Standardized maximin D- and c-optimal designs for the Poisson–Gamma model

Marius Schmidt ()
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Marius Schmidt: Otto-von-Guericke-University Magdeburg

Metrika: International Journal for Theoretical and Applied Statistics, 2023, vol. 86, issue 6, No 4, 697-721

Abstract: Abstract The Poisson–Gamma model is obtained as a generalization of the Poisson model, when Gamma distributed block effects are assumed for Poisson count data. We show that optimal designs for estimating linear combinations of the model parameters coincide for the case of known and unknown parameters of the Gamma distribution. To obtain robust designs regarding parameter misspecification we determine standardized maximin D-optimal designs for a binary and a continuous design region. For standardized maximin c-optimality we show that the optimal designs for the Poisson–Gamma and Poisson model are equal and derive optimal designs for both models.

Keywords: Poisson–Gamma model; Poisson model; Standardized maximin D- and c-optimality; Maximin algorithm; 62K05; 62K25 (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1007/s00184-022-00890-1

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