In- and Equivariance for Optimal Designs in Generalized Linear Models: The Gamma Model

Abstract: We give an overview over the usefulness of the concept of equivariance and invariance in the design of experiments for generalized linear models. In contrast to linear models here pairs of transformations have to be considered which act simultaneously on the experimental settings and on the location parameters in the linear component. Given the transformation of the experimental settings the parameter transformations are not unique and may be nonlinear to make further use of the model structure. The general concepts and results are illustrated by models with gamma distributed response. Locally optimal and maximin efficient design are obtained for the common D- and IMSE-criterion.