Bayesian D-optimal designs for error-in-variables models
Konstantinou, M. and Dette, H.
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY
Bayesian optimality criteria provide a robust design strategy to parameter misspecification. We develop an approximate design theory for Bayesian D-optimality for nonlinear regression models with covariates subject to measurement errors. Both maximum likelihood and least squares estimation are studied, and explicit characterisations of the Bayesian D-optimal saturated designs for the Michaelis-Menten, Emax and exponential regression models are provided. Several data examples are considered for the case of no preference for specific parameter values, where Bayesian D-optimal saturated designs are calculated using the uniform prior and compared with several other designs, including the corresponding locally D-optimal designs, which are often used in practice. © 2017 John Wiley & Sons, Ltd.