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

Robust optimum designs to a misspecified model / C. Tommasi - In: Proceedings of the 6th St. Petersburg workshop on simulation / [a cura di] S.M. Ermakov, V.B. Melas, A.N. Pepelyshev. - St. Petersburg : VVM, 2009. - ISBN 9785965103546. - pp. 583-588 (( Intervento presentato al 6. convegno St. Petersburg workshop on simulation tenutosi a St. Petersburg nel 2009.

Robust optimum designs to a misspecified model

C. Tommasi
Primo
2009

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
2009
Department of stochastic simulation of St. Petersburg state university
Book Part (author)
File in questo prodotto:
Non ci sono file associati a questo prodotto.
Pubblicazioni consigliate

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2434/143383
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus ND
  • ???jsp.display-item.citation.isi??? ND
social impact