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Optimal allocation to treatment groups under variance heterogeneity
Stockholm University, Faculty of Social Sciences, Department of Statistics.
Stockholm University, Faculty of Social Sciences, Department of Statistics.
Number of Authors: 2
2015 (English)In: Statistica sinica, ISSN 1017-0405, E-ISSN 1996-8507, Vol. 25, no 2, 537-549 p.Article in journal (Refereed) Published
Abstract [en]

The problem of allocating experimental units to treatment groups when variance heterogeneity over treatment groups is present is considered. A(A)- and D-A-optimal allocations are derived for estimation of linear combinations of treatment means. Explicit expressions for the design weights are provided for the A(A)-optimal design. The minimax strategy is introduced as an approach to handle unknown variances. Efficiencies of minimax allocations are evaluated.

Place, publisher, year, edition, pages
Taipei: Academica sinica , 2015. Vol. 25, no 2, 537-549 p.
National Category
Probability Theory and Statistics
Research subject
Statistics
Identifiers
URN: urn:nbn:se:su:diva-112402DOI: 10.5705/ss.2012.042ISI: 000354909100007OAI: oai:DiVA.org:su-112402DiVA: diva2:779027
Projects
Minimaxdesign - konstruktion, effektivitetsjämförelser och praktiska tillämpningar
Funder
Swedish Research Council, 2009-2083
Available from: 2015-01-12 Created: 2015-01-12 Last updated: 2017-12-05Bibliographically approved

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Fackle-Fornius, EllinorNyquist, Hans
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