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Marginally restricted D-optimal designs for correlated observations

Author

Listed:
  • J. López-Fidalgo
  • R. Martín-Martín
  • M. Stehlík

Abstract

Two practical degrees of complexity may arise when designing an experiment for a model of a real life case. First, some explanatory variables may not be under the control of the practitioner. Secondly, the responses may be correlated. In this paper three real life cases in this situation are considered. Different covariance structures are studied and some designs are computed adapting the theory of marginally restricted designs for correlated observations. An exchange algorithm given by Brimkulov's algorithm is also adapted to marginally restricted D–optimality and it is applied to a complex situation.

Suggested Citation

  • J. López-Fidalgo & R. Martín-Martín & M. Stehlík, 2008. "Marginally restricted D-optimal designs for correlated observations," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(6), pages 617-632.
    • Handle: RePEc:taf:japsta:v:35:y:2008:i:6:p:617-632
    DOI: 10.1080/02664760801920556
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    Cited by:

    1. Mariano Amo-Salas & Jesús López-Fidalgo & Emilio Porcu, 2013. "Optimal designs for some stochastic processes whose covariance is a function of the mean," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(1), pages 159-181, March.

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