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2014-11

On the Impact of Correlation on the Optimality of Product-type Designs in SUR Models

by Soumaya, M.; Schwabe R..


Series: 2014-11, Preprints

MSC:
62K05 Optimal designs
62H12 Estimation

Abstract:
For multivariate observations with seemingly unrelated variables product-
type designs often turn out to be optimal which are generated by their univariate
optimal counterparts. This is, in particular, the case when all variables contain an intercept term. If these intercepts are missing, the product-type designs may lose their optimality when the correlation between the components becomes stronger.

Keywords:
multivariate linear model, seemingly unrelated regression, SUR, opti- mal design, product-type design, optimal control, pharmacokinetics, kinetic model