Efficient Computational Algorithm for Optimal Allocation in Regression Models

摘要

In this article, we discuss the optimal allocation problem in an experiment when a regression model is used for statistical analysis. Efficient and simple computational algorithms for finding the optimal allocations under D-optimality and A-optimality are proposed. The properties of the proposed algorithms are discussed. Monte Carlo simulations are used to demonstrate the reliability and efficiency of the proposed algorithms. Illustrative examples are provided to demonstrate the usefulness and efficient of the proposed algorithms.