A New Sequential Design Based on the Robbins-Monro Procedure.
Adaptive designs are used in phase III clinical trials for skewing the allocation pattern towards the better treatments. We use optimum design theory to provide a skewed biased-coin procedure for sequential designs with continuous responses. The skewed designs are used to provide adaptive designs, the performance of which is studied numerically for designs with three treatments. Important properties are loss and the proportion of allocation to inferior treatments. Regularisation to provide consistent...
The optimal experiment for estimating the parameters of a nonlinear regression model usually depends on the value of these parameters, hence the problem of designing experiments that are robust with respect to parameter uncertainty. Sequential designpermits to adapt the experiment to the value of the parameters, and can thus be considered as a robust design procedure. By designing theexperiments sequentially, one introduces a feedback of information, and thus dynamics, into the design procedure....