Robust Designs For Binary Data: Applications Of Simulated Annealing

Woods, D. C. (2008) Robust Designs For Binary Data: Applications Of Simulated Annealing. Southampton, UK, Southampton Statistical Sciences Research Institute, 15pp. (S3RI Methodology Working Papers, M08/03).


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When the aim of an experiment is the estimation of a Generalised Linear Model (GLM), standard designs
from linear model theory may prove inadequate. This paper describes a flexible approach for finding
designs for experiments to estimate GLMs through the use of D-optimality and a simulated annealing
algorithm. A variety of uncertainties in the model can be incorporated into the design search, including
the form of the linear predictor, through use of a robust design selection criterion and a postulated
model space. New methods appropriate for screening experiments and the incorporation of correlations
between possible model parameters are described through examples. An updating formula for Doptimality
under a GLM is presented which improves the computational efficiency of the search.

Item Type: Monograph (Working Paper)
Subjects: H Social Sciences > HA Statistics
Divisions : University Structure - Pre August 2011 > Southampton Statistical Sciences Research Institute
ePrint ID: 51200
Accepted Date and Publication Date:
9 May 2008Made publicly available
Date Deposited: 09 May 2008
Last Modified: 31 Mar 2016 12:29

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