D-optimal designs for multiresponse linear models with a qualitative factor

JOURNAL OF MULTIVARIATE ANALYSIS

卷:124

Article

Yue, Rong-Xian^1,2,3  Liu, Xin⁴  Chatterjee, Kashinath⁵ 

[1] Shanghai Normal Univ, Dept Math, Shanghai 200234, Peoples R China

[2] Shanghai Univ, Sci Comp Key Lab, Shanghai 200234, Peoples R China

[3] Shanghai Univ, Div Sci Computat, Inst E, Shanghai 200234, Peoples R China

[4] Donghua Univ, Coll Sci, Shanghai, Peoples R China

[5] Visva Bharati Univ, Dept Stat, Santini Ketan, W Bengal, India

关键词: D-optimal designs;    Multiresponse linear models;    Qualitative factors;   

DOI  :  10.1016/j.jmva.2013.10.011

来源: Elsevier

【 摘 要 】

Consider a linear regression model with both quantitative and qualitative factors and an k-dimensional response variable y whose components are equicorrelated for each observation. The D-optimal design problem is investigated when the levels of the qualitative factor interact with the quantitative factors. It is shown that the determinant of the information matrix of a product design can be separated into two parts corresponding to the two marginal designs. It is also shown that for the hierarchically ordered system of regression models, the D-optimal design does not depend on the covariance matrix ofy. (C) 2013 Elsevier Inc. All rights reserved.

【 授权许可】

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