Optimal design for prediction in multiresponse linear models based on rectangular confidence region

Xin Liu, Rong Xian Yue, Dennis K.J. Lin

Research output: Contribution to journalArticle

3 Scopus citations

Abstract

This paper proposes a class of optimal design criteria for prediction in linear regression models with r responses based on the volume of the rectangular confidence region, termed RLr-optimality. A general equivalence theorem and a geometrical characterization of the RLr-optimal design are established, which are used to obtain or verify the RLr-optimality. Several examples are given for illustration.

Original languageEnglish (US)
Pages (from-to)1954-1967
Number of pages14
JournalJournal of Statistical Planning and Inference
Volume143
Issue number11
DOIs
StatePublished - Nov 1 2013

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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