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. - Milano : Department of Economics in Milano university, 2008.

Robust optimum designs to a misspecified model

C. Tommasi
Primo
2008

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
2008
D-optimality ; Information sandwich variance matrix ; Maximum likelihood estimator
Settore SECS-S/01 - Statistica
http://services.bepress.com/unimi/statistics/art37
Working Paper
Robust optimum designs to a misspecified model / C. Tommasi. - Milano : Department of Economics in Milano university, 2008.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2434/56080
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