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Optimal Design for Linear Regression Models in the Presence of Heteroscedasticity Caused by Random Coefficients

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

Series: 2009-26, Preprints

62K05 Optimal designs
62J05 Linear regression

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

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