R-optimal designs for individual prediction in random coefficient regression models

Lei He and Daojiang He

Statistics & Probability Letters, 2020, vol. 159, issue C

Abstract: In this paper we consider optimal designs for the R-criterion in random coefficient regression models. We derive two equivalence theorems to characterize the optimal designs for the prediction of the individual parameters and for the individual deviations from the unknown population mean parameters in random coefficient models. Some examples of the R-optimal designs for the straight line regression with random coefficients are presented for illustration.

Keywords: R-optimal designs; Prediction; Random-coefficient regression; Equivalence theorem (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1016/j.spl.2019.108684

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