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Corpus ID: 88524884

On I-Optimal Designs for Generalized Linear Models: An Efficient Algorithm via General Equivalence Theory

@article{Li2018OnID,
title={On I-Optimal Designs for Generalized Linear Models: An Efficient Algorithm via General Equivalence Theory},
author={Yiou Li and Xinwei Deng},
journal={arXiv: Methodology},
year={2018}
}

The generalized linear model plays an important role 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 for generalized linear models, especially on the prediction aspects. In this work, we propose a prediction-oriented design criterion, I-optimality, and develop an efficient sequential algorithm of constructing I… Expand