Bayesian $D$-optimal designs for error-in-variables models
Abstract
Bayesian optimality criteria provide a robust design strategy to parameter misspecification. We develop an approximate design theory for Bayesian -optimality for non-linear regression models with covariates subject to measurement errors. Both maximum likelihood and least squares estimation are studied and explicit characterisations of the Bayesian -optimal saturated designs for the Michaelis-Menten, Emax and exponential regression models are provided. Several data examples are considered for the case of no preference for specific parameter values, where Bayesian -optimal saturated designs are calculated using the uniform prior and compared to several other designs, including the corresponding locally -optimal designs, which are often used in practice.
Cite
@article{arxiv.1605.04055,
title = {Bayesian $D$-optimal designs for error-in-variables models},
author = {Maria Konstantinou and Holger Dette},
journal= {arXiv preprint arXiv:1605.04055},
year = {2016}
}
Comments
Keywords: error-in-variables models, classical errors, Bayesian optimal designs, D-optimality AMS Subject Classification: 62K05