Robust designs for binary data: applications of simulated annealing
When the aim of an experiment is the estimation of a generalized linear model (GLM), standard designs from linear model theory may prove inadequate. This paper describes a flexible approach for finding designs for experiments to estimate GLMs through the use of D-optimality and a simulated annealing algorithm. A variety of uncertainties in the model can be incorporated into the design search, including the form of the linear predictor, through use of a robust design-selection criterion and a postulated model space. New methods appropriate for screening experiments and the incorporation of correlations between possible model parameters are described using examples. An updating formula for D-optimality under a GLM is presented, which improves the computational efficiency of the search.
simulation generalized linear models screening experiments optimal design prior information