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This article is cited in 2 scientific papers (total in 2 papers)
Theory of probability and Mathematical statistics
Construction $D$-optimal designs of experiments for linear multiple regression with heteroscedastic observations
V. P. Kirlitsa Belarusian State University, 4 Niezaliežnasci Avenue, Minsk 220030, Belarus
Abstract:
In article the problem of construction 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. Class of functions which describe change variance of heteroscedastic observations is defined for which it is possible construct $D$-optimal continues designs of experiments. For linear multiple regression with three factors it is constructed five different types of $D$-optimal continues designs of experiments with heteroscedastic observations. For each of these types the own class of functions describing change variance of observations is defined.
Keywords:
exact $D$-optimal designs of experiments; linear multiple regressions; homoscedastic observations; heteroscedastic observations; saturated optimal designs.
Received: 22.02.2019
Citation:
V. P. Kirlitsa, “Construction $D$-optimal designs of experiments for linear multiple regression with heteroscedastic observations”, Journal of the Belarusian State University. Mathematics and Informatics, 2 (2019), 27–33
Linking options:
https://www.mathnet.ru/eng/bgumi93 https://www.mathnet.ru/eng/bgumi/v2/p27
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Abstract page: | 46 | Full-text PDF : | 51 | References: | 9 |
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