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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.

Record type: Article

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.

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Published date: 2005
Keywords: binary response model, robust optimal design, maximin D-optimality, bayesian D-optimality, prior distribution
Organisations: Statistics

Identifiers

Local EPrints ID: 41830
URI: http://eprints.soton.ac.uk/id/eprint/41830
ISSN: 0038-271X
PURE UUID: edfc138e-8e48-4a70-9513-83014131a8d2

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Date deposited: 06 Oct 2006
Last modified: 17 Jul 2017 15:27

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Contributors

Author: Holger Dette

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