Optimal design for linear regression models in the presence of heteroscedasticity caused by random coefficients |
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| Authors: | Ulrike GraßhoffAnna Doebler Heinz HollingRainer Schwabe |
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| Institution: | a Otto-von-Guericke University, Institute for Mathematical Stochastics, PF 4120, D-39 016 Magdeburg, Germany
b Westfälische Wilhelms-Universität, Psychologisches Institut IV, Fliednerstr. 21, D-48 149 Münster, Germany |
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| Abstract: | Random coefficients may result in heteroscedasticity of observations. For particular situations, where only one observation is available per individual, we derive optimal designs based on the geometry of the design locus. |
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| Keywords: | Optimal design Linear mixed model Random coefficient regression |
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