OPTIMAL DISCRIMINATION DESIGNS

OPTIMAL DISCRIMINATION DESIGNS
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DOI:
10.1214/08-aos635
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发表时间:
2009-08-01
影响因子:
4.5
通讯作者:
Titoff, Stefanie
Titoff, Stefanie
中科院分区:
数学1区
文献类型:
--
作者:
Dette, Holger;Titoff, Stefanie

文献摘要

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本文研究了竞争回归模型之间的模型判别的最优设计问题。各种新的属性的最优设计相对于流行的T-最优性准则推导出来,在许多情况下,允许一个明确的确定T-最优设计。本文还证明了在嵌套线性模型中,T-最优设计的支持点数目通常太小而不能估计扩展模型中的所有参数。在许多情况下,T-最优设计通常不是唯一的,在这种情况下,我们给出了所有T-最优设计的一个特征。最后,T-最优设计与最优判别设计的替代标准通过一个小的模拟研究进行了比较。
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.