Publisher:
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen, Dortmund
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.