On the efficiency of adaptive designs

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dc.contributor.authorBornkamp, Björn
dc.contributor.authorBretz, Frank
dc.contributor.authorDette, Holger
dc.date.accessioned2010-10-12T08:43:55Z
dc.date.available2010-10-12T08:43:55Z
dc.date.issued2010-10-12
dc.description.abstractIn this paper we develop a method to investigate the efficiency of two-stage adaptive designs from a theoretical point of view. Our approach is based on an explicit expansion of the information matrix for an adaptive design. The results enables one to compare the performance of adaptive designs with non-adaptive designs, without having to rely on extensive simulation studies. We demonstrate that their relative efficiency depends sensitively on the statistical problem under investigation and derive some general conclusions when to prefer an adaptive or a non-adaptive design. In particular, we show that in nonlinear regression models with moderate or large variances the first stage sample size of an adaptive design should be chosen sufficiently large in order to address variability in the interim parameter estimates. We illustrate the methodology with several examples.en
dc.identifier.urihttp://hdl.handle.net/2003/27418
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-15895
dc.language.isoende
dc.relation.ispartofseriesDiscussion Paper / SFB 823;40/2010en
dc.subjectmaximum likelihood estimationen
dc.subjectmean squared erroren
dc.subjectnonlinear regressionen
dc.subjectoptimal designen
dc.subject.ddc310
dc.subject.ddc330
dc.subject.ddc620
dc.titleOn the efficiency of adaptive designsen
dc.typeTextde
dc.type.publicationtypeworkingPaperde
dcterms.accessRightsopen access

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Sonderforschungsbereich (SFB) 823