Optimal Designs for 2^k Factorial Experiments with Binary Response

Jie Yang; Abhyuday Mandal; Dibyen Majumdar

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arXiv · 1109.5320

Optimal Designs for 2^k Factorial Experiments with Binary Response

Jie Yang·Abhyuday Mandal·Dibyen Majumdar

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Abstract

We consider the problem of obtaining D-optimal designs for factorial experiments with a binary response and $k$ qualitative factors each at two levels. We obtain a characterization for a design to be locally D-optimal. Based on this characterization, we develop efficient numerical techniques to search for locally D-optimal designs. Using prior distributions on the parameters, we investigate EW D-optimal designs, which are designs that maximize the determinant of the expected information matrix. It turns out that these designs can be obtained very easily using our algorithm for locally D-optimal designs and are very good surrogates for Bayes D-optimal designs. We also investigate the properties of fractional factorial designs and study the robustness with respect to the assumed parameter values of locally D-optimal designs.

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BibTeX RIS

Jie Yang, Abhyuday Mandal, Dibyen Majumdar. 2015-01-27. Optimal Designs for 2^k Factorial Experiments with Binary Response. https://arxiv.org/abs/1109.5320

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