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 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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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. |
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ISSN: | 0026-1335 1435-926X |
DOI: | 10.1007/s00184-017-0624-1 |