Content area

Abstract

This paper is concerned with the problem of pseudo-Bayesian D-optimal designs for the first-order Poisson mixed model for longitudinal data with time-dependent correlated errors. A standard approximate covariance matrix of the parameter estimation is obtained based on the quasi-likelihood method. Furthermore, to overcome the dependence of pseudo-Bayesian D-optimal designs on the choice of the prior mean, a hierarchical pseudo-Bayesian D-optimal designs based on the hierarchical prior distribution of unknown parameters is proposed. The results show that the optimal number of time points depends on both the interclass autoregressive coefficients and different cost constraints. The relative efficiency of equidistant designs compared with the hierarchical pseudo-Bayesian D-optimal designs is also discussed.

Details

Title
Pseudo-Bayesian D-optimal designs for longitudinal Poisson mixed models with correlated errors
Author
Hong-Yan, Jiang 1 ; Rong-Xian Yue 2 

 College of Mathematics and Science, Shanghai Normal University, Shanghai, China; Department of Mathematics and Physics, Huaiyin Institute of Technology, Huaian, Jiangsu, China 
 College of Mathematics and Science, Shanghai Normal University, Shanghai, China; Scientific Computing Key Laboratory of Shanghai Universities, Shanghai, China 
Pages
71-87
Publication year
2019
Publication date
Mar 2019
Publisher
Springer Nature B.V.
ISSN
0943-4062
e-ISSN
1613-9658
Source type
Scholarly Journal
Language of publication
English
ProQuest document ID
2100671764
Copyright
Computational Statistics is a copyright of Springer, (2018). All Rights Reserved.