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Optimal discrimination designs for multifactor experiments

Holger Dette, Ingo Röder

The Annals of Statistics · 1997 · Volume 25 · Issue 3

DOI: 10.1214/aos/1069362742

Abstract

In this paper efficient designs are determined when Anderson's procedure is applied in order to identify the degree of a multivariate polynomial regression model. It is shown that the optimal designs are very closely related to model robust designs which maximize a weighted p-mean of D-efficiencies. As a consequence we obtain designs with high efficiency for model discrimination and for the statistical analysis in the identified model.

Keywords

62G10, 62K05, Invariance, model discrimination, Multifactor experiments, Optimal designs

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