Preprint No. A-00-02

Rainer Schwabe, Michael Sahm

A note on optimal bounded designs

Abstract: An equivalence theorem is formulated to characterize optimal designs with general prespecified direct constraints on the design intensity. As an application locally optimal designs are obtained with bounded intensity for the logistic regression model. Moreover, it is shown that for additive models optimal marginally bounded designs can be generated from their optimal counterparts in the corresponding marginal models

Mathematics Subject Classification (MSC91): 62K05 Optimal designs

Language: ENG

Available: Pr-A-00-02.ps

Notes: constrained design, equivalence theorem, optimal design, logistic regression, bounded design intensity, additive model, marginal design

Contact: Schwabe, Rainer; Freie Universität Berlin, Fachbereich Mathematik und Informatik, Arnimallee 2-6, D-14195 Berlin, Germany (schwabe@math.fu-berlin.de)

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