Usually, in the Theory of Optimal Experimental Design the model is assumed to be known at the design stage. In practice, however, more competing models may be plausible for the same data. Thus, a possibility is to find an optimal design which take both model discrimination and parameter estimation into consideration. In this paper we follow a different approach: we find a design which is optimum for estimation purposes but is also robust to a misspecified model. In other words, the optimum design is "good" for estimating the unknown parameters even if the assumed model is not correct

Optimal design robust to a misspecified model / C. Tommasi. - In: COMMUNICATIONS IN STATISTICS. SIMULATION AND COMPUTATION. - ISSN 0361-0918. - 41:7(2012 Aug), pp. 1220-1231. [10.1080/03610918.2012.625855]

Optimal design robust to a misspecified model

C. Tommasi
Primo
2012

Abstract

Usually, in the Theory of Optimal Experimental Design the model is assumed to be known at the design stage. In practice, however, more competing models may be plausible for the same data. Thus, a possibility is to find an optimal design which take both model discrimination and parameter estimation into consideration. In this paper we follow a different approach: we find a design which is optimum for estimation purposes but is also robust to a misspecified model. In other words, the optimum design is "good" for estimating the unknown parameters even if the assumed model is not correct
D-optimality ; Information sandwich variance matrix ; Maximum likelihood estimator
Settore SECS-S/01 - Statistica
Settore SECS-S/02 - Statistica per La Ricerca Sperimentale e Tecnologica
ago-2012
Article (author)
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2434/151479
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