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Robust optimal designs to a misspecified model

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Author Info
Chiara Tommasi (University of Milano)
Abstract

Usually, in the Theory of Optimal Experimental Design the model is assumed to be known at the design stage. In practice, however, more competing models may be plausible for the same data. Thus, a possibility is to find an optimal design which take both model discrimination and parameter estimation into consideration. In this paper we follow a different approach: we find a design which is optimum for estimation purposes but is also robust to a misspecified model. In other words, the optimum design is "good" for estimating the unknown parameters even if the assumed model is not correct.

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Publisher Info
Paper provided by Universitá degli Studi di Milano in its series UNIMI - Research Papers in Economics, Business, and Statistics with number 1078.

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Date of creation: 23 Sep 2008
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Handle: RePEc:bep:unimip:1078

Note: oai:cdlib1:unimi-1078
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Related research
Keywords: D-optimality; information sandwich variance matrix; maximum likelihood estimator;

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This page was last updated on 2009-12-20.


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