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On the Impact of Correlation on the Optimality of Product-Type Designs in SUR Models

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Book cover Stochastic Models, Statistics and Their Applications

Part of the book series: Springer Proceedings in Mathematics & Statistics ((PROMS,volume 122))

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Abstract

For multivariate observations with seemingly unrelated variables product-type designs often turn out to be optimal which are generated by their univariate optimal counterparts. This is, in particular, the case when all variables contain an intercept term. If these intercepts are missing, the product-type designs may lose their optimality when the correlation between the components becomes stronger.

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Author information

Authors and Affiliations

  1. Institute of Process Engineering, Otto-von-Guericke University, PF 4120, 39 016, Magdeburg, Germany

    Moudar Soumaya

  2. Institute for Mathematical Stochastics, Otto-von-Guericke University, PF 4120, 39 016, Magdeburg, Germany

    Rainer Schwabe

Authors
  1. Moudar Soumaya
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  2. Rainer Schwabe
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Corresponding author

Correspondence to Moudar Soumaya .

Editor information

Editors and Affiliations

  1. Institute of Statistics, RWTH Aachen University, Aachen, Germany

    Ansgar Steland

  2. Dept. of Computer Engineering, Control and Robotics, Wrocław University of Technology, Wrocław, Poland

    Ewaryst Rafajłowicz

  3. Inst. of Mathematics and Computer Science, Wrocław University of Technology, Wrocław, Poland

    Krzysztof Szajowski

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© 2015 Springer International Publishing Switzerland

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Soumaya, M., Schwabe, R. (2015). On the Impact of Correlation on the Optimality of Product-Type Designs in SUR Models. In: Steland, A., Rafajłowicz, E., Szajowski, K. (eds) Stochastic Models, Statistics and Their Applications. Springer Proceedings in Mathematics & Statistics, vol 122. Springer, Cham. https://doi.org/10.1007/978-3-319-13881-7_18

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