Various optimality criteria for the prediction of individual response curves

Statistics & Probability Letters(2019)

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摘要
We consider optimal designs for the Kiefer’s criteria, which include the E-criterion as a particular case, and the G-criterion for the prediction in random coefficients regression (RCR) models. We obtain general the Kiefer’s 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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关键词
Random coefficients regression,Mixed models,Kiefer’s criteria,E- and G-optimality,Individual parameters,Prediction
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