R-optimal designs for multi-factor models with heteroscedastic errors

Lei He and Rong-Xian Yue ()
Additional contact information
Lei He: Shanghai Normal University
Rong-Xian Yue: Shanghai Normal University

Metrika: International Journal for Theoretical and Applied Statistics, 2017, vol. 80, issue 6, No 7, 717-732

Abstract: Abstract In this paper, we consider the R-optimal design problem for multi-factor regression models with heteroscedastic errors. It is shown that a R-optimal design for the heteroscedastic Kronecker product model is given by the product of the R-optimal designs for the marginal one-factor models. However, R-optimal designs for the additive models can be constructed from R-optimal designs for the one-factor models only if sufficient conditions are satisfied. Several examples are presented to illustrate and check optimal designs based on R-optimality criterion.

Keywords: R-optimality; Product design; Kronecker product models; Additive models; Heteroscedastic errors (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
http://link.springer.com/10.1007/s00184-017-0624-1 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

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:spr:metrik:v:80:y:2017:i:6:d:10.1007_s00184-017-0624-1

Ordering information: This journal article can be ordered from
http://www.springer.com/statistics/journal/184/PS2

DOI: 10.1007/s00184-017-0624-1

Access Statistics for this article

Metrika: International Journal for Theoretical and Applied Statistics is currently edited by U. Kamps and Norbert Henze

More articles in Metrika: International Journal for Theoretical and Applied Statistics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().