The robustness of locally optimal experimental designs in growth problems: a case study
نویسندگان
چکیده
With an optimal design one wants to determine the ideal allocation of observations for the estimation of the unknown parameter vector θ of a given model ( ) ( ) θ ; i i x f y E = , with [ ] p T θ θ θ L 1 = , ( ) n T x x X ,..., 1 = , the xi from a given experimental region ER.. Let ( ) X V ; θ be the asymptotical variance-covariance matrix of the least squares estimatorθ̂ of θ . We consider the D-optimality criterion based on the determinant of ( ) X V ; θ so that the D-optimal design is defined as that * X for which
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