D-optimal designs for multiresponse linear models with a qualitative factor

Rong-Xian Yue, Xin Liu and Kashinath Chatterjee

Journal of Multivariate Analysis, 2014, vol. 124, issue C, 57-69

Abstract: Consider a linear regression model with both quantitative and qualitative factors and an k-dimensional response variable y whose components are equicorrelated for each observation. The D-optimal design problem is investigated when the levels of the qualitative factor interact with the quantitative factors. It is shown that the determinant of the information matrix of a product design can be separated into two parts corresponding to the two marginal designs. It is also shown that for the hierarchically ordered system of regression models, the D-optimal design does not depend on the covariance matrix of y.

Keywords: D-optimal designs; Multiresponse linear models; Qualitative factors (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.jmva.2013.10.011

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