Optimal designs for the logit and probit models for binary data

被引:14
|
作者
Sitter, RR
Fainaru, I
机构
[1] SIMON FRASER UNIV, DEPT MATH & STAT, BURNABY, BC V5A 1S6, CANADA
[2] CARLETON UNIV, DEPT MATH & STAT, OTTAWA, ON K1S 5B6, CANADA
关键词
Fieller's theorem; locally optimal designs; quantal response;
D O I
10.2307/3315730
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 optimal designs for a class of symmetric models for binary data which includes the common probit and logit models. We show that for a large group of optimality criteria which includes the main ones in the literature (e.g. A-, D-, E-, F- and G-optimality) the optimal design for our class of models is a two-point design with support points symmetrically placed about the ED50 but with possibly unequal weighting. We demonstrate how one can further reduce the problem to a one-variable optimization by characterizing various of the common criteria. We also use the results to demonstrate major qualitative differences between the F- and c-optimal designs, two design criteria which have similar motivation.
引用
收藏
页码:175 / 190
页数:16
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