A simple heuristic is proposed for constructing robust experimental designs for multivariate generalized linear models. The method is based on clustering a set of local optimal designs. A method for ...

Journal of Applied Econometrics, Vol. 27, No. 6, Themes on Modelling Volatility (September-October 2012), pp. 934-955 (22 pages) This paper addresses the question of the selection of multivariate ...

In this module, we will introduce generalized linear models (GLMs) through the study of binomial data. In particular, we will motivate the need for GLMs; introduce the binomial regression model, ...