ON LOCALLY OPTIMAL DESIGNS FOR GENERALIZED LINEAR MODELS WITH GROUP EFFECTS

被引：14

作者：

Stufken, John ^{[1
]}

Yang, Min ^{[2
,3
]}

机构：

[1] Univ Georgia, Dept Stat, Athens, GA 30602 USA

[2] Univ Illinois, Dept Math Stat & Comp Sci, Sci Off 322, Chicago, IL 60607 USA

[3] Univ Illinois, Dept Math Stat & Comp Sci, Engn Off, Chicago, IL 60607 USA

来源：

STATISTICA SINICA | 2012年 / 22卷 / 04期

基金：

美国国家科学基金会;

关键词：

A-optimality; binary response; D-optimality; Loewner ordering; logistic model; loglinear model; probit model; SUPPORT-POINTS;

D O I：

10.5705/ss.2010.261

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：

Generalized linear models with group effects are commonly used in scientific studies. However, there appear to be no results for selecting optimal designs. In this paper, we identify the structure of locally optimal designs, provide a general strategy to determine the design points and the corresponding weights for optimal designs, and present theoretical results for the special case of D-optimality. The results can be applied to many commonly studied models, including the logistic, probit, and loglinear models. The design region can be restricted or unrestricted, and the results can also be applied for a multi-stage approach.

引用

页码：1765 / 1786

页数：22

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