Designing Experiments with Respect to ‘Standardized’ Optimality Criteria

Authors


Holger Dette Institut und Fakultät für Mathematik, Ruhr-Universität Bochum, Universitätsstrasse 150, Gebäude NA, 44780 Bochum, Germanyholger.dette@rz.ruhr-uni-bochum.de

Abstract

We introduce a new class of `standardized' optimality criteria which depend on `standardized' covariances of the least squares estimators and provide an alternative to the commonly used criteria in design theory. Besides a nice statistical interpretation the new criteria satisfy an extremely useful invariance property which allows an easy calculation of optimal designs on many linearly transformed design spaces.

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