Abstract
MV-optimality is a potentially difficult criterion because of its nondifferentiability at equal variance designs. However in many cases such designs can be easily determined. In this paper MV-optimum designs for simple linear regression are found. The equivalence theorem of and the directional derivative of the MV-criterion derived by Ford I., (3), have been used for this purpose. It turns out that for simple linear regression there exist an MV-optimal design with a support of at most two points. Such designs could be of a wide ranging practical value.
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Torsney, B., López-Fidalgo, J. (1995). MV-optimization in Simple Linear Regression. In: Kitsos, C.P., Müller, W.G. (eds) MODA4 — Advances in Model-Oriented Data Analysis. Contributions to Statistics. Physica, Heidelberg. https://doi.org/10.1007/978-3-662-12516-8_6
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DOI: https://doi.org/10.1007/978-3-662-12516-8_6
Publisher Name: Physica, Heidelberg
Print ISBN: 978-3-7908-0864-3
Online ISBN: 978-3-662-12516-8
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