The effect of small sample on optimal designs for logistic regression models
S. Mehr Mansour and
M. Niaparast
Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 12, 2893-2903
Abstract:
Asymptotic methods are commonly used in statistical inference for unknown parameters in binary data models. These methods are based on large sample theory, a condition which may be in conflict with small sample size and hence leads to poor results in the optimal designs theory. In this paper, we apply the second order expansions of the maximum likelihood estimator and derive a matrix formula for the mean square error (MSE) to obtain more precise optimal designs based on the MSE. Numerical results indicate the new optimal designs are more efficient than the optimal designs based on the information matrix.
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:48:y:2019:i:12:p:2893-2903
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DOI: 10.1080/03610926.2018.1473592
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