Various optimality criteria for the prediction of individual response curves

被引：8

作者：

Prus, Maryna ^{[1
]}

机构：

[1] Otto von Guericke Univ, Inst Math Stochast, PF 4120, D-39016 Magdeburg, Germany

来源：

STATISTICS & PROBABILITY LETTERS | 2019年 / 146卷

关键词：

Random coefficients regression; Mixed models; Kiefer's criteria; E- and G-optimality; Individual parameters; Prediction; OPTIMAL DESIGNS; EQUIVALENCE;

D O I：

10.1016/j.spl.2018.10.022

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider optimal designs for the Kiefer's criteria, which include the E-criterion as a particular case, and the G-criterion for the prediction in random coefficients regression (RCR) models. We obtain general the Kiefer's criteria for approximate designs and prove the equivalence of the E-criteria in the fixed effects and RCR models. We discuss in detail the G-criterion for ordinary linear regression on specific design regions. (C) 2018 Elsevier B.V. All rights reserved.

引用

页码：36 / 41

页数：6

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