Zurück zu den Preprints des Jahres 2009


2009-07

On Optimal Design for a Heteroscedastic Model Arising from Random Coefficients

by Graßhoff, U., Holling, H., Schwabe, R..


Series: 2009-07, Preprints

MSC:
62K05 Optimal designs
62J05 Linear regression

Abstract:
Random coefficients may result in heteroscedasticity of observations. For situations, where only one observation is available per individual, we derive optimal designs based on the geometry of the design locus.


Keywords:
optimal design, random coefficient regression, linear mixed model, heteroscedastic linear model, geometry of design locus