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Optimal designs for generalized linear models with biased response

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Abstract

This paper is concerned with the search for locally optimal designs when the observations of the response variable arise from a weighted distribution in the exponential family. Locally optimal designs are derived for regression models in which the response follows a weighted version of Normal, Gamma, Inverse Gaussian, Poisson or Binomial distributions. Some conditions are given under which the optimal designs for the weighted and original (non-weighted) distributions are the same. An efficiency study is performed to find out the behavior of the D-optimal designs for the original distribution when they are used to estimate models with weighted distributions.

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Authors and Affiliations

  1. Department of Statistics and Applied Mathematics, University of Almería, Almería, Spain

    I. Ortiz, I. Martínez, C. Rodríguez & Y. del Águila

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  1. I. Ortiz
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  2. I. Martínez
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  3. C. Rodríguez
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  4. Y. del Águila
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Correspondence to I. Ortiz.

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Ortiz, I., Martínez, I., Rodríguez, C. et al. Optimal designs for generalized linear models with biased response. Metrika 70, 225–237 (2009). https://doi.org/10.1007/s00184-008-0188-1

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  • DOI: https://doi.org/10.1007/s00184-008-0188-1

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