

Type of Document Dissertation Author Neff, Angela R. URN etd-155317220973210 Title Bayesian Two Stage Design Under Model Uncertainty Degree PhD Department Statistics Advisory Committee
Advisor Name Title Keying Ye Committee Co-Chair Raymond Myers Committee Co-Chair Jesse Arnold none Marvin Lentner none Robert Foutz none Keywords
- bayesian
- design optimality
- response surface
- two stage design
Date of Defense 1997-01-16 Availability unrestricted Abstract procedures can be used to efficiently generate
data for an assumed model. The model
assumptions include the model form, the set
of regressors and the error distribution. The
nature of the response often provides
information about the model form and the
error distribution. It is more difficult to know,
apriori, the specific set of regressors which
will best explain the relationship between the
response and a set of design (control)
variables. Misspecification of regressors will
result in a design which is efficient, but for the
wrong model. A Bayesian two stage design
approach makes it possible to efficiently
design experiments when initial regressor
knowledge is poor. This is accomplished by
using a Bayesian optimality criterion in the first
stage which is robust to model uncertainty.
Bayesian analysis of first stage data reduces
regressor uncertainty, enabling the remaining
design points (second stage design) to be
chosen with greater efficiency. The second
stage design is then generated from an
optimality procedure which incorporates the
improved model knowledge. Using this
approach, numerous two stage design
procedures have been developed for the
normal linear model. Extending this concept, a
Bayesian design augmentation procedure has
been developed for the purpose of efficiently
obtaining data for variance modeling, when
initial knowledge of the variance model is
poor.
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