R-optimal designs for multi-factor models with heteroscedastic errors

In this paper, we consider the R -optimal design problem for multi-factor regression models with heteroscedastic errors. It is shown that a R -optimal design for the heteroscedastic Kronecker product model is given by the product of the R -optimal designs for the marginal one-factor models. However,...

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Veröffentlicht in:Metrika 2017-11, Vol.80 (6-8), p.717-732
Hauptverfasser: He, Lei, Yue, Rong-Xian
Format: Artikel
Sprache:eng
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Zusammenfassung:In this paper, we consider the R -optimal design problem for multi-factor regression models with heteroscedastic errors. It is shown that a R -optimal design for the heteroscedastic Kronecker product model is given by the product of the R -optimal designs for the marginal one-factor models. However, R -optimal designs for the additive models can be constructed from R -optimal designs for the one-factor models only if sufficient conditions are satisfied. Several examples are presented to illustrate and check optimal designs based on R -optimality criterion.
ISSN:0026-1335
1435-926X
DOI:10.1007/s00184-017-0624-1