MINIMAX OPTIMAL DESIGNS IN NONLINEAR-REGRESSION MODELS

Authors
Citation
H. Dette et M. Sahm, MINIMAX OPTIMAL DESIGNS IN NONLINEAR-REGRESSION MODELS, Statistica sinica, 8(4), 1998, pp. 1249-1264
Citations number
19
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
10170405
Volume
8
Issue
4
Year of publication
1998
Pages
1249 - 1264
Database
ISI
SICI code
1017-0405(1998)8:4<1249:MODINM>2.0.ZU;2-Q
Abstract
We consider the maximum variance optimality criterion of Elfving (1959 ) in the context of (nonlinear) response models, Some practical guidel ines for the construction of minimax optimal designs are given. In som e cases this criterion yields one point designs as a consequence of di fferent scales of the elements in the Fisher information matrix. As an alternative a ''standardized'' maximum variance criterion is introduc ed and applied to the calculation of efficient designs. The results ar e illustrated for binary response models and it is demonstrated that i n these models standardized minimax optimality should be preferred to ordinary minimax optimality.