Casero-Alonso V, López-Fidalgo J, Torsney B. A computer tool for a minimax criterion in binary response and heteroscedastic simple linear regression models.
COMPUTER METHODS AND PROGRAMS IN BIOMEDICINE 2017;
138:105-115. [PMID:
27886709 DOI:
10.1016/j.cmpb.2016.10.009]
[Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Key Words] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 07/09/2016] [Revised: 09/14/2016] [Accepted: 10/18/2016] [Indexed: 06/06/2023]
Abstract
BACKGROUND AND OBJECTIVE
Binary response models are used in many real applications. For these models the Fisher information matrix (FIM) is proportional to the FIM of a weighted simple linear regression model. The same is also true when the weight function has a finite integral. Thus, optimal designs for one binary model are also optimal for the corresponding weighted linear regression model. The main objective of this paper is to provide a tool for the construction of MV-optimal designs, minimizing the maximum of the variances of the estimates, for a general design space.
METHODS
MV-optimality is a potentially difficult criterion because of its nondifferentiability at equal variance designs. A methodology for obtaining MV-optimal designs where the design space is a compact interval [a, b] will be given for several standard weight functions.
RESULTS
The methodology will allow us to build a user-friendly computer tool based on Mathematica to compute MV-optimal designs. Some illustrative examples will show a representation of MV-optimal designs in the Euclidean plane, taking a and b as the axes. The applet will be explained using two relevant models. In the first one the case of a weighted linear regression model is considered, where the weight function is directly chosen from a typical family. In the second example a binary response model is assumed, where the probability of the outcome is given by a typical probability distribution.
CONCLUSIONS
Practitioners can use the provided applet to identify the solution and to know the exact support points and design weights.
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