Various Optimality Criteria for the Prediction of Individual Response Curves

Maryna Prus

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arXiv · 1808.03993

Various Optimality Criteria for the Prediction of Individual Response Curves

Maryna Prus

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Abstract

We consider optimal designs for the Kiefer cirteria, which include the E-criterion as a particular case, and the G-criterion in random coefficients regression (RCR) models. We obtain general the Kiefer 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.

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Maryna Prus. 2018-08-12. Various Optimality Criteria for the Prediction of Individual Response Curves. https://arxiv.org/abs/1808.03993

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