D-optimal Factorial Designs under Generalized Linear Models

Abstract

Generalized linear models (GLMs) have been used widely for modeling the mean response both for discrete and continuous random variables with an emphasis on categorical response. Recently Yang, Mandal and Majumdar (2013) considered full factorial and fractional factorial locally D-optimal designs for binary response and two-level experimental factors. In this article, we extend their results to a general setup with response belonging to a single-parameter exponential family and for multilevel predictors.

Keywords:

• D-optimality
• Exchange algorithm
• Factorial design
• Generalized linear model
• Lift-one algorithm
• Minimally supported design

Mathematics Subject Classification:

• Primary 62K05
• Secondary 62K15