D-optimal designs with ordered categorical data

DOI10.5705/SS.202016.0210MaRDI QIDQ4601258zbMATH OpenOpenAlexFDO

Authors Jie Yang, Liping Tong, Abhyuday Mandal

Publication date 12 January 2018

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1502.05990

zbMATH Keywords

approximate designordinal datacumulative link modelexact designmultinomial responseminimally supported design

Mathematics Subject Classification ID

Optimal statistical designs (62K05)

Abstract: Cumulative link models have been widely used for ordered categorical responses. Uniform allocation of experimental units is commonly used in practice, but often suffers from a lack of efficiency. We consider D-optimal designs with ordered categorical responses and cumulative link models. For a predetermined set of design points, we derive the necessary and sufficient conditions for an allocation to be locally D-optimal and develop efficient algorithms for obtaining approximate and exact designs. We prove that the number of support points in a minimally supported design only depends on the number of predictors, which can be much less than the number of parameters in the model. We show that a D-optimal minimally supported allocation in this case is usually not uniform on its support points. In addition, we provide EW D-optimal designs as a highly efficient surrogate to Bayesian D-optimal designs. Both of them can be much more robust than uniform designs.

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Cited in

(7)

• Identifying the most appropriate order for categorical responses
• Locally D-Optimal Designs for Hierarchical Response Experiments
• D-optimal designs for multinomial logistic models
• ForLion: a new algorithm for D-optimal designs under general parametric statistical models with mixed factors
• Support point of locally optimal designs for multinomial logistic regression models
• On prediction error variance to determining optimal design for two variable quadratic logistic model
• A comparison of general-purpose optimization algorithms for finding optimal approximate experimental designs

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