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Some robust design strategies for percentile estimation in binary response models

Some robust design strategies for percentile estimation in binary response models
Some robust design strategies for percentile estimation in binary response models
For the problem of percentile estimation of a quantal response curve, the authors determine multi-objective designs which are robust with respect to misspecifications of the model assumptions. They propose a maximin approach based on efficiencies and provide designs that are simultaneously efficient with respect to the particular choice of various parameter regions and link functions. Furthermore, the authors deal with the problems of designing model and percentile robust experiments and give various examples of such designs, which are calculated numerically.
Binary response model, robust optimal design, c-efficiency, percentile estimation, multi-objective designs
0319-5724
603-622
Biedermann, Stefanie
fe3027d2-13c3-4d9a-bfef-bcc7c6415039
Dette, Holger
8c7b1c2e-3adc-45df-acfc-9e76509a228e
Pepelyshev, Andrey
136925bf-d2eb-4d4f-998f-48218155ce62
Biedermann, Stefanie
fe3027d2-13c3-4d9a-bfef-bcc7c6415039
Dette, Holger
8c7b1c2e-3adc-45df-acfc-9e76509a228e
Pepelyshev, Andrey
136925bf-d2eb-4d4f-998f-48218155ce62

Biedermann, Stefanie, Dette, Holger and Pepelyshev, Andrey (2006) Some robust design strategies for percentile estimation in binary response models. Canadian Journal of Statistics, 34 (4), 603-622.

Record type: Article

Abstract

For the problem of percentile estimation of a quantal response curve, the authors determine multi-objective designs which are robust with respect to misspecifications of the model assumptions. They propose a maximin approach based on efficiencies and provide designs that are simultaneously efficient with respect to the particular choice of various parameter regions and link functions. Furthermore, the authors deal with the problems of designing model and percentile robust experiments and give various examples of such designs, which are calculated numerically.

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Published date: 1 December 2006
Keywords: Binary response model, robust optimal design, c-efficiency, percentile estimation, multi-objective designs
Organisations: Statistics

Identifiers

Local EPrints ID: 41817
URI: http://eprints.soton.ac.uk/id/eprint/41817
ISSN: 0319-5724
PURE UUID: 055d7927-9317-4efe-8089-fb2fc33f1e8d
ORCID for Stefanie Biedermann: ORCID iD orcid.org/0000-0001-8900-8268

Catalogue record

Date deposited: 05 Oct 2006
Last modified: 03 Dec 2019 01:46

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