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Design of experiments for bivariate binary responses modelled by Copula functions

Author

Listed:
  • Denman, N.G.
  • McGree, J.M.
  • Eccleston, J.A.
  • Duffull, S.B.

Abstract

Optimal design for generalized linear models has primarily focused on univariate data. Often experiments are performed that have multiple dependent responses described by regression type models, and it is of interest and of value to design the experiment for all these responses. This requires a multivariate distribution underlying a pre-chosen model for the data. Here, we consider the design of experiments for bivariate binary data which are dependent. We explore Copula functions which provide a rich and flexible class of structures to derive joint distributions for bivariate binary data. We present methods for deriving optimal experimental designs for dependent bivariate binary data using Copulas, and demonstrate that, by including the dependence between responses in the design process, more efficient parameter estimates are obtained than by the usual practice of simply designing for a single variable only. Further, we investigate the robustness of designs with respect to initial parameter estimates and Copula function, and also show the performance of compound criteria within this bivariate binary setting.

Suggested Citation

  • Denman, N.G. & McGree, J.M. & Eccleston, J.A. & Duffull, S.B., 2011. "Design of experiments for bivariate binary responses modelled by Copula functions," Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1509-1520, April.
  • Handle: RePEc:eee:csdana:v:55:y:2011:i:4:p:1509-1520
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    References listed on IDEAS

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    1. Bénédicte Vidaillet & V. d'Estaintot & P. Abécassis, 2005. "Introduction," Post-Print hal-00287137, HAL.
    2. Trivedi, Pravin K. & Zimmer, David M., 2007. "Copula Modeling: An Introduction for Practitioners," Foundations and Trends(R) in Econometrics, now publishers, vol. 1(1), pages 1-111, April.
    3. Alberini Anna, 1995. "Optimal Designs for Discrete Choice Contingent Valuation Surveys: Single-Bound, Double-Bound, and Bivariate Models," Journal of Environmental Economics and Management, Elsevier, vol. 28(3), pages 287-306, May.
    4. Barbara J. Kanninen, 1993. "Optimal Experimental Design for Double-Bounded Dichotomous Choice Contingent Valuation," Land Economics, University of Wisconsin Press, vol. 69(2), pages 138-146.
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    Cited by:

    1. Laura Deldossi & Silvia Angela Osmetti & Chiara Tommasi, 2019. "Optimal design to discriminate between rival copula models for a bivariate binary response," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(1), pages 147-165, March.
    2. S. G. J. Senarathne & C. C. Drovandi & J. M. McGree, 2020. "Bayesian sequential design for Copula models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(2), pages 454-478, June.
    3. Elisa Perrone & Andreas Rappold & Werner G. Müller, 2017. "$$D_s$$ D s -optimality in copula models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 26(3), pages 403-418, August.

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