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
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(06)00261-6
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:77:y:2007:i:4:p:426-430

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 ().