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The Mean Squared Error Optimum Design Criterion for Parameter Estimation in Nonlinear Regression Models
Authors:Takashi Daimon  Masashi Goto
Institution:1. Division of Biostatistics, Department of Drug Evaluation and Informatics , School of Pharmaceutical Sciences, University of Shizuoka , Shizuoka, Japan , Japan daimon@u-shizuoka-ken.ac.jp;3. Non Profit Organization Biostatistical Research Association , Osaka, Japan
Abstract:In the context of nonlinear regression models, we propose an optimal experimental design criterion for estimating the parameters that account for the intrinsic and parameter-effects nonlinearity. The optimal design criterion proposed in this article minimizes the determinant of the mean squared error matrix of the parameter estimator that is quadratically approximated using the curvature array. The design criterion reduces to the D-optimal design criterion if there are no intrinsic and parameter-effects nonlinearity in the model, and depends on the scale parameter estimator and on the reparameterization used. Some examples, using a well known nonlinear kinetics model, demonstrate the application of the proposed criterion to nonsequential design of experiments as compared with the D-optimal criterion.
Keywords:D-optimality  Intrinsic or parameter-effects nonlinearity  Locally optimal designs  Quadratic approximation  Reparameterization
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