IDEAS home Printed from https://ideas.repec.org/a/spr/metrik/v82y2019i6d10.1007_s00184-019-00706-9.html
   My bibliography  Save this article

Equivalence of weighted and partial optimality of experimental designs

Author

Listed:
  • Samuel Rosa

    (Comenius University in Bratislava)

Abstract

The recently introduced weighted optimality criteria for experimental designs allow one to place various emphasis on different parameters or functions of parameters of interest. However, various emphasis on parameter functions can also be expressed by considering the well-developed optimality criteria for estimating a parameter system of interest (the partial optimality criteria). We prove that the approaches of weighted optimality and of partial optimality are in fact equivalent for any eigenvalue-based optimality criterion. This opens up the possibility to use the large body of existing theoretical and computational results for the partial optimality to derive theorems and numerical algorithms for the weighted optimality of experimental designs. We demonstrate the applicability of the proven equivalence on a few examples. We also propose a slight generalization of the weighted optimality so that it can represent the experimental objective consisting of any system of linear estimable functions.

Suggested Citation

  • Samuel Rosa, 2019. "Equivalence of weighted and partial optimality of experimental designs," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(6), pages 719-732, August.
    • Handle: RePEc:spr:metrik:v:82:y:2019:i:6:d:10.1007_s00184-019-00706-9
    DOI: 10.1007/s00184-019-00706-9
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s00184-019-00706-9
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s00184-019-00706-9?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. J. W. Stallings & J. P. Morgan, 2015. "General weighted optimality of designed experiments," Biometrika, Biometrika Trust, vol. 102(4), pages 925-935.
    2. Samuel Rosa & Radoslav Harman, 2017. "Optimal approximate designs for comparison with control in dose-escalation studies," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(3), pages 638-660, September.
    3. Samuel Rosa & Radoslav Harman, 2016. "Optimal approximate designs for estimating treatment contrasts resistant to nuisance effects," Statistical Papers, Springer, vol. 57(4), pages 1077-1106, December.
    4. Samuel Rosa, 2018. "Optimal designs for treatment comparisons represented by graphs," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 102(4), pages 479-503, October.
    5. Morgan, John P. & Wang, Xiaowei, 2010. "Weighted Optimality in Designed Experimentation," Journal of the American Statistical Association, American Statistical Association, vol. 105(492), pages 1566-1580.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Samuel Rosa, 2018. "Optimal designs for treatment comparisons represented by graphs," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 102(4), pages 479-503, October.
    2. Harman, Radoslav & Rosa, Samuel, 2019. "Removal of the points that do not support an E-optimal experimental design," Statistics & Probability Letters, Elsevier, vol. 147(C), pages 83-89.
    3. Duarte, Belmiro P.M. & Atkinson, Anthony C. & P. Singh, Satya & S. Reis, Marco, 2023. "Optimal design of experiments for hypothesis testing on ordered treatments via intersection-union tests," LSE Research Online Documents on Economics 115187, London School of Economics and Political Science, LSE Library.
    4. Samuel Rosa & Radoslav Harman, 2017. "Optimal approximate designs for comparison with control in dose-escalation studies," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(3), pages 638-660, September.
    5. Belmiro P. M. Duarte & Anthony C. Atkinson & Satya P. Singh & Marco S. Reis, 2023. "Optimal design of experiments for hypothesis testing on ordered treatments via intersection-union tests," Statistical Papers, Springer, vol. 64(2), pages 587-615, April.
    6. Rosa, Samuel & Harman, Radoslav, 2022. "Computing minimum-volume enclosing ellipsoids for large datasets," Computational Statistics & Data Analysis, Elsevier, vol. 171(C).
    7. García-Ródenas, Ricardo & García-García, José Carlos & López-Fidalgo, Jesús & Martín-Baos, José Ángel & Wong, Weng Kee, 2020. "A comparison of general-purpose optimization algorithms for finding optimal approximate experimental designs," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:metrik:v:82:y:2019:i:6:d:10.1007_s00184-019-00706-9. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.