Optimal designs for prediction in random coefficient regression with one observation per individual
Maryna Prus ()
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Maryna Prus: University of Hohenheim
Statistical Papers, 2023, vol. 64, issue 4, No 4, 1057-1068
Abstract:
Abstract The subject of this work is random coefficient regression models with only one observation per observational unit (individual). An analytical solution in form of optimality conditions is proposed for optimal designs for the prediction of individual random effect for a group of selected individuals. The behavior of optimal designs is illustrated by the example of linear regression models.
Keywords: Experimental design; Mixed model; Prediction; Random effects (search for similar items in EconPapers)
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:spr:stpapr:v:64:y:2023:i:4:d:10.1007_s00362-023-01440-1
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DOI: 10.1007/s00362-023-01440-1
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