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Designing Experiments with Respect to 'Standardized' Optimality Criteria |
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| Authors: | Holger Dette |
| Institution: | Ruhr-Universität Bochum, Germany |
| Abstract: | We introduce a new class of `standardized' optimality criteria which depend on `standardized' covariances of the least squares estimators and provide an alternative to the commonly used criteria in design theory. Besides a nice statistical interpretation the new criteria satisfy an extremely useful invariance property which allows an easy calculation of optimal designs on many linearly transformed design spaces. |
| Keywords: | A-optimality Bonferroni t-intervals D-optimality Elfving's minimax criterion ellipsoid of concentration invariance scaling of design space standardized optimality criteria |