
机构
[1] College of Mathematics and Science, Shanghai Normal University
[2] College of Science, Donghua University
[3] Department of Statistics, Visva-Bharati University
基金
中央高校基本科研业务费专项资金资助; 中国国家自然科学基金;
关键词
D O I
暂无
中图分类号
O212.1 [一般数理统计];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This paper considers a linear regression model involving both quantitative and qualitative factors and an m-dimensional response variable y. The main purpose of this paper is to investigate D-optimal designs when the levels of the qualitative factors interact with the levels of the quantitative factors. Under a general covariance structure of the response vector y, here we establish that the determinant of the information matrix of a product design can be separated into two parts corresponding to the two marginal designs. Moreover, it is also proved that D-optimal designs do not depend on the covariance structure if we assume hierarchically ordered system of regression models.
引用
收藏
页码:878 / 885
页数:8
相关论文
共 50 条