D-optimal designs for multiresponse linear models with a qualitative factor

D-optimal designs for multiresponse linear models with a qualitative factor
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具有定性因子的多响应线性模型的 D 最优设计

DOI:
10.1016/j.jmva.2013.10.011
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发表时间:
2014-02
影响因子:
1.6
通讯作者:
Kashinath Chatterjee
Kashinath Chatterjee
中科院分区:
数学2区
文献类型:
--
作者:
Rong-Xian Yue;Xin Liu;Kashinath Chatterjee

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考虑一个既有定量因素又有定性因素的线性回归模型和一个k维响应变量y,其分量对于每个观测值都是等相关的。研究了定性因素与定量因素相互作用时的D-最优设计问题。结果表明,产品设计信息矩阵的行列式可以分解为对应于两个边缘设计的两部分。对于递阶回归模型系统,D-最优设计不依赖于y的协方差矩阵。
Consider a linear regression model with both quantitative and qualitative factors and an k-dimensional response variable y whose components are equicorrelated for each observation. The D-optimal design problem is investigated when the levels of the qualitative factor interact with the quantitative factors. It is shown that the determinant of the information matrix of a product design can be separated into two parts corresponding to the two marginal designs. It is also shown that for the hierarchically ordered system of regression models, the D-optimal design does not depend on the covariance matrix of y.
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