Numerical construction of parameter maximin D-optimal designs for binary response models
Biedermann, Stefanie and Dette, Holger (2005) Numerical construction of parameter maximin D-optimal designs for binary response models. South African Statistical Journal, 39, (2), 127-161.
For the binary response model, we determine optimal designs based on the D-optimal criterion which are robust with respect to misspecifications of the unknown parameters.
We propose a maximin approach and provide a numerical method to identify the best two point designs for the commonly applied link functions. This method is broadly applicable and can be extended to designs with a given number (\geq 2) of support points and further link functions. The results are illustrated for the logistic and probit model, for which several examples of maximin D-optimal designs are calculated explicitly by our method.
|Keywords:||binary response model, robust optimal design, maximin D-optimality, bayesian D-optimality, prior distribution|
|Subjects:||Q Science > QA Mathematics
H Social Sciences > HA Statistics
|Divisions:||University Structure - Pre August 2011 > School of Mathematics > Statistics
|Date Deposited:||06 Oct 2006|
|Last Modified:||28 Jun 2012 10:41|
|Contributors:||Biedermann, Stefanie (Author)
Dette, Holger (Author)
|Contact Email Address:||S.Biedermann@soton.ac.uk|
|RDF:||RDF+N-Triples, RDF+N3, RDF+XML, Browse.|
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