Extended Information Matrices for Optimal Designs when the Observations are Correlated
Regression models with correlated errors lead to nonadditivity of the information matrix. This makes the usual approach of design optimization (approximation with a continuous design, application of an equivalence theorem, numerical calculations by a gradient algorithm) impossible. A method is prese...
| Main Authors: | , |
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| Format: | Others |
| Language: | en |
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Department of Statistics and Mathematics, WU Vienna University of Economics and Business
1996
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| Online Access: | http://epub.wu.ac.at/1416/1/document.pdf |