## The Annals of Statistics

### Optimal Weights for Experimental Designs on Linearly Independent Support Points

#### Abstract

An explicit formula is derived to compute the $A$-optimal design weights on linearly independent regression vectors, for the mean parameters in a linear model with homoscedastic variances. The formula emerges as a special case of a general result which holds for a wide class of optimality criteria. There are close links to iterative algorithms for computing optimal weights.

#### Article information

Source
Ann. Statist., Volume 19, Number 3 (1991), 1614-1625.

Dates
First available in Project Euclid: 12 April 2007

https://projecteuclid.org/euclid.aos/1176348265

Digital Object Identifier
doi:10.1214/aos/1176348265

Mathematical Reviews number (MathSciNet)
MR1126341

Zentralblatt MATH identifier
0729.62063

JSTOR