Resource title

Exact optimal designs for weighted least squares analysis with correlated errors

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Resource description

In the common linear and quadratic regression model with an autoregressive error structure exact D-optimal designs for weighted least squares analysis are determined. It is demonstrated that for highly correlated observations the D-optimal design is close to the equally spaced design. Moreover, the equally spaced design is usually very efficient, even for moderate sizes of the correlation, while the D-optimal design obtained under the assumptions of independent observations yields a substantial loss in efficiency. We also consider the problem of designing experiments for weighted least squares estimation of the slope in a linear regression and compare the exact D-optimal designs for weighted and ordinary least squares analysis.

Resource author

Holger Dette, Joachim Kunert

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Resource publish date

Resource language

eng

Resource content type

text/html

Resource resource URL

http://hdl.handle.net/10419/22647

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Adapt according to the presented license agreement and reference the original author.