Vorträge auf der ersten sommersehule über probleme der modellwahl und parameterschätzung in der regressions-analyse, april 1974 in zinnowitz/usedom, DDR

Abstract

Results in the theory of the optimum design of regression experiments are used to develop experimental designs for detecting departures from a single regression model with quantitative factors. Because these designs may not be efficient for estimating the parameters of the model if it is adequate, multipurpose designs are developed which can be used both for model testing and parameter estimation. The properties of these designs are established using an extension of the KIEFER-WOLFOWITZ general equivalence theorem. This extension is then used to develop non-sequential designs for discriminating between several models. A sequential data-dependent strategy is derived from this non-sequential scheme and discussed in relationship to other sequential experimental strategies. The paper closes with a few remarks on numerical methods which have been found useful in the construction of experimental designs.