Optimal design for multivariate multiple linear regression with set-identified response

Li, Qiyu; Molchanov, Ilya (2019). Optimal design for multivariate multiple linear regression with set-identified response. Journal of statistical planning and inference, 203, pp. 215-223. Elsevier 10.1016/j.jspi.2019.04.003

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We consider the partially identified regression model with set-identified responses, where the estimator is the set of the least square estimators obtained for all possible choices of points sampled from set-identified observations. We address the issue of determining the optimal design for this case and show that, for objective functions mimicking those for several classical optimal designs, their set-identified analogues coincide with the optimal designs for point-identified real-valued responses.

Item Type:

Journal Article (Original Article)

Division/Institute:

08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science

UniBE Contributor:

Li, Qiyu and Molchanov, Ilya

Subjects:

500 Science > 510 Mathematics

ISSN:

0378-3758

Publisher:

Elsevier

Language:

English

Submitter:

Ilya Molchanov

Date Deposited:

14 Jan 2020 09:40

Last Modified:

14 Jan 2020 11:08

Publisher DOI:

10.1016/j.jspi.2019.04.003

BORIS DOI:

10.7892/boris.138559

URI:

https://boris.unibe.ch/id/eprint/138559

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