Bayesian D-optimal designs for exponential regression models

被引:40
作者
Dette, H
Neugebauer, HM
机构
[1] RUHR UNIV BOCHUM,MATH INST,D-44780 BOCHUM,GERMANY
[2] RUHR UNIV BOCHUM,FAK MATH,D-44780 BOCHUM,GERMANY
[3] DEBIS AVIAT LEASING GMBH,D-70567 STUTTGART,GERMANY
关键词
Bayesian D-optimal designs; nonlinear models; exponential growth model;
D O I
10.1016/S0378-3758(96)00131-0
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider the Bayesian D-optimal design problem for exponential growth models with one, two or three parameters. For the one-parameter model conditions on the shape of the density of the prior distribution and on the range of its support are given guaranteeing that a one-point design is also Bayesian D-optimal within the class of all designs. In the case of two parameters the best two-point designs are determined and for special prior distributions it is proved that these designs are Bayesian D-optimal. Finally, the exponential growth model with three parameters is investigated. The best three-point designs are characterized by a nonlinear equation. The global optimality of these designs cannot be proved analytically and it is demonstrated that these designs are also Bayesian D-optimal within the class of all designs if gamma-distributions are used as prior distributions.
引用
收藏
页码:331 / 349
页数:19
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