Sankhya: The Indian Journal of Statistics

2001, Volume 63, Series B, Pt. 1, pp. 10--26

OPTIMAL DATA AUGMENTATION FOR THE ESTIMATION OF A LINEAR PARAMETRIC FUNCTION IN LINEAR MODELS

By

DULAL KUMAR BHAUMIK *University of South Alabama, Mobile, U.S.A.*

and

THOMAS MATHEW *University of Maryland, Baltimore County, U.S.A.*

SUMMARY. In the setup of a linear regression model, the problem of
augmenting a given set of observations is
investigated, when the inference problem is the estimation of a linear parametric
function of the mean vector. For this problem, the optimal selection of additional
observations is studied. The optimal design matrix is constructed following the ** A**,

*AMS (1991) subject classification.* Primary 62K05; secondary 62J05.

*Key words and phrases. *** A**-optimality,