A note on locally optimal designs for generalized linear models with restricted support
Osama Idais
Statistics & Probability Letters, 2020, vol. 159, issue C
Abstract:
We consider the generalized linear models. Particular assumptions are proposed to derive a locally optimal design for a model without intercept from a locally optimal design for the corresponding model with intercept and vice versa. We concentrate on D- and A-optimal designs. Applications to Poisson and logistic models and Extensions to nonlinear models are provided.
Keywords: Approximate design; Information matrix; Model without intercept; Optimal design; Saturated design (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:159:y:2020:i:c:s0167715219303384
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DOI: 10.1016/j.spl.2019.108692
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