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), pp. 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:
Organisations: Statistics
ePrint ID: 41830
Date :
Date Event
2005Published
Date Deposited: 06 Oct 2006
Last Modified: 16 Apr 2017 18:58
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/41830

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