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Computational aspects of experimental designs in multiple-group mixed models

Maryna Prus () and Lenka Filová
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Maryna Prus: University of Hohenheim
Lenka Filová: Comenius University in Bratislava

Statistical Papers, 2024, vol. 65, issue 2, No 13, 865-886

Abstract: Abstract We extend the equivariance and invariance conditions for construction of optimal designs to multiple-group mixed models and, hence, derive the support of optimal designs for first- and second-order models on a symmetric square. Moreover, we provide a tool for computation of D- and L-efficient exact designs in multiple-group mixed models by adapting the algorithm of Harman et al. (Appl Stoch Models Bus Ind, 32:3–17, 2016). We show that this algorithm can be used both for size-constrained problems and also in settings that require multiple resource constraints on the design, such as cost constraints or marginal constraints.

Keywords: Optimal design; Exact design; Random coefficient regression; Equivariance; Invariance; Resource constraints (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s00362-023-01416-1

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