Information matrices of maximal parameter subsystems in linear models

It is shown that the information matrices of maximal parameter subsystems in linear models are linear functions of the moment matrices. With this result, design problems for maximal parameter subsystems are shown to be equivalent to design problems for the full parameter vector of a minimally parameterized model.

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Year of publication:	2003
Authors:	Klein, Thomas
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 62.2003, 4, p. 355-360
Publisher:	Elsevier
Keywords:	Design optimality Experimental design Moment matrix Reparameterization

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005138217