Designing Experiments with Respect to ‘Standardized’ Optimality Criteria

Holger Dette

Journal of the Royal Statistical Society Series B, 1997, vol. 59, issue 1, 97-110

Abstract: We introduce a new class of `standardized' optimality criteria which depend on `standardized' covariances of the least squares estimators and provide an alternative to the commonly used criteria in design theory. Besides a nice statistical interpretation the new criteria satisfy an extremely useful invariance property which allows an easy calculation of optimal designs on many linearly transformed design spaces.

Date: 1997
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