Optimal Design for Linear Regression Models in the Presence of Heteroscedasticity Caused by Random Coefficients

by Graßhoff, U.; Doebler, A.; Holling, H.; Schwabe, R.


Preprint series: 09-26, Preprints

62K05 Optimal designs
62J05 Linear regression


Abstract: Random coefficients may result in a heteroscedasticity of observations. For particular 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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Letzte Änderung: 01.03.2018 - Ansprechpartner:

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