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Large Deviations of χ 2 Divergence Errors on Partitions Read chapter Read first chapter

2015 | OriginalPaper | Chapter

18. On the Impact of Correlation on the Optimality of Product-Type Designs in SUR Models

Authors : Moudar Soumaya, Rainer Schwabe

Published in: Stochastic Models, Statistics and Their Applications

Publisher: Springer International Publishing

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Abstract

For multivariate observations with seemingly unrelated variables product-type designs often turn out to be optimal which are generated by their univariate optimal counterparts. This is, in particular, the case when all variables contain an intercept term. If these intercepts are missing, the product-type designs may lose their optimality when the correlation between the components becomes stronger.

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previous chapter Optimal Designs for Steady-State Kalman Filters
next chapter On the Time-Reversibility of Integer-Valued Autoregressive Processes of General Order
Literature
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Kurotschka VG, Schwabe R (1996) The reduction of design problems for multivariate experiments to univariate possibilities and their limitations. In: Brunner E, Denker M (eds) Research developments in probability and statistics. VSP, Utrecht, pp 193–204
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Soumaya M (2013) Optimal designs for multivariate linear models. Dissertation, Otto-von-Guericke University Magdeburg, Faculty of Mathematics
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Soumaya M, Schwabe R (2011) D-optimal design for a seemingly unrelated linear model. In: Melas V, Nachtmann G, Rasch D (eds) Optimal design of experiments – theory and application. University of Natural Resources and Life Sciences, Vienna, pp 170–174.
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Zellner A (1962) An efficient method of estimating seemingly unrelated regression equations and tests for aggregation bias. J Am Stat Assoc 57:348–368 MathSciNetCrossRefMATH
Metadata
Title
On the Impact of Correlation on the Optimality of Product-Type Designs in SUR Models
Authors
Moudar Soumaya
Rainer Schwabe
Copyright Year
2015
Book
Stochastic Models, Statistics and Their Applications

Print ISBN: 978-3-319-13880-0

Electronic ISBN: 978-3-319-13881-7

Copyright Year: 2015

DOI
https://doi.org/10.1007/978-3-319-13881-7_18

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