D-optimal Design in Linear Model With Different Heteroscedasticity Structures

O. K. Bodunwa and O. A. Fasoranbaku

International Journal of Statistics and Probability, 2020, vol. 9, issue 2, 7

Abstract: In this paper, we developed D-optimal design in linear model with two explanatory variables in the presence of heteroscedasticity. A sequential method of getting D-optimal design was adopted. Two different structures were used based on the literatures; it was found that the optimal design takes the extreme values of the design region. The results of simulated data was justified with real life data from the kinematic viscosity of a lubricant, in stokes, as a function of temperature and pressure which was used as discussed in Linssen (1975). The relative efficiency of other designs with respect to D-optimal designs was determined. Three correction methods was adopted from weighted least square method for heteroscedasticity problem, it was found that the correction method tagged HCW1 performed better.

Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:ibn:ijspjl:v:9:y:2020:i:2:p:7

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