Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/36593
Authors: 
Dette, Holger
Titoff, Stefanie
Year of Publication: 
2008
Series/Report no.: 
Technical Report // Sonderforschungsbereich 475, Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 2008,06
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 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.
Subjects: 
Model discrimination
optimal design
T-optimality
Ds-optimality
nonlinear approximation
Document Type: 
Working Paper

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