Optimal discrimination designs

Citation
Dette, Holger et Titoff, Stefanie, Optimal discrimination designs, Annals of statistics , 37(4), 2009, pp. 2056-2082
Journal title
ISSN journal
00905364
Volume
37
Issue
4
Year of publication
2009
Pages
2056 - 2082
Database
ACNP
SICI code
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 in this situation 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.