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

被引:0
|
作者
Yue, Rong-Xian [1 ]
Liu, Xin [2 ]
Chatterjee, Kashinath [3 ]
机构
[1] Shanghai Normal Univ, Coll Math & Sci, Shanghai 200234, Peoples R China
[2] Donghua Univ, Coll Sci, Shanghai 201620, Peoples R China
[3] Visva Bharati Univ, Dept Stat, Santini Ketan, India
来源
基金
中国国家自然科学基金;
关键词
D-optimal designs; Multiresponse linear models; Qualitative factors;
D O I
10.1007/s10255-023-1089-9
中图分类号
O29 [应用数学];
学科分类号
070104 ;
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
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