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Biometrika 1972 59(3):563-571; doi:10.1093/biomet/59.3.563
© 1972 by Biometrika Trust
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A decision theory approach to optimal regression designs

R. J. BROOKS

University College London

A decision theory approach to the problem of finding an optimal regression design is considered when the data obtained through using this design are to be analyzed in order that a future value of the dependent variable can be predicted and also the best subset of independent variables to use for the prediction determined.

Key Words: Linear regression • Optimal design • Choice of variables • Prediction • Bayesian decision theory


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