D-optimal designs for multinomial logistic models

DOI10.1214/19-AOS1834MaRDI QIDQ2196203zbMATH OpenOpenAlexFDO

Authors Xianwei Bu, Dibyen Majumdar, Jie Yang

Publication date 28 August 2020

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1707.03063, https://projecteuclid.org/euclid.aos/1590480042

approximate design exact design Fisher information matrix lift-one algorithm minimally supported design multinomial response

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Generalized linear models (logistic models) (62J12) Optimal statistical designs (62K05)

Abstract: We consider optimal designs for general multinomial logistic models, which cover baseline-category, cumulative, adjacent-categories, and continuation-ratio logit models, with proportional odds, non-proportional odds, or partial proportional odds assumption. We derive the corresponding Fisher information matrices in three different forms to facilitate their calculations, determine the conditions for their positive definiteness, and search for optimal designs. We conclude that, unlike the designs for binary responses, a feasible design for a multinomial logistic model may contain less experimental settings than parameters, which is of practical significance. We also conclude that even for a minimally supported design, a uniform allocation, which is typically used in practice, is not optimal in general for a multinomial logistic model. We develop efficient algorithms for searching D-optimal designs. Using examples based on real experiments, we show that the efficiency of an experiment can be significantly improved if our designs are adopted.

Review text

While there is a sizable and growing literature for optimal designs with binary response, the literature for experiments with more than two categories is limited. In the statistical literature, four kinds of multinomial logit models have been used: baseline-category, cumulative, adjacent-categories and continuation-ratio logit models. Combined with three odd assumptions (proportional, nonproportional, and partial proportional odds), 12 different models for multinomial responses can be generated. The authors work in a general framework which covers all of the 12 models and they present results on (mainly \(D\)-) optimal designs. First they derive the Fisher information matrix and necessary and sufficient conditions for their positive definiteness. Furthermore, they develop efficient algorithms for searching local \(D\)-optimal designs. The authors show that the optimal designs for multinomial responses with three or more categories are remarkably different from the ones for binary responses, in two major aspects: \begin{itemize} \item[(i)] the required minimum number of experimental settings is less than the number of parameters and \item[(ii)] even among minimally supported designs, unlike \(D\)-optimal designs for binary responses, uniform allocation often is not \(D\)-optimal (and can be quite inefficient). \end{itemize} The authors illustrate the results extensively by two real experiments.

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