A-optimal designs for heteroscedastic multifactor regression models. Issue 3 (1st February 2016)

• Record Type: Journal Article
• Authors: Rodríguez, Carmelo; Ortiz, Isabel; Martínez, Ignacio
• Is Part Of: Communications in statistics. Volume 45:Issue 3(2016)
• Page Start: 757
• Page End: 771
• Publication Date: 2016-02-01
• Subjects: A-optimality -- Optimal design -- Product design -- Additive models -- Heteroscedastic model -- Kronecker product models -- Weighted polynomial regression; 62K05; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2013.835419
• Languages: English
• ISSNs: 0361-0926

Abstract

Abstract: This paper searches for A -optimal designs for Kronecker product and additive regression models when the errors are heteroscedastic. Sufficient conditions are given so that A -optimal designs for the multifactor models can be built from A -optimal designs for their sub-models with a single factor. The results of an efficiency study carried out to check the adequacy of the products of optimal designs for uni-factor marginal models when these are used to estimate different multi-factor models are also reported.