D-optimal cohort designs for linear mixed-effects models

D-optimal designs of mean-covariance models for longitudinal data

Longitudinal data analysis has been very common in various fields. It is important in longitudinal studies to choose appropriate numbers of subjects and repeated measurements and allocation of time points as well. Therefore, existing studies proposed many criteria to select the optimal designs. However, most of them focused on the precision of the mean estimation based on some specific models and certain structures of the covariance matrix. In this paper, we focus on both the mean and the marginal covariance matrix. Based on the mean-covariance models, it is shown that the trick of symmetrization can generate better designs under a Bayesian D-optimality criterion over a given prior parameter space. Then, we propose a novel criterion to select the optimal designs. The goal of the proposed criterion is to make the estimates of both the mean vector and the covariance matrix more accurate, and the total cost is as low as possible. Further, we develop an algorithm to solve the corresponding optimization problem. Based on the algorithm, the criterion is illustrated by an application to a real dataset and some simulation studies. We show the superiority of the symmetric optimal design and the symmetrized optimal design in terms of the relative efficiency and parameter estimation. Moreover, we also demonstrate that the proposed criterion is more effective than the previous criteria, and it is suitable for both maximum likelihood estimation and restricted maximum likelihood estimation procedures.

Search for efficient complete and planned missing data designs for analysis of change

The design of longitudinal data collection is an essential component of any study of change. A well-designed study will maximize the efficiency of statistical tests and minimize the cost of available resources (e.g., budget). Two families of designs have been used to collect longitudinal data: complete data (CD) and planned missing (PM) designs. This article proposes a systematic and flexible procedure named SEEDMC (SEarch for Efficient Designs using Monte Carlo Simulation) to search for efficient CD and PM designs for growth-curve modeling under budget constraints. This procedure allows researchers to identify efficient designs for multiple effects separately and simultaneously, and designs that are robust to MCAR attrition. SEEDMC is applied to identify efficient designs for key change parameters in linear and quadratic growth models. The identified efficient designs are summarized and the strengths and possible extensions of SEEDMC are discussed.

Accelerated longitudinal designs: An overview of modelling, power, costs and handling missing data

Longitudinal studies are often used to investigate age-related developmental change. Whereas a single cohort design takes a group of individuals at the same initial age and follows them over time, an accelerated longitudinal design takes multiple single cohorts, each one starting at a different age. The main advantage of an accelerated longitudinal design is its ability to span the age range of interest in a shorter period of time than would be possible with a single cohort longitudinal design. This paper considers design issues for accelerated longitudinal studies. A linear mixed effect model is considered to describe the responses over age with random effects for intercept and slope parameters. Random and fixed cohort effects are used to cope with the potential bias accelerated longitudinal designs have due to multiple cohorts. The impact of other factors such as costs and the impact of dropouts on the power of testing or the precision of estimating parameters are examined. As duration-related costs increase relative to recruitment costs the best designs shift towards shorter duration and eventually cross-sectional design being best. For designs with the same duration but differing interval between measurements, we found there was a cutoff point for measurement costs relative to recruitment costs relating to frequency of measurements. Under our model of 30% dropout there was a maximum power loss of 7%.

Optimal designs in longitudinal trials with varying treatment effects and discrete-time survival endpoints

It is plausible to assume that the treatment effect in a longitudinal study will vary over time. It can become either stronger or weaker as time goes on. Here, we extend previous work on optimal designs for discrete-time survival analysis to trials with the treatment effect varying over time. In discrete-time survival analysis, subjects are measured in discrete time intervals, while they may experience the event at any point in time. We focus on studies where the width of time intervals is fixed beforehand, meaning that subjects are measured more often when the study duration increases. The optimal design is defined as the optimal combination of the number of subjects, the number of measurements for each subject, and the optimal proportion of subjects assigned to the experimental condition. We study optimal designs for different optimality criteria and linear cost functions. We illustrate the methodology of finding optimal designs using a clinical trial that studies the effect of an outpatient mental health program on reducing substance abuse among patients with severe mental illness. We observe that optimal designs depend to some extent on the rate at which group differences vary across time intervals and the direction of these changes over time. We conclude that an optimal design based on the assumption of a constant treatment effect is not likely to be efficient if the treatment effect varies across time.

Optimal Experimental Design With Nesting of Persons in Organizations

This paper introduces optimal design of randomized experiments where individuals are nested within organizations, such as schools, health centers, or companies. The focus is on nested designs with two levels (organization, individual) and two treatment conditions (treated, control), with treatment assignment to organizations, or to individuals within organizations. For each type of assignment, a multilevel model is first presented for the analysis of a quantitative dependent variable or outcome. Simple equations are then given for the optimal sample size per level (number of organizations, number of individuals) as a function of the sampling cost and outcome variance at each level, with realistic examples. Next, it is explained how the equations can be applied if the dependent variable is dichotomous, or if there are covariates in the model, or if the effects of two treatment factors are studied in a factorial nested design, or if the dependent variable is repeatedly measured. Designs with three levels of nesting and the optimal number of repeated measures are briefly discussed, and the paper ends with a short discussion of robust design.

Serial correlation in optimal design for nonlinear mixed effects models

In population modeling two sources of variability are commonly included; inter individual variability and residual variability. Rich sampling optimal design (more samples than model parameters) using these models will often result in a sampling schedule where some measurements are taken at exactly the same time point, thereby maximizing the signal-to-noise ratio. This behavior is a result of not appropriately taking into account error generation mechanisms and is often clinically unappealing and may be avoided by including intrinsic variability, i.e. serially correlated residual errors. In this paper we extend previous work that investigated optimal designs of population models including serial correlation using stochastic differential equations to optimal design with the more robust, and analytic, AR(1) autocorrelation model. Further, we investigate the importance of correlation strength, design criteria and robust designs. Finally, we explore the optimal design properties when estimating parameters with and without serial correlation. In the investigated examples the designs and estimation performance differs significantly when handling serial correlation.

The Effects of the Number of Cohorts, Degree of Overlap Among Cohorts, and Frequency of Observation on Power in Accelerated Longitudinal Designs

With the accelerated longitudinal design data of different age cohorts are used to study individual development over a broad age span during a period of shorter duration. When planning an accelerated longitudinal study one must decide on the number of cohorts, the degree of overlap among cohorts, and the frequency of observation. This paper provides a framework to study the effects of these three design factors on the statistical power to detect a linear change. As no simple mathematical formulae for these relations exist, an example is used to illustrate how the effects of these three design factors can be evaluated. It is shown that the optimal number of cohorts, the optimal degree of overlap among cohorts, and the optimal frequency of observation depend on the total number of subjects and the total number of measurements. R code for evaluating the power of longitudinal designs is provided.

ODmixed: a tool to obtain optimal designs for heterogeneous longitudinal studies with dropout

ODMixed is a computer program to obtain optimal designs for linear mixed models of longitudinal studies. These designs account for heterogeneous correlated errors and for data with dropout. Designs are compared by using relative efficiencies, e.g., between a D-optimal design for homogeneous data and another for heterogeneous data or between a D-optimal design for complete data against another that optimizes designs when data is missing at random. Two examples are worked out to illustrate how researchers could use this computer program to profit of optimal design theory at the planning stage of longitudinal studies.

Interactive computer program for optimal designs of longitudinal cohort studies

Many large scale longitudinal cohort studies have been carried out or are ongoing in different fields of science. Such studies need a careful planning to obtain the desired quality of results with the available resources. In the past, a number of researches have been performed on optimal designs for longitudinal studies. However, there was no computer program yet available to help researchers to plan their longitudinal cohort design in an optimal way. A new interactive computer program for the optimization of designs of longitudinal cohort studies is therefore presented. The computer program helps users to identify the optimal cohort design with an optimal number of repeated measurements per subject and an optimal allocations of time points within a given study period. Further, users can compute the loss in relative efficiencies of any other alternative design compared to the optimal one. The computer program is described and illustrated using a practical example.