Applied optimal designs:
Gespeichert in:
| Weitere Verfasser: | |
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| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Chichester
Wiley
2005
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XXV, 285 S. graph. Darst. |
| ISBN: | 0470856971 |
Internformat
MARC
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| 245 | 1 | 0 | |a Applied optimal designs |c ed. by Martijn P. F. Berger ... |
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Datensatz im Suchindex
| _version_ | 1804142708797734912 |
|---|---|
| adam_text | Contents
List of Contributors xi
Editors Foreword xv
1 Optimal Design in Educational Testing 1
Steven Buyske
1.1 Introduction I
1.1.1 Paper-and-pencil or computerized adaptive testing 2
1.1.2 Dichotomous response 2
1.1.3 Polytomous response 4
1.1.4 Information functions 5
1.1.5 Design problems 7
1.2 Test Design 7
1.2.1 Fixed-form test design 8
1.2.2 Test design for CAT 11
1.3 Sampling Design 12
1.3.1 Paper-and-pencil calibration 12
1.3.2 CAT calibration 14
1.4 Future Directions 15
Acknowledgements 16
References 16
2 Optimal On-line Calibration of Testlets 21
Douglas H. Jones and Mikhail S. Nediak
2.1 Introduction 21
2.2 Background 23
2.2.1 Item response functions 23
2.2.2 D-optimal design criterion 24
2.3 Solution for Optimal Designs 25
2.3.1 Mathematical programming model 25
2.3.2 Unconstrained conjugate-gradient method 27
2.3.3 Constrained conjugate-gradient method 28
vi CONTENTS
2.3.4 Gradient of log det M(B; 0, x) 28
2.3.5 MCMC sequential estimation of item parameters 29
2.3.6 Note on performance measures 30
2.4 Simulation Results 31
2.5 Discussion 35
Appendix A Derivation of the Gradient of log det M(B; 0, x) 38
Appendix B Projection on the Null Space of the Constraint Matrix 39
Acknowledgements 41
References 41
3 On the Empirical Relevance of Optimal Designs
for the Measurement of Preferences 45
Heiko Groftmann, Heinz Hotting, Michaela Brocke, Ulrike
Grafihoff and Rainer Schwabe
3.1 Introduction 45
3.2 Conjoint Analysis 48
3.3 Paired Comparison Models in Conjoint Analysis 49
3.4 Design Issues 53
3.5 Experiments 54
3.5.1 Experiment 1 55
3.5.2 Experiment 2 58
3.6 Discussion 61
Acknowledgements 63
References 63
4 Designing Optimal Two-stage Epidemiological Studies 67
Marie Reilly and Agus Salim
4.1 Introduction 67
4.2 Illustrative Examples 69
4.2.1 Example 1 69
4.2.2 Example 2 70
4.2.3 Example 3 71
4.3 Meanscore 72
4.3.1 Example of meanscore 76
4.4 Optimal Design and Meanscore 77
4.4.1 Optimal design derivation for fixed second stage sample size 77
4.4.2 Optimal design derivation for fixed budget 78
4.4.3 Optimal design derivation for fixed precision 79
4.4.4 Computational issues 80
4.5 Deriving Optimal Designs in Practice 81
4.5.1 Data needed to compute optimal designs 81
4.5.2 Examples of optimal design 82
4.5.3 The optimal sampling package 85
4.5.4 Sensitivity of design to sampling variation in pilot data 85
CONTENTS vii
4.6 Summary 88
4.7 Appendix 1 Brief Description of Software Used 89
4.7.1 R language 89
4.7.2 S-PLUS 90
4.7.3 STATA 90
4.8 Appendix 2 The Optimal Sampling Package 90
4.8.1 Illustrative data sets 92
4.9 Appendix 3 Using the Optimal Package in R 92
4.9.1 Syntax and features of optimal sampling command budget in R 93
4.9.2 Example 94
4.10 Appendix 4 Using the Optimal Package in S-Plus 97
4.11 Appendix 5 Using the Optimal Package in STATA 97
4.11.1 Syntax and features of optbud function in STATA 98
4.11.2 Analysis with categorical variables 99
4.11.3 Illustrative example 99
References 101
5 Response-Driven Designs in Drug Development 103
Valerii V. Fedorov and Sergei L. Leonov
5.1 Introduction 103
5.2 Motivating Example: Quantal Models for Dose Response 104
5.2.1 Optimality criteria 105
5.3 Continuous Models 108
5.3.1 Example 3.1 108
5.3.2 Example 3.2 109
5.4 Variance Depending on Unknown Parameters and Multi-response Models 110
5.4.1 Example 4.1 114
5.4.2 Optimal designs as a reference point 116
5.4.3 Remark 4.1 117
5.5 Optimal Designs with Cost Constraints 117
5.5.1 Example 5.1 120
5.5.2 Example 5.2 Pharmacokinetic model, serial sampling 121
5.5.3 Remark 5.1 124
5.6 Adaptive Designs 127
5.6.1 Example 6.1 129
5.7 Discussion 131
Acknowledgements 133
References 133
6 Design of Experiments for Microbiological Models 137
Holger Dette, Viatcheslav B. Melas and Nikolay Strigul
6.1 Introduction 137
6.2 Experimental Design for Nonlinear Models 138
6.2.1 Example 2.1 The exponential regression model 140
viii CONTENTS
6.2.2 Example 2.2 Three-parameter logistic distribution 140
6.2.3 Example 2.3 The Monod differential equation 141
6.2.4 Example 2.4 143
6.3 Applications of Optimal Experimental Design in Microbiology 148
6.3.1 The Monod model 149
6.3.2 Application of optimal experimental design in microbiological
models 160
6.4 Bayesian Methods for Regression Models 170
6.5 Conclusions 173
Acknowledgements 174
References 175
7 Selected Issues in the Design of Studies of Interrater
Agreement 181
Allan Donner and Mekibib Altaye
7.1 Introduction 181
7.2 The Choice between a Continuous or Dichotomous Variable 182
7.2.1 Continuous outcome variable 183
7.2.2 Dichotomous Outcome Variable 184
7.3 The Choice between a Polychotomous or Dichotomous Outcome Variable 189
7.4 Incorporation of Cost Considerations 191
7.5 Final Comments 193
Appendix 194
Acknowledgement 194
References 195
8 Restricted Optimal Design in the Measurement of
Cerebral Blood Flow Using the Kety-Schmidt Technique 197
J.N.S. Matthews and P.W. James
8.1 Introduction 197
8.2 The Kety-Schmidt Method 198
8.3 The Statistical Model and Optimality Criteria 199
8.4 Locally Optimal Designs 202
8.4.1 Ds-optimal designs 202
. 8.4.2 Designs minimising var(£ ) 203
8.5 Bayesian Designs and Prior Distributions 205
8.5.1 Bayesian criteria 205
8.5.2 Prior distribution 206
8.6 Optimal Bayesian Designs 208
8.6.1 Numerical methods 208
8.6.2 Dj-optimal designs 209
8.6.3 Optimal designs for var(£ ) 210
8.7 Practical Designs 211
8.7.1 Reservations about the optimal designs 211
CONTENTS ix
8.7.2 Discrete designs 212
8.8 Concluding Remarks 216
References 218
9 Optimal Experimental Design for Parameter Estimation
and Contaminant Plume Characterization in
Groundwater Modelling 219
James McPhee and William W-G. Yeh
9.1 Introduction 219
9.2 Groundwater Flow and Mass Transport in Porous Media: Modelling Issues 220
9.2.1 Governing equations 220
9.2.2 Parameter estimation 222
9.3 Problem Formulation 224
9.3.1 Experimental design for parameter estimation 224
9.3.2 Monitoring network design for plume characterization 226
9.4 Solution Algorithms 230
9.5 Case Studies 231
9.5.1 Experimental design for parameter estimation 231
9.5.2 Experimental design for contaminant plume detection 238
9.6 Summary and Conclusions 241
Acknowledgements 243
References 243
10 The Optimal Design of Blocked Experiments in
Industry 247
Peter Goos, Lieven Tack and Martina Vandebroek
10.1 Introduction 247
10.2 The Pastry Dough Mixing Experiment 248
10.3 The Problem 249
10.4 Fixed Block Effects Model 251
10.4.1 Model and estimation 251
10.4.2 The use of standard designs 252
10.4.3 Optimal design 254
10.4.4 Some theoretical results 254
10.4.5 Computational results 256
10.5 Random Block Effects Model 257
10.5.1 Model and estimation 257
10.5.2 Theoretical results 258
10.5.3 Computational results 262
10.6 The Pastry Dough Mixing Experiment Revisited 262
10.7 Time Trends and Cost Considerations 265
10.7.1 Time trend effects 265
10.7.2 Cost considerations 266
x CONTENTS
10.7.3 The trade-off between trend resistance and cost-efficiency 267
10.8 Optimal Run Orders for Blocked Experiments 269
10.8.1 Model and estimation 269
10.8.2 Computational results 271
10.9 A Time Trend in the Pastry Dough Mixing Experiment 273
10.10 Summary 275
Acknowledgement 275
Appendix: Design Construction Algorithms 275
References 277
Index 281
I
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| spellingShingle | Applied optimal designs Optimale Versuchsplanung (DE-588)4043660-3 gnd |
| subject_GND | (DE-588)4043660-3 |
| title | Applied optimal designs |
| title_auth | Applied optimal designs |
| title_exact_search | Applied optimal designs |
| title_full | Applied optimal designs ed. by Martijn P. F. Berger ... |
| title_fullStr | Applied optimal designs ed. by Martijn P. F. Berger ... |
| title_full_unstemmed | Applied optimal designs ed. by Martijn P. F. Berger ... |
| title_short | Applied optimal designs |
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| topic | Optimale Versuchsplanung (DE-588)4043660-3 gnd |
| topic_facet | Optimale Versuchsplanung |
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