Open AccessConstruction D-optimal designs of experiments for linear multiple regression with heteroscedastic observations
Author(s) -
Valery P. Kirlitsa
Publication year - 2019
Publication title -
žurnal belorusskogo gosudarstvennogo universiteta. matematika, informatika/žurnal belorusskogo gosudarstvennogo universiteta. matematika, informatika
Language(s) - English
Resource type - Journals
eISSN - 2617-3956
pISSN - 2520-6508
DOI - 10.33581/2520-6508-2019-2-27-33
Subject(s) - heteroscedasticity , variance (accounting) , mathematics , linear regression , class (philosophy) , regression , point (geometry) , linear model , statistics , regression analysis , proper linear model , optimal design , econometrics , polynomial regression , computer science , artificial intelligence , geometry , accounting , business
In article the problem of construction exact D-optimal designs of experiments for linear multiple regression in a case when variance of errors of observations depend on a point in which is made is investigated. Class of functions which describe change variance of heteroscedastic observations is defined for which it is possible construct D-optimal continues designs of experiments. For linear multiple regression with three factors it is constructed five different types of D-optimal continues designs of experiments with heteroscedastic observations. For each of these types the own class of functions describing change variance of observations is defined.