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2005-38

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..


Series: 2005-38, 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