Corpus ID: 174801662

EI-Optimal Design: An Efficient Algorithm for Elastic I-optimal Design of Generalized Linear Models

@article{Li2018EIOptimalDA,
  title={EI-Optimal Design: An Efficient Algorithm for Elastic I-optimal Design of Generalized Linear Models},
  author={Yiou Li and Xinwei Deng},
  journal={arXiv: Methodology},
  year={2018}
}
The generalized linear models (GLMs) are widely used in statistical analysis and the related design issues are undoubtedly challenging. The state-of-the-art works mostly apply to design criteria on the estimates of regression coefficients. It is of importance to study optimal designs from the prediction aspects for generalized linear models. In this work, we consider the Elastic I-optimality as a prediction-oriented design criterion for generalized linear models and develop efficient algorithms… Expand
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