Optimal discrimination designs

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Optimal discrimination designs

Holger Dette and Stefanie Titoff

Source: Ann. Statist. Volume 37, Number 4 (2009), 2056-2082.

Abstract

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.

Primary Subjects: 62K05, 41A50

Keywords: Model discrimination; optimal design; T-optimality; D_s-optimality; nonlinear approximation

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Permanent link to this document: http://projecteuclid.org/euclid.aos/1245332840
Digital Object Identifier: doi:10.1214/08-AOS635
Mathematical Reviews number (MathSciNet): MR2533479

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