Resource title

Extended Information Matrices for Optimal Designs when the Observations are Correlated

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Resource description

Regression models with correlated errors lead to nonadditivity of the information matrix. This makes the usual approach of design optimization (approximation with a continuous design, application of an equivalence theorem, numerical calculations by a gradient algorithm) impossible. A method is presented that allows the construction of a gradient algorithm by altering the information matrices through adding of supplementary noise. A heuristic is formulated to circumvent the nonconvexity problem and the method is applied to typical examples from the literature. (author's abstract) ; Series: Forschungsberichte / Institut für Statistik

Resource author

Andrej Pazman, Werner Müller

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Resource language

en

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application/pdf

Resource resource URL

http://epub.wu.ac.at/1416/1/document.pdf

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