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Locally optimal designs for errors-in-variables models

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  • M. Konstantinou
  • H. Dette

Abstract

We consider the construction of optimal designs for nonlinear regression models when there are measurement errors in the covariates. Corresponding approximate design theory is developed for maximum likelihood and least-squares estimation, with the latter leading to nonconcave optimization problems. Analytical characterizations of the locally D-optimal saturated designs are provided for the Michaelis–Menten, $E_{\rm max}$ and exponential regression models. Through concrete applications, we illustrate how measurement errors in the covariates affect the optimal choice of design and show that the locally D-optimal saturated designs are highly efficient for relatively small misspecifications of the parameter values.

Suggested Citation

  • M. Konstantinou & H. Dette, 2015. "Locally optimal designs for errors-in-variables models," Biometrika, Biometrika Trust, vol. 102(4), pages 951-958.
    • Handle: RePEc:oup:biomet:v:102:y:2015:i:4:p:951-958.
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    File URL: http://hdl.handle.net/10.1093/biomet/asv048
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    Cited by:

    1. Min-Jue Zhang & Rong-Xian Yue, 2020. "Locally D-optimal designs for heteroscedastic polynomial measurement error models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(6), pages 643-656, August.
    2. Min-Jue Zhang & Rong-Xian Yue, 2021. "Optimal designs for homoscedastic functional polynomial measurement error models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 105(3), pages 485-501, September.

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