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Numerical construction of maximin optimal designs for binary response models

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  • Biedermann, Stefanie
  • Dette, Holger

Abstract

For the binary response model, we determine optimal designs which are robust wit respect to the misspecifications of the unknown parameters. We propose a maximin approach and provide a numerical method to identify the best two point designs for the commonly applied link functions. This method is broadly applicable and can be extended to designs with a given number (>= 2) of support points and further link functions. The results are illustrated for the logistic and probit model, for which the maximin optimal designs are found explicitly.

Suggested Citation

  • Biedermann, Stefanie & Dette, Holger, 2003. "Numerical construction of maximin optimal designs for binary response models," Technical Reports 2003,29, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    • Handle: RePEc:zbw:sfb475:200329
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