Construction of some compound criteria via A-optimality

W. A. Hassanein and M. M. Seyam

Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 22, 5559-5570

Abstract: This paper is devoted to attain multiple objects via proposing two compound optimality criteria constructed with A-optimality criterion. The offered compound criteria are ADP-optimality to seek about an optimal design for minimizing the average variance, having an efficient parameter estimates, likewise, maximizing the probability of a particular event and AKL-optimality that provides an identified balance between model discrimination and minimizing the average variance of the parameter estimates. The equivalence theorems are stated and proved. Finally, a numerical example is applied on probit GLMs to illustrate the results for both compound criteria.

Date: 2019
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DOI: 10.1080/03610926.2018.1515364

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