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

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...

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Veröffentlicht in:Journal of the Royal Statistical Society. Series B (Statistical Methodology). - Blackwell Publishers. - 81(2019), 1, Seite 101-120
1. Verfasser: Schmidt, Dennis (VerfasserIn)
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 2019
Zugriff auf das übergeordnete Werk:Journal of the Royal Statistical Society. Series B (Statistical Methodology)
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520 |a 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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