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A new optimality criterion is proposed that chooses the experimental design to minimize the asymptotic mean squared error of the frequentist model averaging estimate. Necessary conditions for the optimal solution of a locally and Bayesian optimal design problem are established. The results are illustrated in several examples, and it is demonstrated that Bayesian optimal designs can yield a reduction of the mean squared error of the model averaging estimator by up to 45%.<\/jats:p>","DOI":"10.1093\/biomet\/asz036","type":"journal-article","created":{"date-parts":[[2019,6,25]],"date-time":"2019-06-25T14:01:15Z","timestamp":1561471275000},"page":"665-682","source":"Crossref","is-referenced-by-count":6,"title":["Optimal designs for frequentist model averaging"],"prefix":"10.1093","volume":"106","author":[{"given":"K","family":"Alhorn","sequence":"first","affiliation":[{"name":"Fakult\u00e4t Statistik, Technische Universit\u00e4t Dortmund, Dortmund, Germany"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"K","family":"Schorning","sequence":"additional","affiliation":[{"name":"Fakult\u00e4t f\u00fcr Mathematik, Ruhr-Universit\u00e4t Bochum, Bochum, Germany"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"H","family":"Dette","sequence":"additional","affiliation":[{"name":"Fakult\u00e4t f\u00fcr Mathematik, Ruhr-Universit\u00e4t Bochum, Bochum, Germany"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"286","published-online":{"date-parts":[[2019,7,13]]},"reference":[{"key":"2019081209353396000_B1","doi-asserted-by":"crossref","first-page":"581","DOI":"10.1007\/s10928-017-9550-0","article-title":"Model selection and averaging of nonlinear mixed-effect models for robust phase III dose selection","volume":"44","author":"Aoki,","year":"2017","journal-title":"J. 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