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On the equivalence of D and G-optimal designs in heteroscedastic models

✍ Scribed by Weng Kee Wong

Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
309 KB
Volume
25
Category
Article
ISSN
0167-7152

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This paper investigates the efficiencies of several generalized least squares estimators (GLSEs) in terms of the covariance matrix. Two models are analyzed: a seemingly unrelated regression model and a heteroscedastic model. In both models, we define a class of unbiased GLSEs and show that their cov