Two-Stage Adaptive Optimal Design with Fixed First-Stage Sample Size
Joint Authors
Source
Journal of Probability and Statistics
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-15, 15 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-10-04
Country of Publication
Egypt
No. of Pages
15
Main Subjects
Abstract EN
In adaptive optimal procedures, the design at each stage is an estimate of the optimal design based on all previous data.
Asymptotics for regular models with fixed number of stages are straightforward if one assumes the sample size of each stage goes to infinity with the overall sample size.
However, it is not uncommon for a small pilot study of fixed size to be followed by a much larger experiment.
We study the large sample behavior of such studies.
For simplicity, we assume a nonlinear regression model with normal errors.
We show that the distribution of the maximum likelihood estimates converges to a scale mixture family of normal random variables.
Then, for a one parameter exponential mean function we derive the asymptotic distribution of the maximum likelihood estimate explicitly and present a simulation to compare the characteristics of this asymptotic distribution with some commonly used alternatives.
American Psychological Association (APA)
Lane, Adam& Flournoy, Nancy. 2012. Two-Stage Adaptive Optimal Design with Fixed First-Stage Sample Size. Journal of Probability and Statistics،Vol. 2012, no. 2012, pp.1-15.
https://search.emarefa.net/detail/BIM-472115
Modern Language Association (MLA)
Lane, Adam& Flournoy, Nancy. Two-Stage Adaptive Optimal Design with Fixed First-Stage Sample Size. Journal of Probability and Statistics No. 2012 (2012), pp.1-15.
https://search.emarefa.net/detail/BIM-472115
American Medical Association (AMA)
Lane, Adam& Flournoy, Nancy. Two-Stage Adaptive Optimal Design with Fixed First-Stage Sample Size. Journal of Probability and Statistics. 2012. Vol. 2012, no. 2012, pp.1-15.
https://search.emarefa.net/detail/BIM-472115
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-472115