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Optimality regions for designs in multiple linear regression models with correlated random coefficients

Published 13 Nov 2019 in math.ST, stat.ME, and stat.TH | (1911.05538v1)

Abstract: This paper studies optimal designs for linear regression models with correlated effects for single responses. We introduce the concept of rhombic design to reduce the computational complexity and find a semi-algebraic description for the D-optimality of a rhombic design via the Kiefer-Wolfowitz equivalence theorem. Subsequently, we show that the structure of an optimal rhombic design depends directly on the correlation structure of the random coefficients.

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