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Various optimality criteria for the prediction of individual response curves

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  • Prus, Maryna

Abstract

We consider optimal designs for the Kiefer’s criteria, which include the E-criterion as a particular case, and the G-criterion for the prediction in random coefficients regression (RCR) models. We obtain general the Kiefer’s criteria for approximate designs and prove the equivalence of the E-criteria in the fixed effects and RCR models. We discuss in detail the G-criterion for ordinary linear regression on specific design regions.

Suggested Citation

  • Prus, Maryna, 2019. "Various optimality criteria for the prediction of individual response curves," Statistics & Probability Letters, Elsevier, vol. 146(C), pages 36-41.
    • Handle: RePEc:eee:stapro:v:146:y:2019:i:c:p:36-41
    DOI: 10.1016/j.spl.2018.10.022
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    References listed on IDEAS

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    1. Maryna Prus & Rainer Schwabe, 2016. "Optimal designs for the prediction of individual parameters in hierarchical models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 175-191, January.
    2. Wong, Weng Kee, 1995. "On the equivalence of D and G-optimal designs in heteroscedastic models," Statistics & Probability Letters, Elsevier, vol. 25(4), pages 317-321, December.
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    Cited by:

    1. Xin Liu & Rong‐Xian Yue & Weng Kee Wong, 2022. "Equivalence theorems for c and DA‐optimality for linear mixed effects models with applications to multitreatment group assignments in health care," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(4), pages 1842-1859, December.
    2. Liu, Xin & Ye, Min & Yue, Rong-Xian, 2021. "Optimal designs for comparing population curves in hierarchical models," Statistics & Probability Letters, Elsevier, vol. 178(C).
    3. He, Lei & He, Daojiang, 2020. "R-optimal designs for individual prediction in random coefficient regression models," Statistics & Probability Letters, Elsevier, vol. 159(C).

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