Article ID: | iaor20002539 |
Country: | Germany |
Volume: | 49 |
Issue: | 3 |
Start Page Number: | 193 |
End Page Number: | 211 |
Publication Date: | Jan 1999 |
Journal: | Metrika |
Authors: | Liski E.P., Luoma A., Zaigraev A. |
Properties of the most familiar optimality criteria, for example A-, D- and E-optimality, are well known, but the distance optimality criterion has not drawn much attention to date. In this paper properties of the distance optimality criterion for the parameter vector of the classical linear model under normally distributed errors are investigated. DS-optimal designs are derived for first-order polynomial fit models. The matter of how the distance optimality criterion is related to traditional D- and E-optimality criteria is also addressed.