Standardized maximin D- and c-optimal designs for the Poisson-Gamma model

被引:1
|
作者
Schmidt, Marius [1 ]
机构
[1] Otto von Guericke Univ, Inst Math Stochast, PF 4120, D-39016 Magdeburg, Germany
关键词
Poisson-Gamma model; Poisson model; Standardized maximin D- and c-optimality; Maximin algorithm; COUNT DATA; REGRESSION;
D O I
10.1007/s00184-022-00890-1
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The Poisson-Gamma model is obtained as a generalization of the Poisson model, when Gamma distributed block effects are assumed for Poisson count data. We show that optimal designs for estimating linear combinations of the model parameters coincide for the case of known and unknown parameters of the Gamma distribution. To obtain robust designs regarding parameter misspecification we determine standardized maximin D-optimal designs for a binary and a continuous design region. For standardized maximin c-optimality we show that the optimal designs for the Poisson-Gamma and Poisson model are equal and derive optimal designs for both models.
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页码:697 / 721
页数:25
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