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Journal of the Belarusian State University. Mathematics and Informatics, 2017, Volume 3, Pages 53–59
(Mi bgumi144)
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This article is cited in 2 scientific papers (total in 2 papers)
Theory of probability and Mathematical statistics
Exact $D$-optimal designs of experiments for linear multiple regression with heteroscedastic observations
V. P. Kirlitsa Belarusian State University, 4 Niezaliežnasci Аvenue, Minsk 220030, Belarus
Abstract:
In article the problem of construction of exact $D$-optimal designs of experiments for linear multiple regression in
a case when variance of errors of observations depend on a point in which is made is investigated. The class functions
describing change of variance of heteroscedastic observations is constructed for which exact $D$-optimal designs coincides
with exact $D$-optimal designs for homoscedastic observations. The saturated $D$-optimal designs of experiments for linear
multiple regression with three factors for heteroscedastic observations are constructed. It is demonstrated that is possible
to construct infinite incalculable set of such saturated optimal designs.
Keywords:
exact $D$-optimal designs of experiments; linear multiple regression; homoscedastic; heteroscedastic observations; saturated optimal designs.
Received: 03.05.2017
Citation:
V. P. Kirlitsa, “Exact $D$-optimal designs of experiments for linear multiple regression with heteroscedastic observations”, Journal of the Belarusian State University. Mathematics and Informatics, 3 (2017), 53–59
Linking options:
https://www.mathnet.ru/eng/bgumi144 https://www.mathnet.ru/eng/bgumi/v3/p53
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Abstract page: | 49 | Full-text PDF : | 7 | References: | 10 |
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