Characterization of c-, L- and φk-optimal designs for a class of non-linear multiple-regression models

• 成果类型: Article
• 署名作者: Schmidt, Dennis
• 署名单位: Otto von Guericke University
• 刊物名称: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
• ISSN/ISSBN: 1369-7412
• DOI: 10.1111/rssb.12292
• 发表日期: 2019
• 页码: 101-120
• 关键词: locally optimal designs

摘要

Optimal designs for multiple-regression models are determined. We consider a general class of non-linear models including proportional hazards models with different censoring schemes, the Poisson and the negative binomial model. For these models we provide a complete characterization of c-optimal designs for all vectors c in the case of a single covariate. For multiple regression with an arbitrary number of covariates, c-optimal designs for certain vectors c are derived analytically. Using some general results on the structure of optimal designs for multiple regression, we determine L- and phi k-optimal designs for models with an arbitrary number of covariates.