Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/49366 
Year of Publication: 
2003
Series/Report no.: 
Technical Report No. 2003,32
Publisher: 
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen, Dortmund
Abstract: 
Classical regression analysis is usually performed in two steps. In a first step an appropriate model is identified to describe the data generating process and in a second step statistical inference is performed in the identified model. An intuitively appealing approach to the design of experiment for these different purposes are sequential strategies, which use parts of the sample for model identification and adapt the design according to the outcome of the identification steps. In this paper we investigate the finite sample properties of two sequential design strategies, which were recently proposed in the literature. A detailed comparison of sequential designs for model discrimination in several regression models is given by means of a simulation study. Some non-sequential designs are also included in the study.
Subjects: 
optimal design
robust design
discrimination design
sequential design
F-test
Document Type: 
Working Paper

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