𝐴-optimal design

Decision Type:

Method Category:

Categories: Terms

An optimal design that maximizes the trace of 𝑋′𝑋, where 𝑋 is the design matrix. This is useful to minimize the sum of the variances of the different regression coefficient estimators.

Alternative Meanings:

𝐺-optimal design
An optimal design that minimizes the maximum variance of predicted values over the design region.
𝒟-optimal design
An optimal design that maximizes the determinant of 𝑋′𝑋, where 𝑋 is the design matrix. Useful to produce high precision regression parameter estimates.

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About Fred Schenkelberg

I am the reliability expert at FMS Reliability, a reliability engineering and management consulting firm I founded in 2004. I left Hewlett Packard (HP)’s Reliability Team, where I helped create a culture of reliability across the corporation, to assist other organizations.

About Fred Schenkelberg

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