Estimation and Experimental Design for Second Kind Regression Models

Valery V. Fedorov, Peter Hackl, Werner Müller

Publikation: Working/Discussion PaperWU Working Paper

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Estimation procedures and optimal designs for estimation of the individual parameters and of the global parameters are discussed under various conditions of prior knowledge. The extension to nonlinear parametrization of the response function ís based on the asymptotical validity of the results for the linear parametrization. For the case where the error variance and the dispersion matrix are unknown, an iterative estimation procedure is suggested. An example based on dental plaque pH profiles demonstrates the improvement that is achieved (a) through using the optimal design or a design that ís close to the optimal, and (b) through taking into account prior information. (author's abstract)
HerausgeberDepartment of Statistics and Mathematics, WU Vienna University of Economics and Business
PublikationsstatusVeröffentlicht - 1990


NameForschungsberichte / Institut für Statistik

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