Various optimality criteria for the prediction of individual response curves

Maryna Prus

Statistics & Probability Letters, 2019, vol. 146, issue C, 36-41

Abstract: We consider optimal designs for the Kiefer’s criteria, which include the E-criterion as a particular case, and the G-criterion for the prediction in random coefficients regression (RCR) models. We obtain general the Kiefer’s criteria for approximate designs and prove the equivalence of the E-criteria in the fixed effects and RCR models. We discuss in detail the G-criterion for ordinary linear regression on specific design regions.

Keywords: Random coefficients regression; Mixed models; Kiefer’s criteria; E- and G-optimality; Individual parameters; Prediction (search for similar items in EconPapers)
Date: 2019
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715218303468
Full text for ScienceDirect subscribers only

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:eee:stapro:v:146:y:2019:i:c:p:36-41

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2018.10.022

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().