A geometric characterization of optimal designs for regression models with correlated observations.

@article{HollandLetz2011AGC,
  title={A geometric characterization of optimal designs for regression models with correlated observations.},
  author={Tim Holland-Letz and Holger Dette and Andrey Pepelyshev},
  journal={Journal of the Royal Statistical Society. Series B, Statistical methodology},
  year={2011},
  volume={73 2},
  pages={
          239-252
        }
}
We consider the problem of optimal design of experiments for random effects models, especially population models, where a small number of correlated observations can be taken on each individual, while the observations corresponding to different individuals are assumed to be uncorrelated. We focus on c-optimal design problems and show that the classical equivalence theorem and the famous geometric characterization of Elfving (1952) from the case of uncorrelated data can be adapted to the problem… CONTINUE READING
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