Optimal designs in growth curve models - II Correlated model for quadratic growth: optimal designs for parameter estimation and growth prediction

被引:12
|
作者
Abt, M
Gaffke, N
Liski, EP
Sinha, BK
机构
[1] Otto von Guericke Univ Magdeburg, Inst Math Stochast, D-39016 Magdeburg, Germany
[2] Tampere Univ, Dept Math Sci, FIN-33101 Tampere, Finland
[3] Indian Stat Inst, Stat Math Div, Calcutta 700035, W Bengal, India
[4] Univ Augsburg, Math Inst, D-86135 Augsburg, Germany
关键词
A-; D- and E-optimality; autocorrelation; information matrix; intraclass correlation; prediction; quadratic model; quadratic regression;
D O I
10.1016/S0378-3758(97)00130-4
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
This is a follow up of a recent paper on the study of the optimality aspects of linear growth models with correlated errors. In this paper, we examine optimality aspects of quadratic growth models with correlated errors and provide optimal designs for parameter estimation and growth prediction. In the former case we examine A-, D-and E-optimal designs and in the latter case we examine A-optimal designs, under two different correlation structures. In the process: we also examine the robustness of optimal designs with respect to the values of the correlation coefficient. (C) 1998 Elsevier Science B.V. All rights reserved.
引用
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页码:287 / 296
页数:10
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