Saturated Locally Optimal Designs Under Differentiable Optimality Criteria
PublisherInstitute of Mathematical Statistics
MetadataShow full item record
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.
generalized linear model
locally optimal design