D-optimality;
EW D-optimal design;
fractional factorial design;
full factorial design;
generalized linear model;
uniform design;
GENERALIZED LINEAR-MODELS;
NONLINEAR MODELS;
ROBUST;
D O I:
10.5705/ss.2013.265
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:
We consider the problem of obtaining D-optimal designs for factorial experiments with a binary response and k qualitative factors each at two levels. We obtain a characterization of locally D-optimal designs. We then develop efficient numerical techniques to search for locally D-optimal designs. Using prior distributions on the parameters, we investigate EW D-optimal designs that maximize the determinant of the expected information matrix. It turns out that these designs can be obtained easily using our algorithm for locally D-optimal designs and are good surrogates for Bayes D-optimal designs. We also investigate the properties of fractional factorial designs and study robustness with respect to the assumed parameter values of locally D-optimal designs.
机构:
Microsoft Corp, Anal & Experimentat, One Microsoft Way, Redmond, WA 98052 USAMicrosoft Corp, Anal & Experimentat, One Microsoft Way, Redmond, WA 98052 USA