Skip to main content
Log in

A note on \(R\)-optimal designs for multiresponse models

  • Published:
Metrika Aims and scope Submit manuscript

Abstract

This paper considers the optimal design problem for multiresponse regression models. The \(R\)-optimality introduced by Dette (J R Stat Soc B 59:97–110, 1997) for single response experiments is extended to the case of multiresponse parameter estimation. A general equivalence theorem for the \(R\)-optimality is provided for multiresponse models. Illustrative examples of the \(R\)-optimal designs for two multiresponse models are presented based on the general equivalence theorem.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Atashgah AB, Seifi A (2009) Optimal design of multi-response experiments using semi-definite programming. Optim Eng 10:75–90

    Article  MathSciNet  Google Scholar 

  • Chang F-C, Huang M-NL, Lin DKJ, Yang H-C (2001) Optimal designs for dual response polynomial regression models. J Stat Plan Inference 93:309–322

    Article  MathSciNet  MATH  Google Scholar 

  • Dette H (1993a) A new interpretation of optimality for E-optimal designs in linear regression models. Metrika 40:37–50

    Article  MathSciNet  MATH  Google Scholar 

  • Dette H (1993b) Elfving’s theorem for D-optimality. Ann Stat 21:753–766

    Article  MathSciNet  MATH  Google Scholar 

  • Dette H (1997) Designing experiments with respect to ‘standardized’ optimality criteria. J R Stat Soc B 59:97–110

    Article  MathSciNet  MATH  Google Scholar 

  • Dette H, Holland-Letz T (2009) A geometric characterization of \(c\)-optimal designs for heteroscedastic regression. Ann Stat 37(6B):4088–4103

    Article  MathSciNet  MATH  Google Scholar 

  • Dette H, O’Brien TE (1999) Optimality criteria for regression models based on predicted variance. Biometrika 86:93–106

    Article  MathSciNet  MATH  Google Scholar 

  • Dette H, Studden WJ (1993) A geometric solution of the Bayesian E-optimal design problems. In: Gupta SS, Berger JO (eds) Statistical decision theory and related topics V. Springer, New York, pp 157–170

  • Draper NR, Hunter WG (1966) Design of experiments for parameter estimation in multiresponse situations. Biometrika 53:525–533

    MathSciNet  MATH  Google Scholar 

  • Fedorov VV (1972) Theory of optimal experiments. Academic Press, New York

    Google Scholar 

  • Huang M-NL, Chen RB, Lin CS, Wong WK (2006) Optimal designs for parallel models with correlated responses. Stat Sin 16:121–133

    MathSciNet  MATH  Google Scholar 

  • Imhof L (2000) Optimum designs for a multi-response regression models. J Multivar Anal 72:120–131

    Article  MathSciNet  MATH  Google Scholar 

  • Khuri AI, Cornell JA (1996) Response surfaces: designs and analysis. Marcel Dekker, New York

    MATH  Google Scholar 

  • Krafft O, Schaefer M (1992) D-optimal designs for a multivariate regression model. J Multivar Anal 42: 130–140

    Article  MathSciNet  MATH  Google Scholar 

  • Liu X, Yue R-X, Hickernell FJ (2011) Optimality criteria for multiresponse linear models based on predictive ellipsoids. Stat Sin 21:421–432

    MathSciNet  MATH  Google Scholar 

  • Whittle P (1973) Some general points in the theory of optimal experimental designs. J R Stat Soc B 35:123–130

    MathSciNet  MATH  Google Scholar 

  • Wijesinha MMC (1984) Design of experiments for multiresponse models. Unpublished PhD thesis, Dept of Statistics, University of Florida, Gainesville

  • Yue R-X, Liu X (2010) \(I^r_L\)-optimal designs for a hierarchically ordered system of regression models. Comput Stat Data Anal 54:3458–3465

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Rong-Xian Yue.

Additional information

This work was partially supported by NSFC grant (11071168,11101077), Special Funds for Doctoral Authorities of Education Ministry (20103127110002), Innovation Program of Shanghai Municipal Education Commission (11zz116), E-Institutes of Shanghai Municipal Education Commission (E03004), Shanghai Leading Academic Discipline Project (S30405).

Rights and permissions

Reprints and permissions

About this article

Cite this article

Liu, X., Yue, RX. A note on \(R\)-optimal designs for multiresponse models. Metrika 76, 483–493 (2013). https://doi.org/10.1007/s00184-012-0400-1

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00184-012-0400-1

Keywords

Navigation