A note on optimal designs for a two-part model

Cong Han

Statistics & Probability Letters, 2003, vol. 65, issue 4, 343-351

Abstract: D- and DA-optimal designs are investigated for a model where the response is a mixture of zero and a lognormal random variable, and can be modelled using a logit model combined with a linear regression on the logarithm of the lognormal part. The DA-optimal design for estimating the logit model parameters is shown to coincide with the D-optimal design for the usual logit model. The DA-optimal design for estimating the linear model parameters is derived analytically. Among two-point designs, an analytic solution is given for the design that maximizes the D-optimality.

Keywords: Optimal; design; Mixture; response; Linear; regression; Logistic; regression (search for similar items in EconPapers)
Date: 2003
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