On efficient design of pilot experiment for generalized linear models

DOI10.1007/S42519-021-00222-YMaRDI QIDQ2063876zbMATH OpenOpenAlexFDO

Authors Yiou Li, Xinwei Deng

Publication date 3 January 2022

Published in Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2103.11493

zbMATH Keywords

design efficiencydiscrepancymodel uncertaintyoptimal design

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Optimal statistical designs (62K05)

Abstract: The experimental design for a generalized linear model (GLM) is important but challenging since the design criterion often depends on model specification including the link function, the linear predictor, and the unknown regression coefficients. Prior to constructing locally or globally optimal designs, a pilot experiment is usually conducted to provide some insights on the model specifications. In pilot experiments, little information on the model specification of GLM is available. Surprisingly, there is very limited research on the design of pilot experiments for GLMs. In this work, we obtain some theoretical understanding of the design efficiency in pilot experiments for GLMs. Guided by the theory, we propose to adopt a low-discrepancy design with respect to some target distribution for pilot experiments. The performance of the proposed design is assessed through several numerical examples.

Recommendations

• Sequential Experimental Designs for Generalized Linear Models
• Design issues for generalized linear models: a review
• Design of experiments for generalized linear models
• D-optimal factorial designs under generalized linear models
• Factorial experimental designs and generalized linear models

Cites work

• A distribution-free approach to inducing rank correlation among input variables
• A generalized discrepancy and quadrature error bound
• A Graphical Method for Finding Maximin Efficiency Designs
• A prediction-oriented optimal design for visualisation recommender systems
• An efficient algorithm for Elastic I‐optimal design of generalized linear models
• Application of Threshold-Accepting to the Evaluation of the Discrepancy of a Set of Points
• Bayesian-Optimal Design via Interacting Particle Systems
• Continuous optimal designs for generalized linear models under model uncertainty
• Controlling Correlations in Latin Hypercube Samples
• Designs for generalized linear models
• Experiments: planning, analysis, and optimization
• Exploratory designs for computational experiments
• Goodness-of-fit statistics, discrepancies and robust designs
• scientific article; zbMATH DE number 6486637 (Why is no real title available?)
• scientific article; zbMATH DE number 1203748 (Why is no real title available?)
• scientific article; zbMATH DE number 1086072 (Why is no real title available?)
• scientific article; zbMATH DE number 800961 (Why is no real title available?)
• scientific article; zbMATH DE number 1390099 (Why is no real title available?)
• scientific article; zbMATH DE number 5055767 (Why is no real title available?)
• Low-discrepancy and low-dispersion sequences
• Matrix completion with covariate information
• Maximind-optimal designs for binary longitudinal responses
• Maximum projection designs for computer experiments
• Meshfree approximation methods with Matlab. With CD-ROM.
• On optimal designs for nonlinear models: a general and efficient algorithm
• Optimum experimental designs, with SAS
• The mean square discrepancy of randomized nets
• Theory of Reproducing Kernels
• Uniform Design: Theory and Application
• Uniform designs limit aliasing
• When are integration and discrepancy tractable?

Describes a project that uses

Uses Software

• Matlab

This page was built for publication: On efficient design of pilot experiment for generalized linear models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2063876)