Condition numbers and D-efficiency

D. R. Jensen

Statistics & Probability Letters, 2004, vol. 66, issue 3, 267-274

Abstract: Suppose that experimental designs have comparable A-efficiencies for estimation, the choice among designs then depending on their comparative D-efficiencies. Using the theory of majorization, it is shown that designs having greater D-efficiencies are more ill-conditioned, using condition numbers based on the unitarily invariant matrix norms. Implications are drawn regarding ridge regression, Mauchly (1940) sphericity criterion, and the structure of joint confidence regions for principal functions of the parameters. A case study treats alternative designs for estimating parameters of a second-order response model.

Keywords: Design; evaluation; D-; and; A-efficiencies; Spectral; majorization; Ill-conditioned; models (search for similar items in EconPapers)
Date: 2004
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(03)00338-9
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:66:y:2004:i:3:p:267-274

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

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 ().