Experimental Design for Time-Dependent Models with Correlated Observations

Ucinski Dariusz () and Atkinson Anthony C. ()
Additional contact information
Ucinski Dariusz: University of Zielona Gora, Poland
Atkinson Anthony C.: London School of Economics

Studies in Nonlinear Dynamics & Econometrics, 2004, vol. 8, issue 2, 16

Abstract: We describe an algorithm for the construction of optimum experimental designs for the parameters in a regression model when the errors have a correlation structure. Our example is drawn from chemical kinetics, so that the model is nonlinear. Our algorithm has been implemented to be used when the model consists of a set of differential equations for which only numerical solutions ar available. However, the algorithm can also be used for standard regression models when the errors are correlated. The paper concludes with some discussion of outstanding issues in optimum design with correlated errors.

Date: 2004
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
https://doi.org/10.2202/1558-3708.1217 (text/html)
For access to full text, subscription to the journal or payment for the individual article is required.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bpj:sndecm:v:8:y:2004:i:2:n:13

Ordering information: This journal article can be ordered from
https://www.degruyter.com/journal/key/snde/html

DOI: 10.2202/1558-3708.1217

Access Statistics for this article

Studies in Nonlinear Dynamics & Econometrics is currently edited by Bruce Mizrach

More articles in Studies in Nonlinear Dynamics & Econometrics from De Gruyter
Bibliographic data for series maintained by Peter Golla ().