简单随机截距模型参数估计与响应预测的最优设计(英文)  

Optimal designs for estimation and prediction in simple random-intercept models

作　　者：岳荣先[1] 周晓东[2] 

机构地区：[1]上海师范大学数理学院,上海200234 [2]上海对外经贸大学商务信息管理学院,上海201620

出　　处：《上海师范大学学报（自然科学版）》2013年第5期441-450,438,共10页Journal of Shanghai Normal University(Natural Sciences)

基　　金：supported by the NSFC Grant(11071168);Special Funds for Doctoral Authorities of the Education Ministry(20103127110002);Innovation Program of Shanghai Municipal Education Commission(11zz116);EInstitutes of Shanghai Municipal Education Commission(E03004);Shanghai Leading Academic Discipline Project

摘　　要：研究简单随机截距模型中固定和随机效应线性组合的估计和个体未来观测值的预测的最优设计问题.在模型的方差分量假定为已知的情况下,分别利用估计量的均方误差和预测量的预测均方误差建立设计准则,给出若干最优设计测度的解析解或精确设计数值算法.The paper is concerned with the optimal design problem of estimating linear combinations of the fixed and random effects, and predicting future observations of individual responses in a random intercept model. The variance components in the model are assumed to be known. The design criteria for the predictions are obtained from the mean squared error （MSE） of the estimator and the mean squared prediction error （MSPE） of the predictor. The exact n-point optimal designs and approximate optimal designs are discussed.

关 键 词：随机截距模型 最优设计 均方误差 

分 类 号：O212.6[理学—概率论与数理统计]