05-38
Design Optimality in Multi-Factor Generalized Linear Models in the Presence of an Unrestricted Quantitative Factor
by Schwabe, R.; Graßhoff, U.; Großmann, H.; Holling, H.
Preprint series: 05-38, Preprints
- MSC:
- 62K05 Optimal designs
- 62J12 Generalized linear models
- 62J15 Paired and multiple comparisons
Abstract: In this paper we show that product type designs are optimal in partially heteroscedastic multi-factor linear models. This result is applied to obtain locally D-optimal designs in multi-factor generalized linear models by means of a canonical transformation. As a consequence we can construct optimal designs for direct logistic response as well as for Bradley-Terry type paired comparison experiments.
Keywords: optimal design, logistic model, generalized linear model, heteroscedastic linear model, additive model, product type design, paired comparison, Bradley-Terry model
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