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

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  • Yue, Rong-Xian
  • Liu, Xin
  • Chatterjee, Kashinath

Abstract

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.

Suggested Citation

  • Yue, Rong-Xian & Liu, Xin & Chatterjee, Kashinath, 2014. "D-optimal designs for multiresponse linear models with a qualitative factor," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 57-69.
    • Handle: RePEc:eee:jmvana:v:124:y:2014:i:c:p:57-69
    DOI: 10.1016/j.jmva.2013.10.011
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    References listed on IDEAS

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    1. Krafft, Olaf & Schaefer, Martin, 1992. "D-Optimal designs for a multivariate regression model," Journal of Multivariate Analysis, Elsevier, vol. 42(1), pages 130-140, July.
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    Cited by:

    1. Idais, Osama, 2020. "Locally optimal designs for multivariate generalized linear models," Journal of Multivariate Analysis, Elsevier, vol. 180(C).
    2. Kao, Ming-Hung & Khogeer, Hazar, 2021. "Optimal designs for mixed continuous and binary responses with quantitative and qualitative factors," Journal of Multivariate Analysis, Elsevier, vol. 182(C).

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