Trade-off sensitive experimental design: a multicriterion,decision theoretic,Bayes linear approach |
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| Affiliation: | 1. Saw Swee Hock School of Public Health, National University of Singapore and National University Health System, Singapore;2. Ministry of Health, Singapore;3. Department of Disease Control, London School of Hygiene and Tropical Medicine, United Kingdom;4. Heidelberg Institute of Global Health, Heidelberg, Germany;5. Division of Infectious Diseases, University Medicine Cluster, National University Health System, Singapore;6. Department of Medicine, Yong Loo Lin School of Medicine, National University of Singapore, Singapore |
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| Abstract: | We show how mutually utility independent hierarchies, which weigh the various costs of an experiment against benefits expressed through a mixed Bayes linear utility representing the potential gains in knowledge from the experiment, provide a flexible and intuitive methodology for experimental design which remains tractable even for complex multivariate problems. A key feature of the approach is that we allow imprecision in the trade-offs between the various costs and benefits. We identify the Pareto optimal designs under the imprecise specification and suggest a criterion for selecting between such designs. The approach is illustrated with respect to an experiment related to the oral glucose tolerance test. |
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