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D-optimal Design in Linear Model With Different Heteroscedasticity Structures

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  • BODUNWA, O. K.
  • FASORANBAKU, O. A.

Abstract

In this paper, we developed D-optimal design in linear model with two explanatory variables in the presence of heteroscedasticity. A sequential method of getting D-optimal design was adopted. Two different structures were used based on the literatures; it was found that the optimal design takes the extreme values of the design region. The results of simulated data was justified with real life data from the kinematic viscosity of a lubricant, in stokes, as a function of temperature and pressure which was used as discussed in Linssen (1975). The relative efficiency of other designs with respect to D-optimal designs was determined. Three correction methods was adopted from weighted least square method for heteroscedasticity problem, it was found that the correction method tagged HCW1 performed better.

Suggested Citation

  • Bodunwa, O. K. & Fasoranbaku, O. A., 2020. "D-optimal Design in Linear Model With Different Heteroscedasticity Structures," International Journal of Statistics and Probability, Canadian Center of Science and Education, vol. 9(2), pages 1-7, March.
    • Handle: RePEc:ibn:ijspjl:v:9:y:2020:i:2:p:7
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    References listed on IDEAS

    as
    1. Silvio S. Zocchi & Anthony C. Atkinson, 1999. "Optimum Experimental Designs for Multinomial Logistic Models," Biometrics, The International Biometric Society, vol. 55(2), pages 437-444, June.
    2. Habib Jafari & Soliman Khazai & Yazdan Khaki & Tohid Jafari, 2014. "D-Optimal Design for Logistic Regression Model with Three Independent Variables," Journal of Asian Scientific Research, Asian Economic and Social Society, vol. 4(3), pages 120-124, March.
    3. H. N. Linssen, 1975. "Nonlinearity measures: a case study," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 29(3), pages 93-99, September.
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    JEL classification:

    • R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
    • Z0 - Other Special Topics - - General

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