Analytic solutions for D-optimal factorial designs under generalized linear models

DOI10.1214/14-EJS926MaRDI QIDQ405356zbMATH OpenFDO

Authors Liping Tong, Hans W. Volkmer, Jie Yang

Publication date 5 September 2014

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1306.5289

zbMATH Keywords

factorial designgeneralized linear modelanalytic solutionD-optimal designKarush-Kuhn-Tucker condition

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Optimal statistical designs (62K05) Factorial statistical designs (62K15)

Abstract: We develop two analytic approaches to solve D-optimal approximate designs under generalized linear models. The first approach provides analytic D-optimal allocations for generalized linear models with two factors, which include as a special case the $2^2$ main-effects model considered by Yang, Mandal and Majumdar (2012). The second approach leads to explicit solutions for a class of generalized linear models with more than two factors. With the aid of the analytic solutions, we provide a necessary and sufficient condition under which a D-optimal design with two quantitative factors could be constructed on the boundary points only. It bridges the gap between D-optimal factorial designs and D-optimal designs with continuous factors.

Recommendations

• scientific article; zbMATH DE number 862309
• D-optimal factorial designs under generalized linear models
• Optimal designs for generalized linear models
• Design optimality in multi-factor generalized linear models in the presence of an unrestricted quantitative factor
• D-optimal designs for generalised linear models with variance proportional to the square of the mean

Cites work

• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• scientific article; zbMATH DE number 572280 (Why is no real title available?)
• scientific article; zbMATH DE number 2012514 (Why is no real title available?)
• scientific article; zbMATH DE number 788255 (Why is no real title available?)
• scientific article; zbMATH DE number 3067835 (Why is no real title available?)
• A Limited Memory Algorithm for Bound Constrained Optimization
• An introduction to generalized linear models
• Bayesian experimental design: A review
• Design issues for generalized linear models: a review
• Locally Optimal Designs for Estimating Parameters
• Maximin designs for exponential growth models and heteroscedastic polynomial models
• On locally optimal designs for generalized linear models with group effects
• Optimal designs for two-level factorial experiments with binary response
• Optimum experimental designs, with SAS
• Recent Advances in Nonlinear Experimental Design
• Robust experiment design via maximin optimization

Cited in

(6)

• Analytic solutions for locally optimal designs for gamma models having linear predictors without intercept
• Approximate and exact optimal designs for \(2^k\) factorial experiments for generalized linear models via second order cone programming
• On local optimality of vertex type designs in generalized linear models
• Optimal design measures under asymmetric errors, with application to binary design points
• Equivariance and invariance for optimal designs in generalized linear models exemplified by a class of gamma models
• D-optimal factorial designs under generalized linear models

Describes a project that uses

Uses Software

• LBFGS-B
• dobson

This page was built for publication: Analytic solutions for D-optimal factorial designs under generalized linear models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q405356)