Optimal designs in multivariate linear models
A. Markiewicz and
A. Szczepanska
Statistics & Probability Letters, 2007, vol. 77, issue 4, 426-430
Abstract:
The purpose of this paper is to study optimality of an experimental design under the multivariate models with a known or unknown dispersion matrix. In the case of unknown dispersion matrix optimality is considered with respect to the precision in maximum likelihood estimation. We show relations between optimality of designs in univariate models and in their multivariate extensions.
Keywords: Multivariate; model; Growth; curve; model; Estimable; function; Optimal; design; Universal; optimality (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (2)
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