Robust integer-valued designs for linear random intercept models
Rong-Xian Yue and
Xiao-Dong Zhou
Communications in Statistics - Theory and Methods, 2018, vol. 47, issue 17, 4338-4354
Abstract:
This article considers the robust design problem for linear random intercept models with both departures from fixed effects and correlated errors on a finite design space. Two strategies are proposed. One is a worst-case method minimizing the maximum value of the MSE of estimates for the fixed effects over the departure. The other is an average-case method minimizing the average value of the MSE with respect to some priors for the class of departure functions and correlation structures of random errors. Two examples are given to show robust designs for two polynomial models.
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:47:y:2018:i:17:p:4338-4354
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DOI: 10.1080/03610926.2017.1373820
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