Numerical construction of parameter maximin D-optimal designs for binary response models
For the binary response model, we determine optimal designs based on the D-optimal criterion which are robust with respect to misspecifications of the unknown parameters. We propose a maximin approach and provide a numerical method to identify the best two point designs for the commonly applied link...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
2005.
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| Subjects: | |
| Online Access: | Get fulltext |
| Summary: | For the binary response model, we determine optimal designs based on the D-optimal criterion which are robust with respect to misspecifications of the unknown parameters. We propose a maximin approach and provide a numerical method to identify the best two point designs for the commonly applied link functions. This method is broadly applicable and can be extended to designs with a given number (\geq 2) of support points and further link functions. The results are illustrated for the logistic and probit model, for which several examples of maximin D-optimal designs are calculated explicitly by our method. |
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