D-optimal designs for hierarchical linear models with intraclass covariance structure
Lei He and
Rong-Xian Yue ()
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Lei He: Anhui Normal University
Rong-Xian Yue: Shanghai Normal University
Statistical Papers, 2021, vol. 62, issue 3, No 11, 1349-1361
Abstract:
Abstract Intraclass correlation, used for measuring the degree of intrafamily resemblance, arises typically in psychology, education and genetics. In this paper, we extend the popular intraclass correlation model to the framework of hierarchical linear mixed models and consider D-optimal designs for the estimation of the fixed effects as well as the prediction of random effects in such settings. Moreover, characterizations of optimal designs are derived for determining the optimality of designs, and several examples are presented for illustration.
Keywords: D-optimal design; Equivalence theorem; Intraclass correlation; Prediction; Random coefficient regression; 62K05 (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:stpapr:v:62:y:2021:i:3:d:10.1007_s00362-019-01139-2
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DOI: 10.1007/s00362-019-01139-2
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