09-07
On Optimal Design for a Heteroscedastic Model Arising from Random Coefficients
by Graßhoff, U.; Holling, H.; Schwabe, R.
Preprint series: 09-07, Preprints
- MSC:
- 62K05 Optimal designs
- 62J05 Linear regression
Abstract: Random coefficients may result in heteroscedasticity of observations. For situations, where only one observation is available per individual, we derive optimal designs based on the geometry of the design locus.
Keywords: optimal design, random coefficient regression, linear mixed model, heteroscedastic linear model, geometry of design locus
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