Title | ||
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A Compound Optimality Criterion Ford-Efficient And Separation-Robust Designs For The Logistic Regression Model |
Abstract | ||
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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%. |
Year | DOI | Venue |
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2021 | 10.1002/qre.2768 | QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL |
Keywords | DocType | Volume |
coordinate exchange, D-optimal, experimental design, logistic regression model, nonlinear, optimal design, separation | Journal | 37 |
Issue | ISSN | Citations |
7 | 0748-8017 | 0 |
PageRank | References | Authors |
0.34 | 0 | 3 |
Name | Order | Citations | PageRank |
---|---|---|---|
Anson R. Park | 1 | 0 | 0.34 |
Michelle V. Mancenido | 2 | 0 | 0.34 |
Douglas C. Montgomery | 3 | 106 | 24.05 |