Abstract
Some Bayesian approaches to D-optimum design of experiments are considered from the viewpoint of invariance under reparameterization of the underlying statistical model. An invariant criterion is proposed which does not require the detailed specification of a prior, and which is shown to be equivalent to G-optimality under a Jeffreys prior. The methods are applied and discussed in the contexts of exponential decay and quantal response models.
| Original language | English |
|---|---|
| Pages (from-to) | 799-811 |
| Number of pages | 13 |
| Journal | Journal of the Royal Statistical Society. Series B: Statistical Methodology |
| Volume | 59 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - 1997 |
| Externally published | Yes |
Keywords
- Bayesian design
- D-optimality
- Equivalence theorem
- G-optimality
- Invariance
- Jeffreys prior
- Logistic regression
- Non-linear model
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