Optimal designs in multivariate linear models

The purpose of this paper is to study optimality of an experimental design under the multivariate models with a known or unknown dispersion matrix. In the case of unknown dispersion matrix optimality is considered with respect to the precision in maximum likelihood estimation. We show relations between optimality of designs in univariate models and in their multivariate extensions.

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Year of publication:	2007
Authors:	Markiewicz, A. ; Szczepanska, A.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 77.2007, 4, p. 426-430
Publisher:	Elsevier
Keywords:	Multivariate model Growth curve model Estimable function Optimal design Universal optimality

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254338