In the common polynomial regression of degree m we determine the design which maximizes the minimum of the D-efficiency in the model of degree m and the D-efficiencies in the models of degree m – j,…, m + k (j, k 0 given). The resulting designs allow an efficient estimation of the...

In this paper the optimal design problem for the estimation of the individual coefficients in a polynomial regression on an arbitrary interval [a, b] (- inf. a b inf) is considered. Recently, Sahm (2000) demonstrated that the optimal design is one of four types depending on the symmetry...

In this note we consider the D-optimal design problem for the heteroscedastic polynomial regression model. Karlin and Studden (1966a) found explicit solutions for three types of efficiency functions. We introduce two ‘new’ functions to model the heteroscedastic structure, for which the...

We show that previous results on the asymptotic efficiency of OLS versus GLS in the context of trending data carry over to regressors of the fractionally integrated type.

Different estimation methods for covariance parameters in meta-analyses can result in conflicting p-values concerning the test of treatment effect. We propose a valid method to overcome this problem at least partially by introducing a new estimator for the standard deviation of the common...

Sind in einer statistischen Analyse mehr als eine Variationsursache zu berücksichtigen_ so zerfällt die Gesamtvariation in mehrere Komponenten. Für diese sind in der Regel auch Beziehungen oder Ordnungen bekannt. Aber keine der bekannten Schätztheorien ist in der Lage, diese Ordnungen auch...

We describe a computer intensive method for linear dimension reduction which minimizes the classification error directly. Simulated annealing Bohachevsky et al (1986) is used to solve this problem. The classification error is determined by an exact integration. We avoid distance or scatter...

In this paper we examine two widely used methods to obtain a transformation in Taguchi experiments, namely the lambda plot and the beta technique. We consider different situations with contrasts influencing the mean and / or the variance of the response. Our simulation study reveals that the...