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Persistent link: https://www.econbiz.de/10010298201
Statistical models of unobserved heterogeneity are typically formalized as mix- tures of simple parametric models and interest naturally focuses on testing for homogeneity versus general mixture alternatives. Many tests of this type can be interpreted as C(») tests, as in Neyman (1959), and...
Persistent link: https://www.econbiz.de/10010318728
Statistical models of unobserved heterogeneity are typically formalized as mixtures of simple parametric models and interest naturally focuses on testing for homogeneity versus general mixture alternatives. Many tests of this type can be interpreted as C(») tests, as in Neyman (1959), and shown...
Persistent link: https://www.econbiz.de/10011941493
In contrast to conventional measures, the Focused Information Criterion (FIC) allows the purpose-specific selection of models, thereby reflecting the idea that one kind of model might be appropriate for inferences on a parameter of interest, but not for another. Ever since its invention, the FIC...
Persistent link: https://www.econbiz.de/10010273590
For the problem of percentile estimation of a quantal response curve, we determine multi-objective designs which are robust with respect to misspecifications of the model assumptions. We propose a maximin approach based on efficiencies and provide designs that are simultaneously efficient with...
Persistent link: https://www.econbiz.de/10010296603
We study locally D-optimal designs for some exponential models that are frequently used in the biological sciences. The model can be written as an algebraic sum of two or three exponential terms. We show that approximate locally D-optimal designs are supported at a minimal number of points and...
Persistent link: https://www.econbiz.de/10010296604
We construct efficient designs for the Michaelis-Menten enzyme kinetic model capable of checking model assumption. An extended model, called EMAX model is also considered for this purpose. This model is widely used in pharmacokinetics and reduces to the Michaelis- Menten model for a specific...
Persistent link: https://www.econbiz.de/10010296607
We determine optimal designs for some regression models which are frequently used for describing 3D shapes. These models are based on a Fourier expansion of a function defined on the unit sphere in terms of spherical harmonic basis functions. In particular it is demonstrated that the uniform...
Persistent link: https://www.econbiz.de/10010296608
We consider a class of optimality criteria and show that each crite- rion has its unique and equivalent dual within the class. This property can be used to find a variety of optimal designs, including a class of compound optimal designs and their relationships. As an example, we show that one...
Persistent link: https://www.econbiz.de/10010296610
Properties of a specification test for the parametric form of the variance function in diffusion processes dXt = b (t,Xt) dt + sigma (t,Xt) dWt are discussed. The test is based on the estimation of certain integrals of the volatility function. If the volatility function does not depend on the...
Persistent link: https://www.econbiz.de/10010296615