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Construction of some compound criteria via A-optimality

Author

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  • W. A. Hassanein
  • M. M. Seyam

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.

Suggested Citation

  • W. A. Hassanein & M. M. Seyam, 2019. "Construction of some compound criteria via A-optimality," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(22), pages 5559-5570, November.
  • Handle: RePEc:taf:lstaxx:v:48:y:2019:i:22:p:5559-5570
    DOI: 10.1080/03610926.2018.1515364
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