کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1147564 1489745 2016 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Optimal designs based on the maximum quasi-likelihood estimator
ترجمه فارسی عنوان
طرح بهینه بر اساس برآوردگر شبه احتمال حداکثر
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
چکیده انگلیسی


• Propose optimal designs based on the MqLE that require less stringent model assumptions.
• Discuss asymptotic optimality of the MqLE.
• Develop the theory and an algorithm to find various optimal designs based on the MqLE.
• The proposed designs here provide an alternative to optimal designs based on the MLE when model assumptions are questionable.

We use optimal design theory and construct locally optimal designs based on the maximum quasi-likelihood estimator (MqLE), which is derived under less stringent conditions than those required for the MLE method. We show that the proposed locally optimal designs are asymptotically as efficient as those based on the MLE when the error distribution is from an exponential family, and they perform just as well or better than optimal designs based on any other asymptotically linear unbiased estimators such as the least square estimator (LSE). In addition, we show current algorithms for finding optimal designs can be directly used to find optimal designs based on the MqLE. As an illustrative application, we construct a variety of locally optimal designs based on the MqLE for the 4-parameter logistic (4PL) model and study their robustness properties to misspecifications in the model using asymptotic relative efficiency. The results suggest that optimal designs based on the MqLE can be easily generated and they are quite robust to mis-specification in the probability distribution of the responses.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 178, November 2016, Pages 128–139
نویسندگان
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