An Introduction to Optimal Designs for Social and Biomedical Research
, by Berger, Martijn P.F.; Wong, Weng-Kee- ISBN: 9780470694503 | 0470694505
- Cover: Hardcover
- Copyright: 6/29/2009
Martijn Berger, Department of Methodology and Statistics, University of Maastricht, The Netherlands
Professor Berger has been teaching and conducting research in this area for over 20 years. He has an extensive collection of publications to his name, including articles in a wide range of journals, a contributed chapter in Wiley's recent Encyclopedia of Statistics in Behavioural Science, and the 2005 book Applied Optimal Designs, co-authored with Weng Kee Wong.
Weng Kee Wong, Department of Biostatistics, University of California - Los Angeles, USA
One of the leading experts in the US working in this field, Professor Wong is currently conducting grant-funded research into making optimal design methods more accessible for practitioners. As well as co-authoring Applied Optimal Designs, he has published over a hundred refereed articles, in numerous journals. He has held the position of Associate Editor for many such journals, including a current, second 3-year term for Biometrics.
Preface | p. xi |
Acknowledgements | p. xiii |
Introduction to designs | p. 1 |
Introduction | p. 1 |
Stages of the research process | p. 4 |
Choice of a `good' design | p. 5 |
Research design | p. 6 |
Choice of independent variables and levels | p. 6 |
Units of analysis | p. 6 |
Variables | p. 7 |
Replication | p. 8 |
Types of research designs | p. 8 |
Requirements for a `good' design | p. 9 |
Statistical conclusion validity | p. 10 |
Internal validity | p. 12 |
Control of (unwanted) variation | p. 13 |
Ethical aspects of design choice | p. 16 |
Exact versus approximate designs | p. 17 |
Examples | p. 19 |
Radiation dosage example | p. 19 |
Designs for the Poggendorff and Ponzo illusion experiments | p. 20 |
Uncertainty about best fitting regression models | p. 22 |
Designs for a priori contrasts among composite faces | p. 23 |
Designs for calibration of item parameters in item response theory models | p. 24 |
Summary | p. 26 |
Designs for simple linear regression | p. 27 |
Design problem for a linear model | p. 27 |
The design | p. 28 |
The linear regression model | p. 31 |
Estimation of parameters and efficiency | p. 32 |
Designs for radiation-dosage example | p. 35 |
Relative efficiency and sample size | p. 36 |
Simultaneous inference | p. 37 |
Optimality criteria | p. 39 |
D-optimality criterion | p. 40 |
A-optimality criterion | p. 41 |
G-optimality criterion | p. 41 |
E-optimality criterion | p. 43 |
Number of distinct design points | p. 43 |
Relative efficiency | p. 44 |
Matrix formulation of designs for linear regression | p. 44 |
Summary | p. 49 |
Designs for multiple linear regression analysis | p. 51 |
Design problem for multiple linear regression | p. 51 |
The design | p. 52 |
The multiple linear regression model | p. 54 |
Estimation of parameters and efficiency | p. 54 |
Designs for vocabulary-growth study | p. 56 |
Relative efficiency and sample size | p. 60 |
Simultaneous inference | p. 61 |
Optimality criteria for a subset of parameters | p. 62 |
Relative efficiency | p. 64 |
Designs for polynomial regression model | p. 65 |
Exact D-optimal designs for a quadratic regression model | p. 69 |
Scale dependency of A- and E-optimality criteria | p. 71 |
The Poggendorff and Ponzo illusion study | p. 71 |
Uncertainty about best fitting regression models | p. 76 |
Matrix notation of designs for multiple regression models | p. 79 |
Design for regression models with two independent variables | p. 80 |
Design for regression models with two non-additive independent variables | p. 82 |
Summary | p. 85 |
Designs for analysis of variance models | p. 87 |
A typical design problem for an analysis of variance model | p. 87 |
The design | p. 89 |
The analysis of variance model | p. 90 |
Formulation of an ANOVA model as a regression model | p. 91 |
Estimation of parameters and efficiency | p. 95 |
Measures of uncertainty | p. 96 |
Simultaneous inference and optimality criteria | p. 97 |
Designs for groups under stress study | p. 98 |
A priori planned unequal sample sizes | p. 99 |
Not planned unequal sample sizes | p. 100 |
Specific hypotheses and contrasts | p. 101 |
Loss of efficiency and power | p. 103 |
Designs for the composite faces study | p. 106 |
Balanced designs versus unbalanced designs | p. 109 |
Matrix notation for Groups under Stress study | p. 109 |
Summary | p. 111 |
Designs for logistic regression models | p. 113 |
Design problem for logistic regression | p. 113 |
The design | p. 114 |
The logistic regression model | p. 115 |
Design for a single dichotomous independent variable | p. 116 |
Design for multiple qualitative independent variables | p. 122 |
Design for a single quantitative independent variable | p. 125 |
Design for two independent quantitative variables | p. 130 |
Approaches to deal with local optimality | p. 133 |
Designs for calibration of item parameters in item response theory models | p. 134 |
Matrix formulation of designs for logistic regression | p. 137 |
Hours of practice experiment | p. 138 |
Problem solving study | p. 140 |
Summary | p. 141 |
Designs for multilevel models | p. 143 |
Design problem for multilevel models | p. 143 |
The design | p. 144 |
Validity considerations | p. 146 |
The multilevel regression model | p. 147 |
Cluster randomization of treatment | p. 147 |
Subject randomization of treatment | p. 149 |
Cluster versus subject randomization | p. 151 |
Cost function | p. 153 |
Example: Nursing home study | p. 155 |
Cluster randomization | p. 157 |
Subject randomization | p. 159 |
Optimal design and power | p. 160 |
Power for cluster randomized design | p. 162 |
Power for multi-center design | p. 164 |
Increase of efficiency and power by including covariates | p. 165 |
Unequal sample sizes | p. 165 |
Design effect in multilevel surveys | p. 166 |
Values of intra-class correlation ¿ | p. 168 |
Cluster randomized sampling versus simple random sampling | p. 168 |
Matrix formulation of the multilevel model | p. 169 |
Cluster randomization of treatment | p. 170 |
Subject randomization of treatment | p. 172 |
Summary | p. 174 |
Longitudinal designs for repeated measurement models | p. 175 |
Design problem for repeated measurements | p. 175 |
The design | p. 179 |
Analysis techniques for repeated measures | p. 180 |
The linear mixed effects model for repeated measurement data | p. 181 |
Random intercept model | p. 182 |
Random intercept and slope model | p. 183 |
Variance-covariance structures | p. 184 |
Compound symmetry structure | p. 184 |
Auto-correlation structure | p. 185 |
Estimation of parameters and efficiency | p. 187 |
Small sample behaviour of estimators | p. 188 |
Bone mineral density example | p. 189 |
Improvement of the longitudinal design | p. 194 |
Cost function | p. 196 |
D-optimal designs for linear mixed effects models with autocorrelated errors | p. 200 |
Miscellanea | p. 207 |
Homoscedasticity | p. 207 |
Uninformative dropout | p. 208 |
Matrix formulation of the linear mixed effects model | p. 208 |
Summary | p. 211 |
Two-treatment crossover designs | p. 213 |
Design problem for crossover studies | p. 213 |
The design | p. 216 |
Confounding treatment effects with nuisance effects | p. 218 |
The linear model for crossover designs | p. 221 |
Estimation of parameters and efficiency | p. 223 |
Cost and efficiency of the crossover design | p. 223 |
Cost function | p. 226 |
Optimal crossover designs for two treatments | p. 229 |
Some further observations | p. 231 |
Matrix formulation of the mixed model for crossover designs | p. 232 |
Summary | p. 235 |
Alternative optimal designs for linear models | p. 237 |
Introduction | p. 237 |
Information matrix | p. 238 |
DA- or Ds-optimal designs | p. 239 |
Extrapolation optimal design | p. 241 |
L-optimal designs | p. 242 |
Bayesian optimal designs | p. 244 |
Minimax optimal design | p. 247 |
Multiple-objective optimal designs | p. 250 |
Constrained optimal design | p. 251 |
Compound optimal design | p. 253 |
Summary | p. 255 |
Optimal designs for nonlinear models | p. 257 |
Introduction | p. 257 |
Linear models versus nonlinear models | p. 258 |
The Arrhenius equation | p. 258 |
The compartmental model | p. 259 |
The Michaelis-Menten model | p. 260 |
The Emax model | p. 261 |
Design issues for nonlinear models | p. 261 |
Local optimality | p. 262 |
Alternative optimal designs with examples | p. 265 |
DA or Ds-optimal design | p. 265 |
Extrapolation optimal design | p. 266 |
Optimal design for estimating percentiles | p. 266 |
Bayesian optimal designs | p. 267 |
Minimax optimal design | p. 269 |
Multiple-objective optimal designs | p. 271 |
Optimal design for model discrimination | p. 273 |
Summary | p. 275 |
Resources for the construction of optimal designs | p. 277 |
Introduction | p. 277 |
Sequential construction of optimal designs | p. 278 |
Exchange of design points | p. 283 |
Exchange algorithms | p. 283 |
Other algorithms | p. 284 |
Optimal design software | p. 285 |
A web site for finding optimal designs | p. 286 |
Optimal designs for the Michaelis-Menten and Emax models | p. 288 |
Optimal designs for discriminating among toxicological models | p. 290 |
Summary | p. 294 |
References | p. 295 |
Author Index | p. 313 |
Subject Index | p. 319 |
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