Optimal designs for prediction in random coefficient regression with one observation per individual

The subject of this work is random coefficient regression models with only one observation per observational unit (individual). An analytical solution in form of optimality conditions is proposed for optimal designs for the prediction of individual random effect for a group of selected individuals. The behavior of optimal designs is illustrated by the example of linear regression models.

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Year of publication:	2023
Authors:	Prus, Maryna
Published in:	Statistical Papers. - Berlin, Heidelberg : Springer, ISSN 1613-9798. - Vol. 64.2023, 4, p. 1057-1068
Publisher:	Berlin, Heidelberg : Springer
Subject:	Experimental design \| Mixed model \| Prediction \| Random effects

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Type of publication:	Article
Type of publication (narrower categories):	Article
Language:	English
Other identifiers:	10.1007/s00362-023-01440-1 [DOI]
Source:	EconStor

Persistent link: https://www.econbiz.de/10015116810