Optimal designs in growth curve models .1. Correlated model for linear growth: Optimal designs for slope parameter estimation and growth prediction

被引:16
作者
Abt, M
Liski, EP
Mandal, NK
Sinha, BK
机构
[1] UNIV AUGSBURG,INST MATH,D-8900 AUGSBURG,GERMANY
[2] UNIV TAMPERE,STAT UNIT,DEPT MATH SCI,FIN-33101 TAMPERE,FINLAND
[3] UNIV CALCUTTA,DEPT STAT,CALCUTTA 700073,W BENGAL,INDIA
关键词
linear model; linear regression; intraclass correlation; autocorrelation; information matrix; prediction;
D O I
10.1016/S0378-3758(96)00212-1
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Ln the present paper we discuss the situation for a linear growth with correlated structure of the errors and indicate the nature of optimal designs for estimation and prediction problems. We study the intraclass structure of the error distribution. As regards estimation of the slope parameter, we look for robust optimal designs. Here robustness means that optimality should hold for a large variety of correlation parameters. The robust optimal designs for the prediction problem center around a performance measure of the predictors for all design points simultaneously. We have also studied the autocorrelated error structure and found similar results which are reported very briefly. (C) 1997 Elsevier Science B.V.
引用
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页码:141 / 150
页数:10
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