Characterization ofc-,L- andϕk-optimal designs for a class of non-linear multiple-regression models
Journal of the Royal Statistical Society: Series B (Statistical Methodology) · 2019 · Volume 81 · Issue 1
Abstract
Optimal designs for multiple-regression models are determined. We consider a general class of non-linear models including proportional hazards models with different censoring schemes, the Poisson and the negative binomial model. For these models we provide a complete characterization ofc-optimal designs for all vectorscin the case of a single covariate. For multiple regression with an arbitrary number of covariates,c-optimal designs for certain vectorscare derived analytically. Using some general results on the structure of optimal designs for multiple regression, we determineL- and-optimal designs for models with an arbitrary number of covariates.
Keywords
c-optimality, L-optimality, Multiple regression, -optimality, Poisson model, Proportional hazards model with censored data
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