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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
Persistent link: https://www.econbiz.de/10002134018
For the Michaelis-Menten model we determine designs which maximize the minimum of the D-efficiencies over a certain interval for the non-linear parameter. The best two point designs can be found explicitly and a characterization is given, when these designs are optimal within the class of all...
Persistent link: https://www.econbiz.de/10009775970
For the binary response model, we determine optimal designs which are robust wit respect to the misspecifications of the unknown parameters. We propose a maximin approach and provide a numerical method to identify the best two point designs for the commonly applied link functions. This method is...
Persistent link: https://www.econbiz.de/10010509827
For the compartmental model we determine optimal designs, which are robust against misspecifications of the unknown model parameters. We propose a maximin approach based on D-efficiencies and provide designs that are optimal with respect to the particular choice of various parameter regions.
Persistent link: https://www.econbiz.de/10010511730
Generalized Methods of Moments (GMM) estimators are a popular tool in econometrics since introduced by Hansen (1982), because this approach provides feasible solutions for many problems present in economic data where least squares or maximum likelihood methods fail when naively applied. These...
Persistent link: https://www.econbiz.de/10014176561