Main Article Content
Abstract
Experimental designs for nonlinear problems have to a large extent relied on optimality criteria originally proposed for linear models. Optimal designs obtained for nonlinear models are functions of the unknown model parameters. They cannot, therefore, be directly implemented without some knowledge of the very parameters whose estimation is sought. The natural way is to adopt a sequential or Bayesian approach. Another is to utilize available estimates or guesses. In this article we provide a brief historical account of the subject, discuss optimality criteria commonly used for nonlinear models, the associated problems and ways of overcoming them. We also discuss issues of robustness of locally optimal designs. A brief review of sequential and Bayesian procedures is given. Finally we discuss alternative design criteria of constant information and minimum bias and pose some problems for future work.
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References
- ABDELBASIT, K.M. 1998. Constant information design for binary data. Journal of Science and Technology; Sultan Qaboos University, 3: 57-66.
- ABDELBASIT, K.M. and BUTLER, N.A 2006. minimum bias designs for generalized linear models. Sankhya; 68(4): 587-599.
- ABDELBASIT, K.M and PLACKETT. 1983. experimental design for binary data. Journal of the American Statistical Association; 78: 90-98.
- ABDELBASIT, K.M and PLACKETT, R.L. 1982. Experimental design for joint action. Biometrics; 38: 171-179.
- ABDELBASIT, K.M and PLACKETT, R.L 1981. Experimental design for categorial data. International Statistical Reviews; 49: 111-126.
- ANTONELLO, J.M. and RAGHAVARAO. 2000. Optimal designs for the individual and joint exposure general logistic regression models. Journal of Biopharmaceutical Statistic; 10: 351-367.
- ATKINSON, A.C. and BAILEY, R.A. 2001. One hundred years of the design of experiments on and off the pages of Biometrika. Biometrika; 88: 53-97.
- ATKINSON, A.C., DEMETRIO, G.G.B. and ZOCCHI, S.S. 1995. Optimum dose levels when males and females differ in response. Applied Statistics; 44: 213-226.
- ATKINSON, A.C. and DONEV, A.N. 1992. Optimum Experimental Designs. Oxford University Press Berger, M.P.F and Wong, W.K. edit (2005) : Applied Optimal Designs. Wiley.
- WILEY BORTOT, P. and GIOVAGNOLI. 2005. Up and Down experiments of first and second order. Journal of Statistical Planning and Inference; 134: 236-253.
- BOX, G.E.P. and DRAPER, N.R. 1959. A Basis for the selection of a response surface design. Journal of the American Statistical Association; 54: 622-654.
- CHALONER, K. 1993. A note on optimal bayesian design for non-linear problems. Journal of Statistical Planning and Inference; 37: 229-235.
- CHALONER, K. and LARNTZ, K. 1989. Optimal bayesian design applied to logistic regression experiments. Journal of Statistical Planning and Inference; 21: 191-208.
- COX, D.R. 1998. A note on design when response has an exponential family distribution, Biometrika; 75: 161-164.
- COX, D.R. and REID, N. 2000. The theory of the design of Experiments. Chapmon and Hall.
- DETTE, H. and HAINES, L.M. 1994. Optimal designs for linear and nonlinear Models with two parameters. Biometrika; 81: 739-754.
- DETTE, H., MELAS, V.B. and PEPELYSHEV, A. 2004. Optimal designs for a class of non-linear regression models. The Annals of Statistics; 32: 2142, 2167.
- DETTE, H. and NEUGEBAUER. 1997. Bayesian D-optimal designs for exponential regression medels. Journal of Statistical Planning and Inference; 60: 331-349.
- DETTE, H. and SAHM, M. 1998. Minimax optimal designs in non-linear regression models. Statistica Sinica; 8: 1249-1264.
- DETTE, H and SAHM, M. 1997. Standardized optimal designs for binary response experiments. South African Statistics Journal; 31: 271-298.
- DIXON, W.J. and MOOD, A.M. 1998. A method for obtaining and analyzing sensitivity data. Journal of the American Statistical Association; 43: 109-126.
- DRAGALIN, V. and FEDOROV, V. 2005. Adaptive designs for dose-finding based on efficiency-toxicity response. Journal of Statistical Planning and Inference; 136: 1800-1823.
- ELFVING, G. 1959. Design of linear experiments. In Cramer festschrift volume, ed. U Grenander, pp. 58-74, Wiley.
- ELFVING, G. 1952. Optimum alllocation in linear regression theory. Annals of mathematical statistics, 23: 255-262.
- FANDOM, N.R and SEIDEL, W. 2000. A minimax algorithm for constructing optimal symmetrical balanced designs for a logistic regression model. Journal of Statistical Planning and Inference; 91: 151-168.
- FARAGGI, D., IZIKSON, P. and REISER, B. 2003. Confidence intervals for the 50 percent response dose. Statistics in Medicine; 22: 1977-1988.
- FINNEY, D.J. 1971. Probit analysis, 3rd edition, Cambridge University Press.
- FISHER, R.A 1935. Design of experiments, Oliver and Boyd.
- FISHER, R.A. 1922. On the mathematical foundations of theoretical statistics. Phil. Trans. R-Soc, A; 222: 309-368.
- FORD, I., TORSNEY, B. and WU, C.F.J. 1992. The use of a canonical form in the construction of locally optimal designs for non-linear problems. Journal of the Royal Statistical Society B54: 569-583.
- HEDAYAT, A.S., YAN, B. and PEZZUTO, J.M. 1997. Modeling and identifying optimum designs for fitting dose-response curves based on raw optimal density data. Journal of the American Statistical Association; 92: 1132-1140.
- HEDAYAT, A.S., ZHONG, J. and Nie, L. 2004. Optimal and efficient designs for 2-parameter non-linear models. Journal of Statistical Planning and Inference; 124: 205-217.
- HEISE, M.A. and MYERS, R.H. 1996. Optimal designs for bivariate logistic regression. Biometrics; 52: 613-624.
- HU, I. 1998. On Sequential designs in non-linear problems. Biometrika; 85: 496-503.
- JOSEPH, V.R. 2004. Efficient robbins-monro procedure for binary data. Biometrika; 91: 461-470.
- KALISH, L.A. 1990. Efficient design for estimation of median lethal dose and ouontal dose-response curves. Biometrics; 46: 737-748.
- KHAN, M.K. and YAZIDI, A.A. 1988. On optimal designs for binary data. Journal of Statistical Planning and Inference; 18: 83-91.
- KIEFER, J. 1959. Optimum experimental designs (with discussion). Journal of the Royal Statistical Society. series B, 21: 272 – 319.
- KIEFER, J. and WOLFOWITZ, J. 1960. The equivalence of two extremum problems. Canadian Journal of Mathematics; 12: 363-366.
- MELAS, V.B. 2005. On the functional approach to optimal design for non-linear models. Journal of Statistical Planning and Inference; 132: 93-116.
- MINKIN, S. 1987. Optimal design for binary data. Journal of the American Statistical Association; 82: 1098-1103.
- MOERBEEK, M. 2005. Robustness properties of A-,D-and E-optimal designs for polynomial growth models with autocorrelated errors. Computational statistics and Data Analysis; 48: 765-778.
- MYERS, W.R., MYERS, R.H. and CARTER, JR.W.H. 1994. Some alphabetic optimal designs for the logistic regression model. Journal of Statistical Planning and Inference, 42: 57-77.
- PUKELSHEIM, F. 1993. Optimal design of experiments. Wiley.
- WILEY ROBBINS, H. and MONRO, S. 1951. A stochastic approximation method. Annals of Mathematical Statistics; 29: 400-407.
- SINHA, S. and WIENS, D.P. 2002. Robust sequential designs for non-linear reggression. The Canadian Journal of Statistics; 30: 601-618.
- SILVEY, S.D. 1980. Optimal design. Chapman Hall.
- SITTER, R.R. 1992. Robust designs for binary data. Biometrics; 48: 1145-1155.
- SITTER, R.R. and FAINARU, I. 1997. Optimal designs for the logit and probit models for binary data. The Canadian Journal of Statistics; 25: 175-190.
- SITTER, R.R. and FORBES, B.E. 1997. Optimal two-stage designs for binary response experiments. Statistica Sinica; 7: 941-955.
- SITTER, R.R. and TORSNEY, B. 1995. Optimal designs for binary response experiments with two design variables. Statistica Sinica; 5: 405-419.
- SITTER, R.R. and WU, C.F.J. 1933a. On the accurancy of fieller interval for binary response data. Journal of the American Statistical Association; 88: 1021-1025.
- SITTER, R.R. and WU, C.F.J. 1993b. Optimal designs for binary response experiments: Fieller, D and A criteria. Scandinavian Journal of Statistics; 20: 329-341.
- STALLARD, N. and GRAVENOR, M.B. 2006. Estimating numbers of infectious units from serial dilution assays. Applied Statitics; 55: 15-30.
- WETHERILL, G.B. and GLAZEBROOK, K.D. 1986. Sequential methods in statistics, 3rd edition, Chapman and Hall.
- WU, C.F.J. 1985. Efficient sequential designs with binary data. Journal of the American statistical Association; 80: 974-986.
- YANGXIN, H. 2005. On a family of interval estimators of effective doses. Computational statistics and Data analysis; 49: 131-146.
- YATES, F. 1935. Complex experiments (with discussion). Suppl. J.R Statist. Soc.; 2: 181-247.
- YATES, F. 1936. A new method of arranging variety trials involving a large number of varieties. J. Agric. Sci.; 26: 424-455.
- YATES, F. 1937. The design and analysis of factorial experiments. Technical communications; 35, Harpenden : Imperial Bureau for Soil Science.
References
ABDELBASIT, K.M. 1998. Constant information design for binary data. Journal of Science and Technology; Sultan Qaboos University, 3: 57-66.
ABDELBASIT, K.M. and BUTLER, N.A 2006. minimum bias designs for generalized linear models. Sankhya; 68(4): 587-599.
ABDELBASIT, K.M and PLACKETT. 1983. experimental design for binary data. Journal of the American Statistical Association; 78: 90-98.
ABDELBASIT, K.M and PLACKETT, R.L. 1982. Experimental design for joint action. Biometrics; 38: 171-179.
ABDELBASIT, K.M and PLACKETT, R.L 1981. Experimental design for categorial data. International Statistical Reviews; 49: 111-126.
ANTONELLO, J.M. and RAGHAVARAO. 2000. Optimal designs for the individual and joint exposure general logistic regression models. Journal of Biopharmaceutical Statistic; 10: 351-367.
ATKINSON, A.C. and BAILEY, R.A. 2001. One hundred years of the design of experiments on and off the pages of Biometrika. Biometrika; 88: 53-97.
ATKINSON, A.C., DEMETRIO, G.G.B. and ZOCCHI, S.S. 1995. Optimum dose levels when males and females differ in response. Applied Statistics; 44: 213-226.
ATKINSON, A.C. and DONEV, A.N. 1992. Optimum Experimental Designs. Oxford University Press Berger, M.P.F and Wong, W.K. edit (2005) : Applied Optimal Designs. Wiley.
WILEY BORTOT, P. and GIOVAGNOLI. 2005. Up and Down experiments of first and second order. Journal of Statistical Planning and Inference; 134: 236-253.
BOX, G.E.P. and DRAPER, N.R. 1959. A Basis for the selection of a response surface design. Journal of the American Statistical Association; 54: 622-654.
CHALONER, K. 1993. A note on optimal bayesian design for non-linear problems. Journal of Statistical Planning and Inference; 37: 229-235.
CHALONER, K. and LARNTZ, K. 1989. Optimal bayesian design applied to logistic regression experiments. Journal of Statistical Planning and Inference; 21: 191-208.
COX, D.R. 1998. A note on design when response has an exponential family distribution, Biometrika; 75: 161-164.
COX, D.R. and REID, N. 2000. The theory of the design of Experiments. Chapmon and Hall.
DETTE, H. and HAINES, L.M. 1994. Optimal designs for linear and nonlinear Models with two parameters. Biometrika; 81: 739-754.
DETTE, H., MELAS, V.B. and PEPELYSHEV, A. 2004. Optimal designs for a class of non-linear regression models. The Annals of Statistics; 32: 2142, 2167.
DETTE, H. and NEUGEBAUER. 1997. Bayesian D-optimal designs for exponential regression medels. Journal of Statistical Planning and Inference; 60: 331-349.
DETTE, H. and SAHM, M. 1998. Minimax optimal designs in non-linear regression models. Statistica Sinica; 8: 1249-1264.
DETTE, H and SAHM, M. 1997. Standardized optimal designs for binary response experiments. South African Statistics Journal; 31: 271-298.
DIXON, W.J. and MOOD, A.M. 1998. A method for obtaining and analyzing sensitivity data. Journal of the American Statistical Association; 43: 109-126.
DRAGALIN, V. and FEDOROV, V. 2005. Adaptive designs for dose-finding based on efficiency-toxicity response. Journal of Statistical Planning and Inference; 136: 1800-1823.
ELFVING, G. 1959. Design of linear experiments. In Cramer festschrift volume, ed. U Grenander, pp. 58-74, Wiley.
ELFVING, G. 1952. Optimum alllocation in linear regression theory. Annals of mathematical statistics, 23: 255-262.
FANDOM, N.R and SEIDEL, W. 2000. A minimax algorithm for constructing optimal symmetrical balanced designs for a logistic regression model. Journal of Statistical Planning and Inference; 91: 151-168.
FARAGGI, D., IZIKSON, P. and REISER, B. 2003. Confidence intervals for the 50 percent response dose. Statistics in Medicine; 22: 1977-1988.
FINNEY, D.J. 1971. Probit analysis, 3rd edition, Cambridge University Press.
FISHER, R.A 1935. Design of experiments, Oliver and Boyd.
FISHER, R.A. 1922. On the mathematical foundations of theoretical statistics. Phil. Trans. R-Soc, A; 222: 309-368.
FORD, I., TORSNEY, B. and WU, C.F.J. 1992. The use of a canonical form in the construction of locally optimal designs for non-linear problems. Journal of the Royal Statistical Society B54: 569-583.
HEDAYAT, A.S., YAN, B. and PEZZUTO, J.M. 1997. Modeling and identifying optimum designs for fitting dose-response curves based on raw optimal density data. Journal of the American Statistical Association; 92: 1132-1140.
HEDAYAT, A.S., ZHONG, J. and Nie, L. 2004. Optimal and efficient designs for 2-parameter non-linear models. Journal of Statistical Planning and Inference; 124: 205-217.
HEISE, M.A. and MYERS, R.H. 1996. Optimal designs for bivariate logistic regression. Biometrics; 52: 613-624.
HU, I. 1998. On Sequential designs in non-linear problems. Biometrika; 85: 496-503.
JOSEPH, V.R. 2004. Efficient robbins-monro procedure for binary data. Biometrika; 91: 461-470.
KALISH, L.A. 1990. Efficient design for estimation of median lethal dose and ouontal dose-response curves. Biometrics; 46: 737-748.
KHAN, M.K. and YAZIDI, A.A. 1988. On optimal designs for binary data. Journal of Statistical Planning and Inference; 18: 83-91.
KIEFER, J. 1959. Optimum experimental designs (with discussion). Journal of the Royal Statistical Society. series B, 21: 272 – 319.
KIEFER, J. and WOLFOWITZ, J. 1960. The equivalence of two extremum problems. Canadian Journal of Mathematics; 12: 363-366.
MELAS, V.B. 2005. On the functional approach to optimal design for non-linear models. Journal of Statistical Planning and Inference; 132: 93-116.
MINKIN, S. 1987. Optimal design for binary data. Journal of the American Statistical Association; 82: 1098-1103.
MOERBEEK, M. 2005. Robustness properties of A-,D-and E-optimal designs for polynomial growth models with autocorrelated errors. Computational statistics and Data Analysis; 48: 765-778.
MYERS, W.R., MYERS, R.H. and CARTER, JR.W.H. 1994. Some alphabetic optimal designs for the logistic regression model. Journal of Statistical Planning and Inference, 42: 57-77.
PUKELSHEIM, F. 1993. Optimal design of experiments. Wiley.
WILEY ROBBINS, H. and MONRO, S. 1951. A stochastic approximation method. Annals of Mathematical Statistics; 29: 400-407.
SINHA, S. and WIENS, D.P. 2002. Robust sequential designs for non-linear reggression. The Canadian Journal of Statistics; 30: 601-618.
SILVEY, S.D. 1980. Optimal design. Chapman Hall.
SITTER, R.R. 1992. Robust designs for binary data. Biometrics; 48: 1145-1155.
SITTER, R.R. and FAINARU, I. 1997. Optimal designs for the logit and probit models for binary data. The Canadian Journal of Statistics; 25: 175-190.
SITTER, R.R. and FORBES, B.E. 1997. Optimal two-stage designs for binary response experiments. Statistica Sinica; 7: 941-955.
SITTER, R.R. and TORSNEY, B. 1995. Optimal designs for binary response experiments with two design variables. Statistica Sinica; 5: 405-419.
SITTER, R.R. and WU, C.F.J. 1933a. On the accurancy of fieller interval for binary response data. Journal of the American Statistical Association; 88: 1021-1025.
SITTER, R.R. and WU, C.F.J. 1993b. Optimal designs for binary response experiments: Fieller, D and A criteria. Scandinavian Journal of Statistics; 20: 329-341.
STALLARD, N. and GRAVENOR, M.B. 2006. Estimating numbers of infectious units from serial dilution assays. Applied Statitics; 55: 15-30.
WETHERILL, G.B. and GLAZEBROOK, K.D. 1986. Sequential methods in statistics, 3rd edition, Chapman and Hall.
WU, C.F.J. 1985. Efficient sequential designs with binary data. Journal of the American statistical Association; 80: 974-986.
YANGXIN, H. 2005. On a family of interval estimators of effective doses. Computational statistics and Data analysis; 49: 131-146.
YATES, F. 1935. Complex experiments (with discussion). Suppl. J.R Statist. Soc.; 2: 181-247.
YATES, F. 1936. A new method of arranging variety trials involving a large number of varieties. J. Agric. Sci.; 26: 424-455.
YATES, F. 1937. The design and analysis of factorial experiments. Technical communications; 35, Harpenden : Imperial Bureau for Soil Science.