Abstract
We develop general theory for finding locally optimal designs in a class of single-covariate models under any differentiable optimality criterion. Yang and Stufken [Ann. Statist. 40 (2012) 1665-1681] and Dette and Schorning [Ann. Statist. 41 (2013) 1260-1267] gave complete class results for optimal designs under such models. Based on their results, saturated optimal designs exist; however, how to find such designs has not been addressed. We develop tools to find saturated optimal designs, and also prove their uniqueness under mild conditions.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 30-56 |
| Number of pages | 27 |
| Journal | Annals of Statistics |
| Volume | 43 |
| Issue number | 1 |
| DOIs | |
| State | Published - Feb 1 2015 |
Keywords
- Chebyshev system
- Complete class
- Generalized linear model
- Locally optimal design
- Nonlinear model
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
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