一般协方差结构下具有定性因子的多响应线性模型的D最优设计

IF 0.9 4区 数学 Q3 MATHEMATICS, APPLIED
Rong-Xian Yue, Xin Liu, Kashinath Chatterjee
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引用次数: 0

摘要

本文考虑了一个包含定量和定性因素以及m维响应变量y的线性回归模型。本文的主要目的是研究当定性因素的水平与定量因素的水平相互作用时的D最优设计。在响应向量y的一般协方差结构下,我们建立了产品设计的信息矩阵的行列式可以分为与两个边际设计相对应的两个部分。此外,还证明了如果我们假设回归模型的层次有序系统,D最优设计不依赖于协方差结构。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
D-optimal Designs for Multiresponse Linear Models with a Qualitative Factor Under General Covariance Structure

This paper considers a linear regression model involving both quantitative and qualitative factors and an m-dimensional response variable y. The main purpose of this paper is to investigate D-optimal designs when the levels of the qualitative factors interact with the levels of the quantitative factors. Under a general covariance structure of the response vector y, here we establish that the determinant of the information matrix of a product design can be separated into two parts corresponding to the two marginal designs. Moreover, it is also proved that D-optimal designs do not depend on the covariance structure if we assume hierarchically ordered system of regression models.

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来源期刊
CiteScore
1.30
自引率
0.00%
发文量
70
审稿时长
3.0 months
期刊介绍: Acta Mathematicae Applicatae Sinica (English Series) is a quarterly journal established by the Chinese Mathematical Society. The journal publishes high quality research papers from all branches of applied mathematics, and particularly welcomes those from partial differential equations, computational mathematics, applied probability, mathematical finance, statistics, dynamical systems, optimization and management science.
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