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On Locally Optimal Designs for Generalized Linear Models with Group Effects
journal contributionposted on 2013-12-13, 00:00 authored by John Stufken, Min Yang
Generalized linear models with group effects are commonly used in scientific studies. However, there appear to be no results for selecting optimal designs. In this paper, we identify the structure of locally optimal designs, provide a general strategy to determine the design points and the corresponding weights for optimal designs, and present theoretical results for the special case of D-optimality. The results can be applied to many commonly studied models, including the logistic, probit, and loglinear models. The design region can be restricted or unrestricted, and the results can also be applied for a multi-stage approach.
Research was partially supported by NSF grants DMS-0706917 and DMS- 1007507 (for JS); and by NSF grants DMS-0707013 and DMS-0748409 (for MY).
Publisher StatementThis is a copy of an article published in the Statistica Sinica © 2012 Academia Sinica, Institute of Statistical Science. The original version is available through Academia Sinica, Institute of Statistical Science at DOI: 10.5705/ss.2010.261.
PublisherAcademia Sinica, Institute of Statistical Science