Characterization of c‐, L‐ and ϕk‐optimal designs for a class of non‐linear multiple‐regression models

Dennis Schmidt

Journal of the Royal Statistical Society Series B, 2019, vol. 81, issue 1, 101-120

Abstract: Optimal designs for multiple‐regression models are determined. We consider a general class of non‐linear models including proportional hazards models with different censoring schemes, the Poisson and the negative binomial model. For these models we provide a complete characterization of c‐optimal designs for all vectors c in the case of a single covariate. For multiple regression with an arbitrary number of covariates, c‐optimal designs for certain vectors c are derived analytically. Using some general results on the structure of optimal designs for multiple regression, we determine L‐ and ϕk‐optimal designs for models with an arbitrary number of covariates.

Date: 2019
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1111/rssb.12292

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssb:v:81:y:2019:i:1:p:101-120

Ordering information: This journal article can be ordered from
http://ordering.onli ... 1111/(ISSN)1467-9868

Access Statistics for this article

Journal of the Royal Statistical Society Series B is currently edited by P. Fryzlewicz and I. Van Keilegom

More articles in Journal of the Royal Statistical Society Series B from Royal Statistical Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().