Robust designs for misspecified logistic models

被引:16
作者
Adewale, Adeniyi J. [2 ]
Wiens, Douglas P. [1 ]
机构
[1] Univ Alberta, Dept Math & Stat Sci, Edmonton, AB T6G 2G1, Canada
[2] Merck Res Labs, N Wales, PA 19454 USA
基金
加拿大自然科学与工程研究理事会;
关键词
Fisher information; Logistic regression; Linear predictor; Monte Carlo sample; Polynomial; Random walk; Simulated annealing; APPROXIMATELY LINEAR-MODELS; BINARY DATA; MINIMAX DESIGNS; REGRESSION; LIKELIHOOD;
D O I
10.1016/j.jspi.2008.05.022
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
We develop criteria that generate robust designs and use such criteria for the construction of designs that insure against possible misspecifications in logistic regression models. The design criteria we propose are different from the classical in that we do not focus on sampling error alone. Instead we use design criteria that account as well for error due to bias engendered by the model misspecification. Our robust designs optimize the average of a function of the sampling error and bias error over a specified misspecification neighbourhood. Examples of robust designs for logistic models are presented, including a case study implementing the methodologies using beetle mortality data. (C) 2008 Elsevier B.V. All rights reserved.
引用
收藏
页码:3 / 15
页数:13
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