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Efficiency of the coordinate-exchange algorithm in constructing exact optimal discrete choice experiments

机译:坐标交换算法构建精确的最佳离散选择实验的效率

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摘要

The use of discrete choice experiments (DCEs) for modeling real marketplace choices, in both fundamental and applied research, has gained much attention recently. To improve the quality of designing DCEs, most researchers have drawn on optimal design theory. Because of the nonlinearity of the probabilistic choice models, to construct a proper choice design, one needs the help of efficient search algorithms, among which the coordinate-exchange algorithm (CEA) has shown itself to work very well under the widely used multinomial logit discrete choice model. However, due to the discrete nature of the choice design, there are no computationally feasible ways to verify that the resulting design is indeed optimal or efficient. In this article, an approach of evaluating the performance of the CEA for Bayesian optimal designs is proposed. This approach gives a lower bound of the efficiency of the resulting design under the continuous/ approximate optimal design framework where well-established mathematical tools and theories can be modified and utilized. Empirical studies show that the CEA is highly efficient for deriving homogeneous optimal designs.
机译:在基础和应用研究中,使用离散选择实验(DCE)来建模真正的市场选择,最近获得了很多关注。为了提高设计证明的质量,大多数研究人员都在最佳设计理论上绘制。由于概率选择模型的非线性,要构建适当的选择设计,需要一个需要有效的搜索算法的帮助,其中坐标交换算法(CEA)在广泛使用的多项式Lo​​git离散的基础上非常好地工作选择模型。然而,由于选择设计的离散性质,没有计算可行的方法来验证所产生的设计是否确实是最佳的或有效的。在本文中,提出了一种评估CEA的性能的方法,用于贝叶斯型最优设计。这种方法在连续/近似最佳设计框架下提供了所得设计的效率的效率下限,其中可以修改和利用良好的数学工具和理论。实证研究表明,CEA高效导出均匀的最佳设计。

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