<p>A new class of criteria for optimal designs in random coefficient regression (RCR) models with <i>r</i> responses is presented, which is based on the integrated mean squared error (IMSE) for the prediction of random effects. This class, referred to as <InlineEquation ID="IEq1"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="40304_2024_426_Article_IEq1.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="61" /> </InlineMediaObject> <EquationSource Format="TEX">\(\textrm{IMSE}_{r,L}\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mtext>IMSE</mtext> <mrow> <mi>r</mi> <mo>,</mo> <mi>L</mi> </mrow> </msub> </math></EquationSource> </InlineEquation>-class of criteria, is invariant with respect to different parameterizations of the model and contains <InlineEquation ID="IEq2"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="40304_2024_426_Article_IEq2.gif" Format="GIF" Height="14" Rendition="HTML" Resolution="72" Type="Linedraw" Width="42" /> </InlineMediaObject> <EquationSource Format="TEX">\(\textrm{IMSE}\)</EquationSource> <EquationSource Format="MATHML"><math> <mtext>IMSE</mtext> </math></EquationSource> </InlineEquation>- and <i>G</i>-optimality as special cases for the prediction in univariate response situations. General equivalence theorems for <InlineEquation ID="IEq3"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="40304_2024_426_Article_IEq1.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="61" /> </InlineMediaObject> <EquationSource Format="TEX">\(\textrm{IMSE}_{r,L}\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mtext>IMSE</mtext> <mrow> <mi>r</mi> <mo>,</mo> <mi>L</mi> </mrow> </msub> </math></EquationSource> </InlineEquation>-criteria are established for <InlineEquation ID="IEq4"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="40304_2024_426_Article_IEq4.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="77" /> </InlineMediaObject> <EquationSource Format="TEX">\(L\in [1,\infty )\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>L</mi> <mo>∈</mo> <mo stretchy="false">[</mo> <mn>1</mn> <mo>,</mo> <mi>∞</mi> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> and <InlineEquation ID="IEq5"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="40304_2024_426_Article_IEq5.gif" Format="GIF" Height="14" Rendition="HTML" Resolution="72" Type="Linedraw" Width="54" /> </InlineMediaObject> <EquationSource Format="TEX">\(L=\infty \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>L</mi> <mo>=</mo> <mi>∞</mi> </mrow> </math></EquationSource> </InlineEquation>, respectively, which are used to check <InlineEquation ID="IEq6"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="40304_2024_426_Article_IEq1.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="61" /> </InlineMediaObject> <EquationSource Format="TEX">\(\textrm{IMSE}_{r,L}\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mtext>IMSE</mtext> <mrow> <mi>r</mi> <mo>,</mo> <mi>L</mi> </mrow> </msub> </math></EquationSource> </InlineEquation>-optimality of designs. <InlineEquation ID="IEq7"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="40304_2024_426_Article_IEq1.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="61" /> </InlineMediaObject> <EquationSource Format="TEX">\(\textrm{IMSE}_{r,L}\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mtext>IMSE</mtext> <mrow> <mi>r</mi> <mo>,</mo> <mi>L</mi> </mrow> </msub> </math></EquationSource> </InlineEquation>-optimal designs for linear and quadratic bi-response RCR models are given for illustration.</p>

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A New Class of IMSE-Based Criteria for Optimal Designs in Multi-response Random Coefficient Regression Models

  • Lei He,
  • Rong-Xian Yue

摘要

A new class of criteria for optimal designs in random coefficient regression (RCR) models with r responses is presented, which is based on the integrated mean squared error (IMSE) for the prediction of random effects. This class, referred to as \(\textrm{IMSE}_{r,L}\) IMSE r , L -class of criteria, is invariant with respect to different parameterizations of the model and contains \(\textrm{IMSE}\) IMSE - and G-optimality as special cases for the prediction in univariate response situations. General equivalence theorems for \(\textrm{IMSE}_{r,L}\) IMSE r , L -criteria are established for \(L\in [1,\infty )\) L [ 1 , ) and \(L=\infty \) L = , respectively, which are used to check \(\textrm{IMSE}_{r,L}\) IMSE r , L -optimality of designs. \(\textrm{IMSE}_{r,L}\) IMSE r , L -optimal designs for linear and quadratic bi-response RCR models are given for illustration.