构建贝叶斯最优选择设计的高效算法

An Efficient Algorithm for Constructing Bayesian Optimal Choice Designs

Journal of Business & Economic Statistics · 2009
被引 92
人大 AABS 4

中文导读

提出一种更快的算法,用于生成多项逻辑模型下的贝叶斯最优设计,同时提高统计效率,并展示如何通过体育俱乐部会员研究来扩充选择设计。

Abstract

While Bayesian G- and V-optimal designs for the multinomial logit model have been shown to have better predictive performance than Bayesian D- and A-optimal designs, the algorithms for generating them have been too slow for commercial use. In this article, we present a much faster algorithm for generating Bayesian optimal designs for all four criterial while simultaneously improving the statistical efficiency of the designs. We also show how to augment a choice design allowing for correlated parameter estimates using a sports club membership study.

贝叶斯最优设计多项式Logit模型选择设计算法效率