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Experimental design for time-dependent models with correlated observations. (English) Zbl 1082.62514
Summary: 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.

MSC:
62K05 Optimal statistical designs
92E20 Classical flows, reactions, etc. in chemistry
62P99 Applications of statistics
Software:
VPLAN
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