OPTIMAL DESIGNS FOR 2k FACTORIAL EXPERIMENTS WITH BINARY RESPONSE

被引:18
|
作者
Yang, Jie [1 ]
Mandal, Abhyuday [2 ]
Majumdar, Dibyen [1 ]
机构
[1] Univ Illinois, Dept Math Stat & Comp Sci, Chicago, IL 60607 USA
[2] Univ Georgia, Dept Stat, Athens, GA 30602 USA
关键词
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.
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页码:385 / 411
页数:27
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