Robust designs for Poisson regression models


Autoria(s): McGree, James Matthew; Eccleston, John
Data(s)

18/08/2012

Resumo

We consider the problem of how to construct robust designs for Poisson regression models. An analytical expression is derived for robust designs for first-order Poisson regression models where uncertainty exists in the prior parameter estimates. Given certain constraints in the methodology, it may be necessary to extend the robust designs for implementation in practical experiments. With these extensions, our methodology constructs designs which perform similarly, in terms of estimation, to current techniques, and offers the solution in a more timely manner. We further apply this analytic result to cases where uncertainty exists in the linear predictor. The application of this methodology to practical design problems such as screening experiments is explored. Given the minimal prior knowledge that is usually available when conducting such experiments, it is recommended to derive designs robust across a variety of systems. However, incorporating such uncertainty into the design process can be a computationally intense exercise. Hence, our analytic approach is explored as an alternative.

Formato

application/pdf

Identificador

http://eprints.qut.edu.au/45857/

Publicador

American Statistical Association

Relação

http://eprints.qut.edu.au/45857/4/poisson_technometrics_sub5.pdf

DOI:10.1080/00401706.2012.648867

McGree, James Matthew & Eccleston, John (2012) Robust designs for Poisson regression models. Technometrics, 54, pp. 64-72.

Direitos

Copyright © 2011 American Statistical Association

Fonte

Mathematical Sciences

Palavras-Chave #010405 Statistical Theory #Analytical solution #Canonical form #Compromise design #Average model #Poisson regression #Robust design
Tipo

Journal Article