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 |
| Item ID: | 41830 |
| Date Deposited: | 06 Oct 2006 |
| Last Modified: | 28 Jun 2012 10:41 |
| Contributors: | Biedermann, Stefanie (Author) Dette, Holger (Author) |
| Date: | 2005 |
| Status: | Published |
| Contact Email Address: | S.Biedermann@soton.ac.uk |
| URI: | http://eprints.soton.ac.uk/id/eprint/41830 |
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