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