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A compound optimality criterion for D-efficient and separation-robust designs for the logistic regression model

机译:对Logistic回归模型的D高效和分离 - 鲁棒设计的复合最优标准

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摘要

TheDMP-criterion is proposed to generate optimal designs for the logistic regression model with reduced separation probabilities. This compound criterion has two components: (a) theD-efficiency of the candidate design and (b) a penalty term that captures the average distance of the candidate design's support points from the region of maximum prediction variance (MPV). ADMP-optimal design maximizes theDMP-criterion. The aim is to obtain compromise experimental designs with highD-efficiencies that are more robust to separation than aD-optimal design of equal size. This paper presents theDMP-criterion and demonstrates examples of its potential use as a means of mitigating separation in the design phase of a binary response experiment. For the examples presented, the localDMP-optimal designs offer a 20-30% reduction in separation probability over the localD-optimal designs while maintainingD-efficiencies over 93%. A robust design methodology is also demonstrated, where a robustDMP-optimal design is compared to a BayesianD-optimal design and shown to have comparableD-efficiencies across a range of randomly drawn parameter values while offering a mean reduction in separation probability of 23.9%.
机译:提出了对逻辑回归模型的最佳设计,具有降低的分离概率来生成最佳设计。该复合标准具有两个组成部分:(a)候选设计的效率和(b)罚款术语,其从最大预测方差(MPV)的区域中捕获候选设计的支持点的平均距离。 ADPP-最佳设计最大限度地提高了题目。目的是获得具有高效率的损害实验设计,这些设计比相同尺寸的广告最优设计更强大。本文介绍了题目标准,并证明其潜在用途的例子作为二元响应实验的设计阶段中的缓解分离的手段。对于所提出的示例,LocalDMP-Optimal设计提供了20-30%的分离概率降低了LocalD-Optimal设计,同时维持效率超过93%。还证明了一种稳健的设计方法,其中robustdmp-最优设计与贝叶斯D-Optimal设计进行了比较,并且在一系列随机绘制的参数值中显示了比较效率,同时提供23.9%的平均降低。

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