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On Bayesian D‐optimum Design Criteria and the Equivalence Theorem in Non‐linear Models

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  • D. Firth
  • J. P. Hinde

Abstract

The concavity of some Bayesian D‐optimality criteria is investigated and is found in some cases to depend on the prior distribution. In the case of a non‐concave criterion, the standard equivalence theorem may fail, but a local version continues to apply.

Suggested Citation

  • D. Firth & J. P. Hinde, 1997. "On Bayesian D‐optimum Design Criteria and the Equivalence Theorem in Non‐linear Models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 59(4), pages 793-797.
    • Handle: RePEc:bla:jorssb:v:59:y:1997:i:4:p:793-797
    DOI: 10.1111/1467-9868.00096
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    Cited by:

    1. Soumya Roy & Chiranjit Mukhopadhyay, 2016. "Bayesian D -optimal Accelerated Life Test plans for series systems with competing exponential causes of failure," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(8), pages 1477-1493, June.
    2. Belmiro P. M. Duarte & Guillaume Sagnol, 2020. "Approximate and exact optimal designs for $$2^k$$ 2 k factorial experiments for generalized linear models via second order cone programming," Statistical Papers, Springer, vol. 61(6), pages 2737-2767, December.
    3. Ulrike Graßhoff & Heinz Holling & Rainer Schwabe, 2012. "Optimal Designs for the Rasch Model," Psychometrika, Springer;The Psychometric Society, vol. 77(4), pages 710-723, October.

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