Locally D-optimal designs for a wider class of non-linear models on the k-dimensional ball

Martin Radloff () and Rainer Schwabe ()
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Martin Radloff: Otto-von-Guericke-University
Rainer Schwabe: Otto-von-Guericke-University

Statistical Papers, 2019, vol. 60, issue 2, No 11, 515-527

Abstract: Abstract In this paper we extend the results of Radloff and Schwabe ( arXiv:1806.00275 , 2018), which could be applied for example to Poisson regression, negative binomial regression and proportional hazard models with censoring, to a wider class of non-linear multiple regression models. This includes the binary response models with logit and probit link besides others. For this class of models we derive (locally) D-optimal designs when the design region is a k-dimensional ball. For the corresponding construction we make use of the concept of invariance and equivariance in the context of optimal designs as in our previous paper. In contrast to the former results the designs will not necessarily be exact designs in all cases. Instead approximate designs can appear. These results can be generalized to arbitrary ellipsoidal design regions.

Keywords: Binary response models; D-optimality; k-dimensional ball; Logit and probit model; Multiple regression models; 62K05; 62J12 (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1007/s00362-018-01078-4

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