D-optimal designs for Poisson regression with synergetic interaction effect

Fritjof Freise (), Ulrike Graßhoff (), Frank Röttger () and Rainer Schwabe ()
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Fritjof Freise: University of Veterinary Medicine Hannover
Ulrike Graßhoff: Humboldt-University Berlin
Frank Röttger: University of Geneva
Rainer Schwabe: Otto-von-Guericke-University Magdeburg

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2021, vol. 30, issue 4, No 9, 1004-1025

Abstract: Abstract We characterize D-optimal designs in the two-dimensional Poisson regression model with synergetic interaction and provide an explicit proof. The proof is based on the idea of reparameterization of the design region in terms of contours of constant intensity. This approach leads to a substantial reduction in complexity as properties of the sensitivity can be treated along and across the contours separately. Furthermore, some extensions of this result to higher dimensions are presented.

Keywords: D-optimal design; Poisson regression; Interaction; Synergy effect; Minimally supported design; Primary 62K05; Secondary 62J12 (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1007/s11749-020-00752-w

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