Locally optimal designs for gamma models

被引:6
|
作者
Gaffke, Norbert [1 ]
Idais, Osama [1 ]
Schwabe, Rainer [1 ]
机构
[1] Univ Magdeburg, Fac Math, PF 4120, D-39016 Magdeburg, Germany
关键词
Power link function; Generalized linear models; Approximate design; Equivalence theorem; Complete class; D- and A-optimality; GENERALIZED LINEAR-MODELS;
D O I
10.1016/j.jspi.2019.04.002
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
Gamma models with a power link function are considered constituting a particular class of Generalized Linear Models. Relevant structures for the linear predictor are employed covering the common models studied in the literature. One or more quantitative factors with first order effects are assumed. Also, an extended model is considered including additional interaction effects. The notions of locally essentially complete classes and locally complete classes of designs are introduced and such classes are established. On that basis locally D- and A-optimal designs are derived. The properties of particular D-optimal designs are determined via their efficiencies. (C) 2019 Elsevier B.V. All rights reserved.
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页码:199 / 214
页数:16
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