A-optimal designs for heteroscedastic multifactor regression models
Carmelo Rodríguez,
Isabel Ortiz and
Ignacio Martínez
Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 3, 757-771
Abstract:
This paper searches for A-optimal designs for Kronecker product and additive regression models when the errors are heteroscedastic. Sufficient conditions are given so that A-optimal designs for the multifactor models can be built from A-optimal designs for their sub-models with a single factor. The results of an efficiency study carried out to check the adequacy of the products of optimal designs for uni-factor marginal models when these are used to estimate different multi-factor models are also reported.
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:45:y:2016:i:3:p:757-771
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DOI: 10.1080/03610926.2013.835419
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