Typically T-optimality is used to discriminate among several models with Normal errors. In order to discriminate between two non-Normal models, a criterion based on the Kullback-Liebler distance has been proposed, the so called KL-criterion. In this paper, a generalization of the KL-criterion is proposed to deal with discrimination among several non-Normal models. An example where three logistic regression models are compared is provided.

Optimal designs for discriminating among several non-normal models / C. Tommasi (CONTRIBUTIONS TO STATISTICS). - In: mODa 8 : advances in model-oriented design and analysis / [a cura di] J. Lòpez-Fidalgo, J.M. Rodrìguez-Dìaz, B. Torsney. - Heidelberg : Physica, 2007. - ISBN 978-3-7908-1951-9. - pp. 213-220 (( Intervento presentato al 8. convegno mODa: advances in model-oriented design and analysis tenutosi a Almagro nel 2007 [10.1007/978-3-7908-1952-6_27].

Optimal designs for discriminating among several non-normal models

C. Tommasi
Primo
2007

Abstract

Typically T-optimality is used to discriminate among several models with Normal errors. In order to discriminate between two non-Normal models, a criterion based on the Kullback-Liebler distance has been proposed, the so called KL-criterion. In this paper, a generalization of the KL-criterion is proposed to deal with discrimination among several non-Normal models. An example where three logistic regression models are compared is provided.
Kullback-lLibler distance; T-optimality; KL-optimality
Settore SECS-S/01 - Statistica
2007
Book Part (author)
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2434/37155
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