Arbeitspapier

Some robust design strategies for percentile estimation in binary response models

For the problem of percentile estimation of a quantal response curve, we determine multi-objective designs which are robust with respect to misspecifications of the model assumptions. We propose a maximin approach based on efficiencies and provide designs that are simultaneously efficient with respect to the particular choice of various parameter regions and link functions. Furthermore, we deal with the problems of designing model and percentile robust experiments and give various examples of such designs, which are calculated numerically.

Language
Englisch

Bibliographic citation
Series: Technical Report ; No. 2004,19

Subject
Binary response model
robust optimal design
c-efficiency
percentile estimation
multi-objective designs
Schätztheorie
Robustes Verfahren
Theorie

Event
Geistige Schöpfung
(who)
Dette, Holger
Biedermann, Stefanie
Pepelyshev, Andrey
Event
Veröffentlichung
(who)
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
(where)
Dortmund
(when)
2004

Handle
Last update
10.03.2025, 11:45 AM CET

Data provider

This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.

Object type

  • Arbeitspapier

Associated

  • Dette, Holger
  • Biedermann, Stefanie
  • Pepelyshev, Andrey
  • Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen

Time of origin

  • 2004

Other Objects (12)