Sequential Robust Design Strategies
Thu, May 16, 2002
University of Alberta, Edmonton, Canada
International Conference on Robust Statistics
The speaker introduces the formal notion of an approximately specified nonlinear regression model and investigates sequential design methodologies when the fitted model is possibly of an incorrect parametric form. He presents small-sample simulation studies which indicate that his new designs can be very successful, relative to some common competitors, in reducing mean squared error due to model misspecification and to heteroscedastic variation. His simulations also suggest that standard normal-theory inference procedures remain approximately valid under the sequential sampling schemes.