Parameter Neutral Optimum Design for Non‐linear Models

D. Firth and J. P. Hinde

Journal of the Royal Statistical Society Series B, 1997, vol. 59, issue 4, 799-811

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.

Date: 1997
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1111/1467-9868.00097

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:bla:jorssb:v:59:y:1997:i:4:p:799-811

Ordering information: This journal article can be ordered from
http://ordering.onli ... 1111/(ISSN)1467-9868

Access Statistics for this article

Journal of the Royal Statistical Society Series B is currently edited by P. Fryzlewicz and I. Van Keilegom

More articles in Journal of the Royal Statistical Society Series B from Royal Statistical Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().