Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/22647 
Erscheinungsjahr: 
2006
Schriftenreihe/Nr.: 
Technical Report No. 2006,04
Verlag: 
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen, Dortmund
Zusammenfassung: 
In the common linear and quadratic regression model with an autoregressive error structure exact D-optimal designs for weighted least squares analysis are determined. It is demonstrated that for highly correlated observations the D-optimal design is close to the equally spaced design. Moreover, the equally spaced design is usually very efficient, even for moderate sizes of the correlation, while the D-optimal design obtained under the assumptions of independent observations yields a substantial loss in efficiency. We also consider the problem of designing experiments for weighted least squares estimation of the slope in a linear regression and compare the exact D-optimal designs for weighted and ordinary least squares analysis.
Schlagwörter: 
Autoregressive errors
linear regression
quadratic regression
exact D-optimal designs
estimation of the slope
generalized MANOVA
Dokumentart: 
Working Paper

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