Two-stage adaptive optimal design with fixed first-stage sample size
Summary: 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 a 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.
scientific article; zbMATH DE number 6092410
scientific article