Characterization of c-, L- and ϕk -optimal designs for a class of non-linear multiple-regression models
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 de...
Veröffentlicht in: | Journal of the Royal Statistical Society. Series B (Statistical Methodology). - Blackwell Publishers. - 81(2019), 1, Seite 101-120 |
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1. Verfasser: | |
Format: | Online-Aufsatz |
Sprache: | English |
Veröffentlicht: |
2019
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Zugriff auf das übergeordnete Werk: | Journal of the Royal Statistical Society. Series B (Statistical Methodology) |
Zusammenfassung: | 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 ϕk -optimal designs for models with an arbitrary number of covariates. |
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ISSN: | 14679868 |