| 摘要: |
| 研究简单随机截距模型中固定和随机效应线性组合的估计和个体未来观测值的预测的最优设计问题.在模型的方差分量假定为已知的情况下,分别利用估计量的均方误差和预测量的预测均方误差建立设计准则,给出若干最优设计测度的解析解或精确设计数值算法. |
| 关键词: 随机截距模型 最优设计 均方误差 |
| DOI： |
| 分类号: |
| 基金项目: |
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| Optimal designs for estimation and prediction in simple random-intercept models |
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YUE Rongxian1, ZHOU Xiaodong2
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1.College of Mathematics and Sciences,Shanghai Normal University;2.School of Business Information Management,Shanghai University of Iuternational Business and Eemomics
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| Abstract: |
| The paper is concerned with the optimal design problem of estimating linear combinations of the fixed and random effects,and predicting future observations of individual responses in a random intercept model.The variance components in the model are assumed to be known.The design criteria for the predictions are obtained from the mean squared error (MSE) of the estimator and the mean squared prediction error (MSPE) of the predictor.The exact n-point optimal designs and approximate optimal designs are discussed. |
| Key words: random intercept model optimal designs mean squared error |
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