Data-driven multistratum designs with the generalized Bayesian D-D criterion for highly uncertain models

Chang-Yun Lin and Po Yang

Computational Statistics & Data Analysis, 2019, vol. 138, issue C, 222-238

Abstract: Multistratum designs have gained much attention recently. Most criteria, such as the D criterion, select multistratum designs based on a given model that is assumed to be true by the experimenters. However, when the true model is highly uncertain, the model used for selecting the optimal design can be seriously misspecified. If this is the case, then the selected multistratum design will be not efficient for fitting the true model. To deal with the problem of high uncertain models, we propose the generalized Bayesian D-D (GBDD) criterion, which selects multistratum designs based on the experimental data. Under the framework of multistratum structures, we develop theorems and formula that are used for conducting Bayesian analysis and extracting information about the true model from the data to reduce model uncertainty. The GBDD criterion is easy and flexible in use. We provide several examples to demonstrate how to construct the GBDD-optimal split-plot, strip-plot, and staggered-level designs. By comparing with the D-optimal designs and one-stage generalized Bayesian D-optimal designs, we show that the GBDD-optimal designs have higher efficiency on fitting the true models. The extensions of the GBDD criterion for more complicated cases, such as more than two stages of experiments and more than one class of potential terms, are also developed.

Keywords: Bayesian D criterion; D criterion; Split-plot design; Staggered-level design; Strip-plot design; Two-stage experiment (search for similar items in EconPapers)
Date: 2019
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S016794731930074X
Full text for ScienceDirect subscribers only.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:138:y:2019:i:c:p:222-238

DOI: 10.1016/j.csda.2019.03.007

Access Statistics for this article

Computational Statistics & Data Analysis is currently edited by S.P. Azen

More articles in Computational Statistics & Data Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().