|
EconStor >
Technische Universität Dortmund >
Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, Technische Universität Dortmund >
Technical Reports, SFB 475, TU Dortmund >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/49355
|
| | |
| Title: | | Numerical construction of maximin optimal designs for binary response models  |
| Authors: | | Biedermann, Stefanie Dette, Holger |
| Issue Date: | | 2003 |
| Series/Report no.: | | Technical Report // Universität Dortmund, SFB 475 Komplexitätsreduktion in Multivariaten Datenstrukturen 2003,29 |
| Abstract: | | For the binary response model, we determine optimal designs which are robust wit respect to the 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 the maximin optimal designs are found explicitly. |
| Subjects: | | Binary response model robust optimal design maximin D-optimality Bayesian D-optimality prior distribution |
| Document Type: | | Working Paper |
| Appears in Collections: | | Technical Reports, SFB 475, TU Dortmund
|
| |
| | |
Download bibliographical data as:
BibTeX
|
| |
Share on:http://hdl.handle.net/10419/49355
|
Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.
|