Efficient discriminating design for a class of nested polynomial regression models

Min-Hsiao Tsai ()

Metrika: International Journal for Theoretical and Applied Statistics, 2012, vol. 75, issue 6, 809-817

Abstract: This paper studies efficient designs for simultaneous model discrimination among polynomial regression models up to degree k. Based on the $${\Phi_{\boldsymbol{\beta}}}$$ -optimality criterion proposed by Dette (Ann Stat 22:890–903, 1994 ), a maximin $${\Phi_{\boldsymbol{\beta}^{*}}}$$ -optimal discriminating design is derived in terms of canonical moments for $${k\in\mathbb{N}}$$ . Theoretical and numerical results show that the proposed design performs well for model discrimination in most of the considered models. Copyright Springer-Verlag 2012

Keywords: Canonical moments; Maximin design; Model discrimination; $${\Phi_{\boldsymbol{\beta}}}$$ -optimality criterion (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s00184-011-0353-9

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