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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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DOI: 10.1016/j.spl.2019.108692

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