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Optimal designs for the prediction of individual parameters in hierarchical models

Maryna Prus, Rainer Schwabe

Journal of the Royal Statistical Society: Series B (Statistical Methodology) · 2016 · Volume 78 · Issue 1

DOI: 10.1111/rssb.12105

Abstract

Characterizations of optimal designs are derived for the prediction of individual response curves within the framework of hierarchical linear mixed models. It is shown that the so-obtained optimal designs may differ substantially from those propagated in the literature so far and that the latter may become useless in terms of their performance.

Keywords

Hierarchical model, Individual design, Linear mixed model, Prediction, Random-coefficient regression

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