Information matrices of maximal parameter subsystems in linear models

Thomas Klein

Statistics & Probability Letters, 2003, vol. 62, issue 4, 355-360

Abstract: It is shown that the information matrices of maximal parameter subsystems in linear models are linear functions of the moment matrices. With this result, design problems for maximal parameter subsystems are shown to be equivalent to design problems for the full parameter vector of a minimally parameterized model.

Keywords: Design; optimality; Experimental; design; Moment; matrix; Reparameterization (search for similar items in EconPapers)
Date: 2003
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