D-optimal and nearly D-optimal exact designs for binary response on the ball
Martin Radloff () and
Rainer Schwabe ()
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Martin Radloff: Otto-von-Guericke University
Rainer Schwabe: Otto-von-Guericke University
Statistical Papers, 2023, vol. 64, issue 4, No 2, 1040 pages
Abstract:
Abstract In this paper the results of Radloff and Schwabe (Stat Papers 60:165–177, 2019) will be extended for a special class of symmetrical intensity functions. This includes binary response models with logit and probit link. To evaluate the position and the weights of the two non-degenerated orbits on the k-dimensional ball usually a system of three equations has to be solved. The symmetry allows to reduce this system to a single equation. As a further result, the number of support points can be reduced to the minimal number. These minimally supported designs are highly efficient. The results can be generalized to arbitrary ellipsoidal design regions.
Keywords: Binary response model; D-optimality; k-dimensional ball; Logit and probit model; Multiple regression model; Simplex; 62K05; 62J12 (search for similar items in EconPapers)
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:spr:stpapr:v:64:y:2023:i:4:d:10.1007_s00362-023-01434-z
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DOI: 10.1007/s00362-023-01434-z
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