Abstract

We describe an algorithm for the construction of optimum experimental designs for the parameters in a regression model when the errors have a correlation structure. Our example is drawn from chemical kinetics, so that the model is nonlinear. Our algorithm has been implemented to be used when the model consists of a set of differential equations for which only numerical solutions ar available. However, the algorithm can also be used for standard regression models when the errors are correlated. The paper concludes with some discussion of outstanding issues in optimum design with correlated errors.

Recommended Citation

Dariusz Ucinski and Anthony C. Atkinson (2004) "Experimental Design for Time-Dependent Models with Correlated Observations", Studies in Nonlinear Dynamics & Econometrics: Vol. 8: No. 2, Article 13.
http://www.bepress.com/snde/vol8/iss2/art13

Related Files

Ucinski_datacode.ZIP (4 kB)
Data and code