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Statistica Sinica 28 (2018), 1611-1632

OPTIMAL DESIGN FOR EXPERIMENTS WITH
POSSIBLY INCOMPLETE OBSERVATIONS
Kim May Lee, Stefanie Biedermann and Robin Mitra
University of Cambridge, University of Southampton and Lancaster University

Abstract: Missing responses occur in many industrial and medical experiments, for example in clinical trials where slow acting treatments are assessed. Finding efficient designs for such experiments is problematic since it is not known at the design stage which observations will be missing. The design literature mainly focuses on assessing robustness of designs for missing data scenarios, rather than finding designs which are optimal in this situation. Imhof, Song and Wong (2002) propose a framework for design search, based on the expected information matrix. We develop an approach that includes Imhof, Song and Wong (2002)'s method as special case and justifies its use retrospectively. Our method is illustrated through a simulation study based on data from an Alzheimer's disease trial.

Key words and phrases: Covariance matrix, information matrix, linear regression model, missing observations, optimal design.

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