On the equivalence of D and G-optimal designs in heteroscedastic models

Weng Kee Wong

Statistics & Probability Letters, 1995, vol. 25, issue 4, 317-321

Abstract: Conditions are derived for the Kiefer-Wolfowitz's theorem (KWT) to apply to linear models with heteroscedastic errors. It is shown that both D- and G-optimal designs remain equivalent only under very stringent conditions. Examples are constructed and their efficiencies are compared when they are not equivalent. For the simple linear regression model with a symmetric efficiency function, a relationship between the efficiencies of the optimal designs and the support points of the D-optimal design is noted.

Keywords: Continuous; designs; D-; and; G-optimality; Design; efficiency; Efficiency; function; Homoscedasticity; Information; matrix (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (2)

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