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T-optimality: a stopping rule for a first order algorithm




  • Chiara TOMMASI


  • Paula Camelia TRANDAFIR



In the optimal design theory, the T-optimality criterion is useful for the discrimination between two competitive models. This criterion has an interesting statistical interpretation as the power of a test for the fit of a second model when the first one is true. Usually there is not a closed form for the T-optimum design and it must be computed through an iterative procedure. In this short note a stopping rule for a first order algorithm is provided. The proposed stopping rule has the interesting feature that the algorithm will always stop at a design which reaches a minimum fixed efficiency. In other words, the algorithm stops when it reaches a design efficiency (with respect to the unknown T-optimum design) as good as wanted.

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  • Jesus LOPEZ FIDALGO & Chiara TOMMASI & Paula Camelia TRANDAFIR, 2004. "T-optimality: a stopping rule for a first order algorithm," Departmental Working Papers 2004-30, Department of Economics, Management and Quantitative Methods at Universit√† degli Studi di Milano.
  • Handle: RePEc:mil:wpdepa:2004-30

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    References listed on IDEAS

    1. Andrea Brandolini, 1999. "The Distribution of Personal Income in Post-War Italy: Source Description, Data Quality, and the Time Pattern of Income Inequality," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 58(2), pages 183-239, September.
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    3. Blau, Francine D. & Kahn, Lawrence M., 1999. "Institutions and laws in the labor market," Handbook of Labor Economics,in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 3, chapter 25, pages 1399-1461 Elsevier.
    4. Eswar S Prasad & Francesca Utili, 1998. "The Italian Labor Market; Stylized Facts, Institutions, and Directions for Reform," IMF Working Papers 98/42, International Monetary Fund.
    5. Christopher Erickson & Andrea Ichino, 1995. "Wage Differentials in Italy: Market Forces, Institutions, and Inflation," NBER Chapters,in: Differences and Changes in Wage Structures, pages 265-306 National Bureau of Economic Research, Inc.
    6. Richard B. Freeman & Lawrence F. Katz, 1995. "Differences and Changes in Wage Structures," NBER Books, National Bureau of Economic Research, Inc, number free95-1, January.
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    More about this item


    optimal design; discrimination models;

    JEL classification:

    • C90 - Mathematical and Quantitative Methods - - Design of Experiments - - - General

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