05-06

Utility Balance and Design Optimality in Logistic Models with One Unrestricted Quantitative Factor

by Schwabe, R.; Graßhoff, U.; Großmann, H.; Holling, H.

 

Preprint series: 05-06, Preprints

MSC:
62K05 Optimal designs
62J12 Generalized linear models
62J15 Paired and multiple comparisons

 

Abstract: In this paper we show that product type designs are optimal in partially heteroscedastic multi-factor linear models. This result is applied to obtain locally $D$-optimal designs in multi-factor generalized linear models by means of a canonical transformation. As a consequence we can construct optimal designs for logistic response in paired comparison experiments which are close to the concept of utility balance.

Keywords: optimal design, paired comparison, Bradley-Terry model, logistic model,


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