D-optimal designs for multinomial logistic models
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Publication:2196203
DOI10.1214/19-AOS1834zbMATH Open1453.62606OpenAlexW3030709430MaRDI QIDQ2196203FDOQ2196203
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.
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Cited in
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- \(D\)-optimal conjoint choice designs with no-choice options for a nested logit model
- Locally D-Optimal Designs for Hierarchical Response Experiments
- Optimal Experimental Designs for Multilevel Logistic Models with Two Binary Predictors
- Optimum Experimental Designs for Multinomial Logistic Models
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- Optimal designs for beta-binomial logistic regression models
- \(D\)- and \(A\)-optimal allocations in a multipoint grouped logit designed experiment
- Robust designs for multivariate logistic regression
- Modified D-optimal design for logistic model
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