10027/20005
H. LINWEI
H.
LINWEI
M. YANG
M.
YANG
J. STUFKEN
J.
STUFKEN
Saturated Locally Optimal Designs Under
Differentiable Optimality Criteria
University of Illinois at Chicago
2016
Chebyshev system
complete class
generalized linear model
locally optimal design
nonlinear model
2016-01-20 00:00:00
Journal contribution
https://indigo.uic.edu/articles/journal_contribution/Saturated_Locally_Optimal_Designs_Under_Differentiable_Optimality_Criteria/10772495
We develop general theory for finding locally optimal designs in a class of single-covariate models under any differentiable optimality criterion. Yang and Stufken [Ann. Statist. 40 (2012) 1665–1681] and Dette and Schorning [Ann. Statist. 41 (2013) 1260–1267] gave complete class results for optimal designs under such models. Based on their results, saturated optimal designs exist; however, how to find such designs has not been addressed. We develop tools to find saturated optimal designs, and also prove their uniqueness under mild conditions.