Authors: Dette, Holger
Titoff, Stefanie
Title: Optimal discrimination designs
Language (ISO): en
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 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. AMS: 62K05
Subject Headings: Ds-optimality
Model discrimination
Nonlinear approximation
Optimal design
T-optimality
URI: http://hdl.handle.net/2003/25869
http://dx.doi.org/10.17877/DE290R-1953
Issue Date: 2008-11-26T14:33:39Z
Appears in Collections:Sonderforschungsbereich (SFB) 475

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