OPTIMAL DISCRIMINATION DESIGNS

被引:50
作者
Dette, Holger [1 ]
Titoff, Stefanie [1 ]
机构
[1] Ruhr Univ Bochum, Fak Math, D-44780 Bochum, Germany
关键词
Model discrimination; optimal design; T-optimality; D(s)-optimality; nonlinear approximation; EXPONENTIAL REGRESSION-MODELS; 2 RIVAL MODELS; POLYNOMIAL REGRESSION; EQUIVALENCE; CRITERIA;
D O I
10.1214/08-AOS635
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider the problem of constructing optimal designs for model discrimination between competing regression models. Various new properties of optimal designs with respect to the popular T-optimality criterion are derived, which in many circumstances allow an explicit determination of T-optimal designs. It is also demonstrated, that in nested linear models the number of support points of T-optimal designs is usually too small to estimate all parameters in the extended model. In many cases T-optimal designs are usually not unique, and in this situation we give a characterization of all T-optimal designs. Finally, T-optimal designs are compared with optimal discriminating designs with respect to alternative criteria by means of a small simulation study.
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页码:2056 / 2082
页数:27
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