On the number of support points of maximin and Bayesian D-optimal designs in nonlinear regression models

dc.contributor.authorBraess, Dietrichde
dc.contributor.authorDette, Holgerde
dc.date.accessioned2005-01-31T08:15:38Z
dc.date.available2005-01-31T08:15:38Z
dc.date.issued2004de
dc.description.abstractWe consider maximin and Bayesian D -optimal designs for nonlinear regression models. The maximin criterion requires the specification of a region for the nonlinear parameters in the model, while the Bayesian optimality criterion assumes that a prior distribution for these parameters is available. It was observed empirically by many authors that an increase of uncertainty in the prior information (i.e. a larger range for the parameter space in the maximin criterion or a larger variance of the prior distribution in the Bayesian criterion) yields a larger number of support points of the corresponding optimal designs. In this paper we present a rigorous proof of this phenomenon and show that in many nonlinear regression models the number of support points of Bayesian- and maximin D -optimal designs can become arbitrarily large if less prior information is available. Our results also explain why maximin D -optimal designs are usually supported at more different points than Bayesian D -optimal designs.de
dc.format.extent191797 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://hdl.handle.net/2003/20092
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-2766
dc.language.isoende
dc.publisherUniversität Dortmundde
dc.subject.ddc310de
dc.titleOn the number of support points of maximin and Bayesian D-optimal designs in nonlinear regression modelsen
dc.typeTextde
dc.type.publicationtypereporten
dcterms.accessRightsopen access

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