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Statistica Sinica 5(1995), 499-514


DESIGNING FOR MINIMALLY DEPENDENT

OBSERVATIONS


Ben Torsney and Abdulhadi M. Alahmadi


University of Glasgow and King Abdulaziz University


Abstract: The problem of constructing designs to minimize the squared covariance or correlation between the estimates of two linear combinations of the parameters of a linear regression model is first considered. When the minimum is non-zero the covariance criterion can be equivalent to the c-optimal criterion. When the minimum is zero it often can be attained by a class of designs. It is then of interest to optimize a standard criterion over the class. Some analytic and algorithmic results are reported.



Key words and phrases: c-optimality, DA-optimality, directional derivatives, linear optimality criterion, optimal design, optimization, vertex directional derivatives.



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