A Comparison of Two Criteria for the Design of Experiments for Discriminating Between Models

Abstract

Box and Hill (1967) criticized a criterion for sequential experimental designs suggested by Hunter and Reiner (1965) for ignoring the effect of the variance of predicted responses. Conditions are established under which the two criteria are asymptotically equivalent when there are only two rival models. For moderate samples, both for cases in which the conditions for equivalence hold and for cases in which they do not, simulations fail to reveal any difference in behavior between the two criteria. The extension of the results to criteria for more than two models is discussed.

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