Optimal Designs for 2^k Factorial Experiments with Binary Response

We consider the problem of obtaining locally D-optimal designs for factorial experiments with binary response and k qualitative factors at two levels each. Yang, Mandal and Majumdar (2011) considered this problem for 22 factorial experiments. In this paper, we generalize the results for 2k designs and explore in new directions. 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.

TR Number: 
Jie Yang, Abhyuday Mandal and Dibyen Majumdar
Key Words: 
Generalized linear model, full factorial design, fractional factorial design, D-optimality, uniform design, EW D-optimal design.

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Lihua Wang (PhD 2004)

Lihua Wang currently works at J.P.Morgan Chase located at Wilmington, Delaware. She is in a risk modeling group focusing on acquisition risk. Lihua's daughter is 13 months now. Lihua's husband Ruijie, Niu, a master student in statistcs department of UGA, also works in J.P.Morgan Chase focusing on portfolio risk analysis.

Thu, 03/15/2007
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