Using a one-parameter model to sequentially estimate the root of a regression function.

DOI10.1016/S0167-9473(99)00107-3MaRDI QIDQ1583204zbMATH OpenOpenAlexWikidataFDO

Authors Larry Zaiqian Shen, John O'Quigley

Publication date 26 October 2000

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-9473(99)00107-3

zbMATH Keywords

Consistencysequential designstochastic approximation

Mathematics Subject Classification ID

Sequential estimation (62L12)

Review text

This paper considers sequential estimation of the root of a regression function. We explore the possibility of using a one-parameter model to fit data that is collected sequentially and then calculate the value of the design variable for the next observation. This design value itself can serve as an estimator of the root. We find that when the design variable has continuous values, our estimates are consistent. However, when the design variable has discrete values, there are situations in which the estimates can get `stuck' at the wrong value and the method then fails to converge to the correct point. Nonetheless, under certain conditions, we can establish the consistency of the estimates even if the design variable is discrete.

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Cites work

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Cited in

(2)

• Dose-finding designs for HIV studies
• Continual reassessment and related dose-finding designs

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