简单随机截距模型参数估计与响应预测的最优设计.pdfVIP

简单随机截距模型参数估计与响应预测的最优设计--第1页 简单随机截距模型参数估计与响应预测的最优设计 简单随机截距模型参数估计与响应预测的最优设计 作者：岳荣先 周晓东 来源：《上海师范大学学报 自然科学版》2021 年第 05 期 Abstract：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 npoint optimal designs and approximate optimal designs are discussed. Key words：random intercept model； optimal designs； mean squared error 1 Introduction Mixed models are widely used in various disciplines including agriculture ， biology，medicine，physical sciences，education，and social and behavioral sciences.Mixed models incorporate both fixed effects and random effects.The fixed effects represent the mean values of the parameters in the population of individuals， and the random effects represent the individual deviations in the population.While the statistical analysis for mixed models has been welldeveloped，the optimal design problems of such models have become attractive in the recent two decades. Optimal designs are considered in the presence of random block effects in[1-4].In[5]and[6]optimal designs are considered for linear and quadratic growth mixedeffect models with interclass correlation structure and autocorrelated structure.In[7]and[8]，the maximin Doptimal designs are discussed for a random intercept and random slope longitudinal mixedeffects models.The D