Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Large Robust Designs for Generalized Linear Model

  • Published : 1999.10.31
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Abstract

We consider a minimax approach to make a design robust to many types or uncertainty arising in reality when dealing with non-normal linear models. We try to build a design to protect against the worst case, i.e. to improve the "efficiency" of the worst situation that can happen. In this paper, we especially deal with the generalized linear model. It is a known fact that the generalized linear model is a universal approach, an extension of the normal linear regression model to cover other distributions. Therefore, the optimal design for the generalized linear model has very similar properties as the normal linear model except that it has some special characteristics. Uncertainties regarding the unknown parameters, link function, and the model structure are discussed. We show that the suggested approach is proven to be highly efficient and useful in practice. In the meantime, a computer algorithm is discussed and a conclusion follows.

Keywords

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