Taylor and Francis Group, Journal of Statistical Computation and Simulation, 1-2(55), p. 87-100
DOI: 10.1080/00949659608811751
Full text: Download
We propose a sequential procedure to design optimum experiments for discriminating between two binary data models. For the problem to be fully specified, not only the model link functions should be provided but also their associated linear predictor structures. Further, we suppose that one of the models is true, albeit it is not known which of them. Under these assumptions the procedure consists of making sequential choices of single experimental units to discriminate between the rival models as efficiently as possible. Depending on whether the models are nested or not, alternative methods are proposed. To illustrate the procedure, a simulation study for the classical case of probit versus logit model is presented. It enables us to estimate the total sample sizes required to gain a certain power of discrimination and compare them to sample sizes for methods that were previously suggested in the literature.