Model selection via Bayesian information capacity designs for generalised linear models

David C. Woods, James M. McGree and Susan M. Lewis

Computational Statistics & Data Analysis, 2017, vol. 113, issue C, 226-238

Abstract: The first investigation is made of designs for screening experiments where the response variable is approximated by a generalised linear model. A Bayesian information capacity criterion is defined for the selection of designs that are robust to the form of the linear predictor. For binomial data and logistic regression, the effectiveness of these designs for screening is assessed through simulation studies using all-subsets regression and model selection via maximum penalised likelihood and a generalised information criterion. For Poisson data and log-linear regression, similar assessments are made using maximum likelihood and the Akaike information criterion for minimally-supported designs that are constructed analytically. The results show that effective screening, that is, high power with moderate type I error rate and false discovery rate, can be achieved through suitable choices for the number of design support points and experiment size. Logistic regression is shown to present a more challenging problem than log-linear regression. Some areas for future work are also indicated.

Keywords: Bayesian D-optimality; Factorial experiments; Generalised information criterion; Screening (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:113:y:2017:i:c:p:226-238

DOI: 10.1016/j.csda.2016.10.025

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