D-optimal designs for Poisson regression models

Most of the current research on optimal experimental designs for generalized linear models focuses on logistic regression models. In this paper, D-optimal designs for Poisson regression models are discussed. For the one-variable first-order Poisson regression model, it has been found that the D-optimal design, in terms of effective dose levels, is independent of the model parameters. However, it is not the case for more complicated models. We investigate how the D-optimal designs depend on the model parameters for the one-variable second-order model and two-variable interaction model. The performance of some “standard” designs that appeal to practitioners is also studied.     

On Kronecker block designs for factorial experiments

In this paper the use of Kronecker designs for factorial experiments is considered. The two-factor Kronecker design is considered in some detail and the efficiency factors of the main effects and interaction in such a design are derived. It is shown that the efficiency factor of the interaction is at least as large as the product of the efficiency factors of the two main effects and when both the component designs are totally balanced then its efficiency factor will be higher than the efficiency factor of either of the two main effects. If the component designs are nearly balanced then its efficiency factor will be approximately at least as large as the efficiency factor of either of the two main effects. It is argued that these designs are particularly useful for factorial experiments.Extensions to the multi-factor design are given and it is proved that the two-factor Kronecker design will be connected if the component designs are connected.     

Orthogonal main-effect plans in row–column designs for two-level factorial experiments

Row–column designs for two-level factorial experiments are constructed to estimate all the main effects. We give the interactions for row and column blockings. Based on these blockings, independent treatment combinations are proposed to establish the whole design so that practitioners can easily apply it to their experiments. Some examples are given for illustrations. The estimation of two-factor interactions in these designs is discussed.     

A simple method for constructing confounded designs for mixed factorial experiments

This paper presents the sinplesr procedure that uses wodular aryithmetic for constructing confounded designs for mixed factorial experiments. The present procedure and the classical one for confounding in symmetrical factorial experiments are both at the same mathema.tical level. The present procedure is written for

practitioners and is lllustrared with several examples.     

Generalized minimum aberration two-level split-plot designs

Split-plot experiments may arise when it is impractical to completely randomize the treatment combinations of a designed experiment. To provide more flexible design choices in the nonregular split-plot setting, we describe an approach for constructing minimum aberration orthogonal two-level split-plot designs having 12, 16, 20 and 24 runs. We consider five design scenarios that may be of importance to practitioners, and then propose an approach for assigning word lengths under these five scenarios. We then use the extended word length patterns to rank both regular and nonregular orthogonal split-plot designs. While most existing papers concerning orthogonal split-plot designs focus on regular orthogonal designs, we find that many minimum aberration split-plot designs are nonregular orthogonal designs.     

Optimum covariate designs in partially balanced incomplete block (PBIB) design set-ups

The use of covariates in block designs is necessary when the covariates cannot be controlled like the blocking factor in the experiment. In this paper, we consider the situation where there is some flexibility for selection in the values of the covariates. The choice of values of the covariates for a given block design attaining minimum variance for estimation of each of the parameters has attracted attention in recent times. Optimum covariate designs in simple set-ups such as completely randomised design (CRD), randomised block design (RBD) and some series of balanced incomplete block design (BIBD) have already been considered. In this paper, optimum covariate designs have been considered for the more complex set-ups of different partially balanced incomplete block (PBIB) designs, which are popular among practitioners. The optimum covariate designs depend much on the methods of construction of the basic PBIB designs. Different combinatorial arrangements and tools such as orthogonal arrays, Hadamard matrices and different kinds of products of matrices viz. Khatri–Rao product, Kronecker product have been conveniently used to construct optimum covariate designs with as many covariates as possible.     

Robust designs for linear mixed effects models

Summary.  In health sciences, medicine and social sciences linear mixed effects models are often used to analyse time-structured data. The search for optimal designs for these models is often hampered by two problems. The first problem is that these designs are only locally optimal. The second problem is that an optimal design for one model may not be optimal for other models. In this paper the maximin principle is adopted to handle both problems, simultaneously. The maximin criterion is formulated by means of a relative efficiency measure, which gives an indication of how much efficiency is lost when the uncertainty about the models over a prior domain of parameters is taken into account. The procedure is illustrated by means of three growth studies. Results are presented for a vocabulary growth study from education, a bone gain study from medical research and an epidemiological decline in height study. It is shown that, for the mixed effects polynomial models that are applied to these studies, the maximin designs remain highly efficient for different sets of models and combinations of parameter values.     

First-order optimal designs for non-linear models

This paper presents D-optimal experimental designs for a variety of non-linear models which depend on an arbitrary number of covariates but assume a positive prior mean and a Fisher information matrix satisfying particular properties. It is argued that these optimal designs can be regarded as a first-order approximation of the asymptotic increase of Shannon information. The efficiency of this approximation is compared in some examples, which show how the results can be further used to compute the Bayesian optimal design, when the approximate solution is not accurate enough.     

Response surface design evaluation and comparison

Designing an experiment to fit a response surface model typically involves selecting among several candidate designs. There are often many competing criteria that could be considered in selecting the design, and practitioners are typically forced to make trade-offs between these objectives when choosing the final design. Traditional alphabetic optimality criteria are often used in evaluating and comparing competing designs. These optimality criteria are single-number summaries for quality properties of the design such as the precision with which the model parameters are estimated or the uncertainty associated with prediction. Other important considerations include the robustness of the design to model misspecification and potential problems arising from spurious or missing data. Several qualitative and quantitative properties of good response surface designs are discussed, and some of their important trade-offs are considered. Graphical methods for evaluating design performance for several important response surface problems are discussed and we show how these techniques can be used to compare competing designs. These graphical methods are generally superior to the simplistic summaries of alphabetic optimality criteria. Several special cases are considered, including robust parameter designs, split-plot designs, mixture experiment designs, and designs for generalized linear models.     

Robust F-tests for linear models

The author presents a robust F-test for comparing nested linear models. It is suggested that the approach will be attractive to practitioners because it is based on the familiar F-statistic and corresponds to the common practice of reporting F-statistics after removing obvious outliers. It is calibrated in terms of a real parameter that can be directly interpreted as the willingness of the data analyst to remove observations, and the sensitivity of the F-statistic to this parameter is easily examined. The procedure is evaluated with a simulation study where a scale mixture distribution is used to generate outliers. The procedure is also applied to some data where the occurrence of an outlier is confounded with the significance of a regression term. This provides a comparison of two competing models for the data: one removing an outlier and the other including an additional regression term instead.     

Resolvable block designs for factorial experiments

It is known that n-cyclic designs provide a flexible class of designs suitable for setting out factorial experiments. In this paper we show that many of these designs are resolvable. Further, an extensive class of practically useful designs can be derived from them by deleting replicates. The properties of the designs compare favourably with those obtained by the algorithm of Williams and John (1996) (Appl. Statist. 45, 39–46).     

Robust sequential designs for approximately linear models

We consider the problem of the sequential choice of design points in an approximately linear model. It is assumed that the fitted linear model is only approximately correct, in that the true response function contains a nonrandom, unknown term orthogonal to the fitted response. We also assume that the parameters are estimated by M-estimation. The goal is to choose the next design point in such a way as to minimize the resulting integrated squared bias of the estimated response, to order n^-1. Explicit applications to analysis of variance and regression are given. In a simulation study the sequential designs compare favourably with some fixed-sample-size designs which are optimal for the true response to which the sequential designs must adapt.     

Optimum designs for estimation of regression parameters in a balanced treatment incomplete block design set-up

The use of covariates in block designs is necessary when the experimental errors cannot be controlled using only the qualitative factors. The choice of values of the covariates for a given set-up attaining minimum variance for estimation of the regression parameters has attracted attention in recent times. In this paper, optimum covariate designs (OCD) have been considered for the set-up of the balanced treatment incomplete block (BTIB) designs, which form an important class of test-control designs. It is seen that the OCDs depend much on the methods of construction of the basic BTIB designs. The series of BTIB designs considered in this paper are mainly those as described by Bechhofer and Tamhane (1981) and Das et al. (2005). Different combinatorial arrangements and tools such as Hadamard matrices and different kinds of products of matrices viz Khatri-Rao product and Kronecker product have been conveniently used to construct OCDs with as many covariates as possible.     

Designs for two-colour microarray experiments

Summary.  Designs for two-colour microarray experiments can be viewed as block designs with two treatments per block. Explicit formulae for the A- and D-criteria are given for the case that the number of blocks is equal to the number of treatments. These show that the A- and D-optimality criteria conflict badly if there are 10 or more treatments. A similar analysis shows that designs with one or two extra blocks perform very much better, but again there is a conflict between the two optimality criteria for moderately large numbers of treatments. It is shown that this problem can be avoided by slightly increasing the number of blocks. The two colours that are used in each block effectively turn the block design into a row–column design. There is no need to use a design in which every treatment has each colour equally often: rather, an efficient row–column design should be used. For odd replication, it is recommended that the row–column design should be based on a bipartite graph, and it is proved that the optimal such design corresponds to an optimal block design for half the number of treatments. Efficient row–column designs are given for replications 3–6. It is shown how to adapt them for experiments in which some treatments have replication only 2.     

Doubly adaptive biased coin designs with delayed responses

In clinical studies, patients are usually accrued sequentially. Response‐adaptive designs are then useful tools for assigning treatments to incoming patients as a function of the treatment responses observed thus far. In this regard, doubly adaptive biased coin designs have advantageous properties under the assumption that their responses can be obtained immediately after testing. However, it is a common occurrence that responses are observed only after a certain period of time. The authors examine the effect of delayed responses on doubly adaptive biased coin designs and derive some of their asymptotic properties. It turns out that these designs are relatively insensitive to delayed responses under widely satisfied conditions. This is illustrated with a simulation study.     

Mixture designs for constrained components in orthogonal blocks

It is often the case in mixture experiments that some of the ingredients, such as additives or flavourings, are included with proportions constrained to lie in a restricted interval, while the majority of the mixture is made up of a particular ingredient used as a filler. The experimental region in such cases is restricted to a parallelepiped in or near one corner of the full simplex region. In this paper, orthogonally blocked designs with two experimental blends on each edge of the constrained region are considered for mixture experiments with three and four ingredients. The optimal symmetric orthogonally blocked designs within this class are determined and it is shown that even better designs are obtained for the asymmetric situation, in which some experimental blends are taken at the vertices of the experimental region. Some examples are given to show how these ideas may be extended to identify good designs in three and four blocks. Finally, an example is included to illustrate how to overcome the problems of collinearity that sometimes occur when fitting quadratic models to experimental data from mixture experiments in which some of the ingredient proportions are restricted to small values.     

(M,S)-optimality in selecting factorial designs

Use of the (M,S) criterion to select and classify factorial designs is proposed and studied. The criterion is easy to deal with computationally and it is independent of the choice of treatment contrasts. It can be applied to two-level designs as well as multi-level symmetrical and asymmetrical designs. An important connection between the (M,S) and minimum aberration criteria is derived for regular fractional factorial designs. Relations between the (M,S) criterion and generalized minimum aberration criteria on nonregular designs are also discussed. The (M,S) criterion is then applied to study the projective properties of some nonregular designs.     

A semi-infinite programming based algorithm for finding minimax optimal designs for nonlinear models

Minimax optimal experimental designs are notoriously difficult to study largely because the optimality criterion is not differentiable and there is no effective algorithm for generating them. We apply semi-infinite programming (SIP) to solve minimax design problems for nonlinear models in a systematic way using a discretization based strategy and solvers from the General Algebraic Modeling System (GAMS). Using popular models from the biological sciences, we show our approach produces minimax optimal designs that coincide with the few theoretical and numerical optimal designs in the literature. We also show our method can be readily modified to find standardized maximin optimal designs and minimax optimal designs for more complicated problems, such as when the ranges of plausible values for the model parameters are dependent and we want to find a design to minimize the maximal inefficiency of estimates for the model parameters.     

Bayesian experimental design for a toxicokinetic-toxicodynamic model

The aim of this study is to apply the Bayesian method of identifying optimal experimental designs to a toxicokinetic-toxicodynamic model that describes the response of aquatic organisms to time dependent concentrations of toxicants. As for experimental designs, we restrict ourselves to pulses and constant concentrations. A design of an experiment is called optimal within this set of designs if it maximizes the expected gain of knowledge about the parameters. Focus is on parameters that are associated with the auxiliary damage variable of the model that can only be inferred indirectly from survival time series data. Gain of knowledge through an experiment is quantified both with the ratio of posterior to prior variances of individual parameters and with the entropy of the posterior distribution relative to the prior on the whole parameter space. The numerical methods developed to calculate expected gain of knowledge are expected to be useful beyond this case study, in particular for multinomially distributed data such as survival time series data.     

Inference Based on General Linear Models for Order Restricted Randomization

This article develops statistical inference for the general linear models in order restricted randomized (ORR) designs. The ORR designs use the heterogeneity among experimental units to induce a negative correlation structure among responses obtained from different treatment regimes. This negative correlation structure acts as a variance reduction technique for treatment contrast. The parameters of the general linear models are estimated and a generalized F-test is constructed for its components. It is shown that the null distribution of the test statistic can be approximated reasonably well with an F-distribution for moderate sample sizes. It is also shown that the empirical power of the proposed test is substantially higher than the powers of its competitors in the literature. The proposed test and estimator are applied to a data set from a clinical trial to illustrate how one can improve such an experiment.