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

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作者
Rong-Xian Yue
Xin Liu
Kashinath Chatterjee
机构
[1] Shanghai Normal University,College of Mathematics and Science
[2] Donghua University,College of Science
[3] Visva-Bharati University,Department of Statistics
关键词
-optimal designs; Multiresponse linear models; Qualitative factors; 62K05;
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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.
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页码:878 / 885
页数:7
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