Design and Analysis of Experiments, Volume 3

Provides timely applications, modifications, and extensions ofexperimental designs for a variety of disciplinesDesign and Analysis of Experiments, Volume 3: Special Designsand Applications continues building upon the philosophicalfoundations of experimental design by providing important, modernapplications of experimental design to the many fields that utilizethem. The book also presents optimal and efficient designs forpractice and covers key topics in current statistical research.Featuring contributions from leading researchers and academics,the book demonstrates how the presented concepts are used acrossvarious fields from genetics and medicinal and pharmaceuticalresearch to manufacturing, engineering, and national security. Eachchapter includes an introduction followed by the historicalbackground as well as in-depth procedures that aid in theconstruction and analysis of the discussed designs. Topicalcoverage includes:* Genetic cross experiments, microarray experiments, and varietytrials* Clinical trials, group-sequential designs, and adaptivedesigns* Fractional factorial and search, choice, and optimal designs forgeneralized linear models* Computer experiments with applications to homeland security* Robust parameter designs and split-plot type response surfacedesigns* Analysis of directional data experimentsThroughout the book, illustrative and numerical examples utilizeSAS®, JMP®, and R software programs to demonstrate thediscussed techniques. Related data sets and software applicationsare available on the book's related FTP site.Design and Analysis of Experiments, Volume 3 is an idealtextbook for graduate courses in experimental design and alsoserves as a practical, hands-on reference for statisticians andresearchers across a wide array of subject areas, includingbiological sciences, engineering, medicine, and business.

Preface xvii

Contributors xxi

1 Genetic Crosses Experiments 1
Murari Singh, Sudhir Gupta, and Rajender Parsad

1.1 Introduction, 1

1.2 Basic Objectives and Models, 2

1.3 Diallel Mating Design of Type I, 8

1.4 Diallel Crosses: Type II Designs, 14

1.5 Partial Diallel Crosses: No Blocking or Complete Blocks, 25

1.6 Partial Diallel Crosses in Incomplete Blocks, 32

1.7 Optimality, 44

1.8 Robustness, 59

1.9 Three- or Higher-Way Crosses, 61

1.10 Computation, 65

2 Design of Gene Expression Microarray Experiments 73
Dan Nettleton

2.1 Introduction, 73

2.2 Gene Expression Microarray Technology, 74

2.3 Preprocessing of Microarray Fluorescence Intensities, 76

2.4 Introduction to Gene Expression Microarray Experimental Design, 80

2.5 Two-Treatment Experiments Using Two-Color Microarrays, 81

2.6 Two-Color Microarray Experiments Involving More Than Two Treatments, 86

2.7 Multifactor Two-Color Microarray Experiments, 89

2.8 Phase 2 Designs for Complex Phase 1 Designs, 94

3 Spatial Analysis of Agricultural Field Experiments 109
Joanne K. Stringer, Alison B. Smith, and Brian R. Cullis

3.1 Introduction, 109

3.2 Methods to Account for Spatial Variation, 110

3.3 A Spatial Linear Mixed Model, 116

3.4 Analysis of Examples, 122

4 Optimal Designs for Generalized Linear Models 137
John Stufken and Min Yang

4.1 Introduction, 137

4.2 Notation and Basic Concepts, 141

4.3 Tools for Finding Locally Optimal Designs, 145

4.4 GLMs with Two Parameters, 149

4.5 GLMs with Multiple Parameters, 155

4.6 Summary and Concluding Comments, 161

5 Design and Analysis of Randomized Clinical Trials 165
Janet Wittes and Zi-Fan Yu

5.1 Overview, 165

5.2 Components of a Randomized Clinical Trial, 168

5.3 Bias, 175

5.4 Statistical Analysis of Randomized Clinical Trials, 182

5.5 Failure Time Studies, 184

5.6 Other Topics, 206

6 Monitoring Randomized Clinical Trials 213
Eric S. Leifer and Nancy L. Geller

6.1 Introduction, 213

6.2 Normally Distributed Outcomes, 215

6.3 Brownian Motion Properties, 217

6.4 Brief Historical Overview of Group Sequential Methods, 219

6.5 Dichotomous Outcomes, 223

6.6 Time-to-Event Outcomes, 225

6.7 Unconditional Power, 227

6.8 Conditional Power, 229

6.9 Spending Functions, 232

6.10 Flexibility and Properties of Spending Functions, 233

6.11 Modifying the Trials Sample Size Based on a Nuisance Parameter, 235

6.12 Sample Size Modification Based on the Interim Treatment Effect, 240

6.13 Concluding Remarks, 246

7 Adaptive Randomization in Clinical Trials 251
Lanju Zhang and William F. Rosenberger

7.1 Introduction, 251

7.2 Adaptive Randomization Procedures, 252

7.3 Likelihood-Based Inference, 264

7.4 Randomization-Based Inference, 269

7.5 Conclusions and Practical Considerations, 276

8 Search Linear Model for Identification and Discrimination 283
Subir Ghosh

8.1 Introduction, 283

8.2 General Linear Model with Fixed Effects, 284

8.3 Search Linear Model, 285

8.4 Applications, 288

8.5 Effects of Noise in Performance Comparison, 293

9 Minimum Aberration and Related Criteria for Fractional Factorial Designs 299
Hegang H. Chen and Ching-Shui Cheng

9.1 Introduction, 299

9.2 Projections of Fractional Factorial Designs, 302

9.3 Estimation Capacity, 304

9.4 Clear Two-Factor Interactions, 307

9.5 Estimation Index, 310

9.6 Estimation Index, Minimum Aberration, and Maximum Estimation Capacity, 314

9.7 Complementary Design Theory for Minimum Aberration Designs, 315

9.8 Nonregular Designs and Orthogonal Arrays, 317

9.9 Generalized Minimum Aberration, 320

9.10 Optimal Fractional Factorial Block Designs, 322

10 Designs for Choice Experiments for the Multinomial Logit Model 331
Deborah J. Street and Leonie Burgess

10.1 Introduction, 331

10.2 Definitions, 332

10.3 The MNL Model, 335

10.4 Design Comparisons, 338

10.5 Optimal Designs for DCEs, 340

10.6 Using Combinatorial Designs to Construct DCEs, 364

10.7 Bayesian Work, 368

10.8 BestWorst Experiments, 368

10.9 Miscellaneous Topics, 370

11 Computer Experiments 379
Max D. Morris

11.1 Introduction, 379

11.2 Sensitivity/Uncertainty Analysis, 382

11.3 Gaussian Stochastic Process Models, 385

11.4 Inference, 389

11.5 Experimental Designs, 398

11.6 Multivariate Output, 403

11.7 Multiple Data Sources, 406

11.8 Conclusion, 409

12 Designs for Large-Scale Simulation Experiments, with Applications to Defense and Homeland Security 413
Susan M. Sanchez, Thomas W. Lucas, Paul J. Sanchez, Christopher J. Nannini, and Hong Wan

12.1 Introduction, 413

12.2 Philosophy: Evolution of Computational Experiments,414

12.3 Application: U.S. Army Unmanned Aerial Vehicle (UAV) Mix Study, 422

12.4 Parting Thoughts, 437

13 Robust Parameter Designs 443
Timothy J. Robinson and Christine M. Anderson-Cook

13.1 Introduction, 443

13.2 Taguchi Signal-to-Noise Ratio Approach, 445

13.3 Dual Model Response Surface Methodology, 448

13.4 Single Model Response Surface Methods Using Combined Arrays, 451

13.5 Computer Generated Combined Arrays, 461

13.6 RPD Involving Quantitative and Qualitative Factors, 465

13.7 Conclusions, 466

14 Split-Plot Response Surface Designs 471
G. Geoffrey Vining

14.1 Introduction, 471

14.2 Differences between Agricultural and Industrial Experimentation, 472

14.3 OLSGLS Equivalent Second-Order Split-Plot Designs and Analysis, 482

14.4 Exact Tests for the Coeffi cients, 488

14.5 Proper Residuals for Checking Assumptions, 493

14.6 "Optimal" Second-Order Split-Plot Designs, 496

15 Design and Analysis of Experiments for Directional Data 501
Sango B. Otieno and Christine M. Anderson-Cook

15.1 Summary, 501

15.2 Introduction and Historical Background, 501

15.3 ANOVA for Circular Data, 509

15.4 ANOVA for Cylindrical Data, 521

15.5 ANOVA for Spherical Data, 524

15.6 Conclusions, 530

References, 531

Author Index 533

Subject Index 545