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

DOI10.1214/14-EJS926zbMATH Open1298.62136arXiv1306.5289MaRDI QIDQ405356FDOQ405356

Authors: Liping Tong, Hans W. Volkmer, Jie Yang 

Publication date: 5 September 2014

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

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.

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

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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)

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Cited In (4)

• On local optimality of vertex type designs in generalized linear models
• Optimal design measures under asymmetric errors, with application to binary design points
• Analytic solutions for locally optimal designs for gamma models having linear predictors without intercept
• Equivariance and invariance for optimal designs in generalized linear models exemplified by a class of gamma models

Uses Software

• LBFGS-B
• dobson

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