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Locally optimal designs for gamma models

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Abstract Gamma models with a power link function are considered constituting a particular class of Generalized Linear Models. Relevant structures for the linear predictor are employed covering the common models… Click to show full abstract

Abstract Gamma models with a power link function are considered constituting a particular class of Generalized Linear Models. Relevant structures for the linear predictor are employed covering the common models studied in the literature. One or more quantitative factors with first order effects are assumed. Also, an extended model is considered including additional interaction effects. The notions of locally essentially complete classes and locally complete classes of designs are introduced and such classes are established. On that basis locally D- and A-optimal designs are derived. The properties of particular D-optimal designs are determined via their efficiencies.

Keywords: designs gamma; optimal designs; gamma models; locally optimal

Journal Title: Journal of Statistical Planning and Inference
Year Published: 2019

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