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Optimal designs for panel data linear regressions

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  • Cheng, Jing
  • Ai, Mingyao

Abstract

Optimal designs for the within-group estimator of the coefficients in panel data linear regressions are investigated on the design space of unity cube. Identical uniform designs on partial vertexes of this cube selected by 2-level orthogonal arrays are proved to be D-, A- and E-optimal.

Suggested Citation

  • Cheng, Jing & Ai, Mingyao, 2020. "Optimal designs for panel data linear regressions," Statistics & Probability Letters, Elsevier, vol. 163(C).
    • Handle: RePEc:eee:stapro:v:163:y:2020:i:c:s0167715220300729
    DOI: 10.1016/j.spl.2020.108769
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    References listed on IDEAS

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    1. Thomas Schmelter, 2007. "The Optimality of Single-group Designs for Certain Mixed Models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 65(2), pages 183-193, February.
    2. Swamy, P A V B & Arora, S S, 1972. "The Exact Finite Sample Properties of the Estimators of Coefficients in the Error Components Regression Models," Econometrica, Econometric Society, vol. 40(2), pages 261-275, March.
    3. Ronald L. Oaxaca & David L. Dickinson, 2016. "Symmetric experimental designs: conditions for equivalence of panel data estimators," Journal of the Economic Science Association, Springer;Economic Science Association, vol. 2(1), pages 85-95, May.
    4. Wilk, M. & Zaigraev, A., 2017. "DS-optimal designs for random coefficient first-degree regression model with heteroscedastic errors," Statistics & Probability Letters, Elsevier, vol. 128(C), pages 28-34.
    5. Liu, Xin & Yue, Rong-Xian & Chatterjee, Kashinath, 2014. "R-optimal designs in random coefficient regression models," Statistics & Probability Letters, Elsevier, vol. 88(C), pages 127-132.
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    Cited by:

    1. Luis Pérez-Domínguez & Harish Garg & David Luviano-Cruz & Jorge Luis García Alcaraz, 2022. "Estimation of Linear Regression with the Dimensional Analysis Method," Mathematics, MDPI, vol. 10(10), pages 1-13, May.

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