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| 两变量随机截距模型的最优设计 | |
| 引用本文： | 程靖,岳荣先,刘欣.两变量随机截距模型的最优设计[J].数理统计与管理,2011,30(3):504-511. |
| 作者姓名： | 程靖 岳荣先 刘欣 |
| 作者单位： | 1. 安徽巢湖学院数学系,安徽巢湖,238000 2. 上海师范大学数理学院,科学计算上海高校重点实验室,上海,200234 3. 东华大学理学院,上海,201600 |
| 基金项目： | 国家自然科学基金项目(11071168); 教育部高校博士点专项科研基金(20103127110002); 上海市高校E-研究院(E03004); 科学计算上海市重点学科(S30405); 上海市教委科研创新重点项目(11zz116); 巢湖学院科研启动基金项目 |
| 摘 要： | 本文考虑两变量随机截距模型在单位正方形设计域上的D-,G-,A-,Ds-和I-最优设计.证明了最优设计在设计区域的顶点处获得,得到了几类不依赖于随机截距项的最优设计模拟结果表明最优设计较随机设计可大幅提高参数估计的精确性. |
| 关 键 词： | 随机系数模型 最优设计 恒等设计 |
Optimal Designs for Bivariable Linear Models with Random Intercepts |
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| CHENG Jing,YUE Rong-Xian,LIU Xin.Optimal Designs for Bivariable Linear Models with Random Intercepts[J].Application of Statistics and Management,2011,30(3):504-511. | |
| Authors: | CHENG Jing YUE Rong-Xian LIU Xin |
| Institution: | CHENG Jing~1 YUE Rong-Xian~2 LIU Xin~3 (1.Department of Mathematics,Chaohu College,Anhui Chaohu 238000,China,2.College of Mathematics and Sciences,Shanghai Normal University,and Scientific Computing Key Laboratory of Shanghai Universities,Shanghai 200234,3.College of Science,Donghua University,Shanghai 201600,China) |
| Abstract: | This paper considers optimal designs on0,1]~2 based on D-,A-,G-,Ds-and I-optimality criteria for bivariate linear regression models with random intercepts.It is shown that the search of optimal designs could be confined at extreme settings of the design region and optimal approximate designs are independent of the variance of random intercepts.Simulation results show that optimal designs can significantly improve the accuracy of parameter estimation than random designs. |
| Keywords: | random coefficient regression model optimal design identical design |
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