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.

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Description/Abstract

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.

Item Type: Article
ISSNs: 0038-271X (print)
Related URLs:
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
ePrint ID: 41830
Date Deposited: 06 Oct 2006
Last Modified: 27 Mar 2014 18:26
URI: http://eprints.soton.ac.uk/id/eprint/41830

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