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Publication date: 07/30/2020

Technical Details

Bayesian D-Optimality and Design Construction

The Bayesian D-optimality criterion is the expected logarithm of the determinant of the information matrix of the maximum likelihood of the parameter estimators in the multinomial logit model, taken with respect to the prior distribution. The Choice Design platform maximizes this expectation with respect to a sample of parameter vectors that represents the prior probability distribution. See Kessels et al. (2011).

For partial profile designs, JMP uses a two-stage design algorithm:

1. The constant attributes in each choice set are determined using an attribute balance approach.

2. The levels of the non-constant attributes are determined using Bayesian D-optimality.

Attribute balance means that the algorithm attempts to balance the number of times each attribute is held constant in the entire design. If two or more attributes are held constant, the algorithm attempts to balance the occurrence of pairs of attributes held constant in the design.

The levels of the non-constant attributes are determined to optimize the Bayesian D-optimal criterion. A random starting design is found. Then levels of the non-constant attributes are generated using a coordinate-exchange algorithm and evaluated until the Bayesian D-optimality criterion is optimized. The calculations, which involve integration with respect to a multivariate normal prior, use the quadrature method described in Gotwalt et al. (2009).

Note: The Bayesian D-optimality criterion can result in choice sets where some non-constant attributes have identical levels. This situation occurs when varying the non-constant levels within a profile would result in uninformative choice sets where all profiles have very high or very low probabilities.

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