Numerical construction of maximin optimal designs for binary response models

Stefanie Biedermann and Holger Dette

No 2003,29, Technical Reports from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen

Abstract: For the binary response model, we determine optimal designs which are robust wit respect to the misspecifications of the unknown parameters. We propose a maximin approach and provide a numerical method to identify the best two point designs for the commonly applied link functions. This method is broadly applicable and can be extended to designs with a given number (>= 2) of support points and further link functions. The results are illustrated for the logistic and probit model, for which the maximin optimal designs are found explicitly.

Keywords: Binary response model; robust optimal design; maximin D-optimality; Bayesian D-optimality; prior distribution (search for similar items in EconPapers)
Date: 2003
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Persistent link: https://EconPapers.repec.org/RePEc:zbw:sfb475:200329

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