Designs for generalized linear models with several variables and model uncertainty

被引:109
|
作者
Woods, D. C. [1 ]
Lewis, S. M.
Eccleston, J. A.
Russell, K. G.
机构
[1] Univ Southampton, Sch Math, Southampton Stat Sci, Southampton SO17 1BJ, Hants, England
[2] Univ Queensland, Sch Phys Sci, Ctr Stat, Brisbane, Qld 4072, Australia
[3] Univ Wollongong, Sch Math & Appl Stat, Wollongong, NSW 2522, Australia
基金
英国工程与自然科学研究理事会;
关键词
binary response; D-optimality; logistic regression; robust design; simulation;
D O I
10.1198/004017005000000571
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Standard factorial designs sometimes may be inadequate for experiments that aim to estimate a generalized linear model, for example, for describing a binary response in terms of several variables. A method is proposed for finding exact designs for such experiments that uses a criterion allowing for uncertainty in the link function, the linear predictor, or the model parameters, together with a design search. Designs are assessed and compared by simulation of the distribution of efficiencies relative to locally optimal designs over a space of possible models. Exact designs are investigated for two applications, and their advantages over factorial and central composite designs are demonstrated.
引用
收藏
页码:284 / 292
页数:9
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