J. López Fidalgo, E. R. Benítez Sastoque
The state of the art related to parameter correlation in two-parameter models was reviewed. The apparent contradictions between the different authors regarding the ability of the D-criterion to simultaneously reduce the correlation and the area of the confidence ellipse in two-parameter models were analyzed. Two main approaches were found: 1) those who consider that the optimality criteria simultaneously control the precision and correlation of the parameter estimators; and 2) those that consider a combination of criteria to achieve the same objective. An analytical criterion was elaborated that combines in its structure both the optimality of the precision of the estimators of the parameters and the reduction of the correlation between them. This criterion showed a superior behavior to all the strategies and criteria to control at the same time the precision and the decorrelation of the estimator of the parameters.
Keywords: Correlation of the estimators of the parameters, D-optimum, E-optimum, Two-parameter models.
Scheduled
GT06.DEX2 Invited Session
November 8, 2023 4:00 PM
CC2: Conference Room