Journal
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume 71, Issue -, Pages 1159-1167Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/j.csda.2013.02.021
Keywords
D-optimal design; DQ-optimal design; Exact design; Marginal constraints; Cost constraints; Integer quadratic programming
Funding
- Slovak VEGA [1/0163/13]
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A new method for computing exact experimental designs for linear regression models by integer quadratic programming is proposed. The key idea is to use the criterion of DQ-optimality, which is a quadratic approximation of the criterion of D-optimality in the neighbourhood of the approximate D-optimal information matrix. Several numerical examples are used to demonstrate that the D-efficiency of exact DQ-optimal designs is usually very high. An important advantage of this method is that it can be applied to situations with general linear constraints on permissible designs, including marginal and cost constraints. (C) 2013 Elsevier B.V. All rights reserved.
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