Displaying similar documents to “On optimum experimental design for ridge estimates”

Strange Design Points in Linear Regression

Andrej Pázman (2011)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

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We discuss, partly on examples, several intuitively unexpected results in a standard linear regression model. We demonstrate that direct observations of the regression curve at a given point can not be substituted by observations at two very close neighboring points. On the opposite, we show that observations at two distant design points improve the variance of the estimator. In an experiment with correlated observations we show somewhat unexpected conditions under which a design point...