Numerical Construction of Parameter Maximin D-Optimal Designs for Binary Response Models

نویسندگان

  • Stefanie Biedermann
  • Holger Dette
چکیده

For the binary response model, we determine optimal designs based on the D-optimal criterion which are robust with respect to misspecifications of the unknown parameters. We propose a maximin approach and provide a numerical method to identify the best two point designs for the commonly applied link functions. This method is broadly applicable and can be extended to designs with a given number (≥ 2) of support points and further link functions. The results are illustrated for the logistic and probit model, for which several examples of maximin D-optimal designs are calculated explicitly by our method.

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تاریخ انتشار 2005