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2015-13

Interpolation and Extrapolation in Random Coefficient Regression Models: Optimal Design for Prediction

by Prus, M.; Schwabe, R..


Series: 2015-13, Preprints

MSC:
62K05 Optimal designs
62J05 Linear regression

Abstract:
The problem of optimal designs for the prediction of individual parameters
in random coefficient regression in the particular case of a given population mean was considered by Gladitz and Pilz (1982). In the more general situation, where the population parameter is unknown, D- and L-optimal designs were discussed in Prus and Schwabe (2016). Here we present analytical results for designs, which are optimal for the prediction in the case of interpolation as well as extrapolation of the individual response.

Keywords:
Hierarchical random coefficient regression, c-criterion for prediction, optimal designs for interpolation and extrapolation, prediction of individual parameters