Testing optimality of experimental designs for a regression model with random variables

Rameshwar Gupta, Donald Richards

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Abstract

Tsukanov (Theor. Probab. Appl. 26 (1981) 173-177) considers the regression model E(y|Z)=Fp+Zq, D(y|Z)=σ2In, where y(n×1) is a vector of measured values,F(n×k) contains the control variables, Z(n×l) contains the observed values, and p(k×1) and q(l×1) are being estimated. Assuming that Z=FL+R, where L(k×l) is non-random, and the rows of R (n×l) are i.i.d. N(0,Σ), we extend Tsukanov's results by (i) computing E(det Hp), where Hp is the covariance matrix of p̂, the l.s.e. of p, (ii) considering 'optimality in the mean' for the largest root criterion, (iii) discussing these equations when the matrix R has a left-spherical distribution.

Original languageEnglish (US)
Pages (from-to)75-80
Number of pages6
JournalJournal of Statistical Planning and Inference
Volume11
Issue number1
DOIs
StatePublished - Jan 1 1985

All Science Journal Classification (ASJC) codes

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

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