Efficient algorithms for optimal designs with correlated observations in pharmacokinetics and dose-finding studies

Random effects models are widely used in population pharmacokinetics and dose-finding studies. However, when more than one observation is taken per patient, the presence of correlated observations (due to shared random effects and possibly residual serial correlation) usually makes the explicit determination of optimal designs difficult. In this article, we introduce a class of multiplicative algorithms to be able to handle correlated data and thus allow numerical calculation of optimal experimental designs in such situations. In particular, we demonstrate its application in a concrete example of a crossover dose-finding trial, as well as in a typical population pharmacokinetics example. Additionally, we derive a lower bound for the efficiency of any given design in this context, which allows us on the one hand to monitor the progress of the algorithm, and on the other hand to investigate the efficiency of a given design without knowing the optimal one. Finally, we extend the methodology such that it can be used to determine optimal designs if there exist some requirements regarding the minimal number of treatments for several (in some cases all) experimental conditions.     

A novel wavelet-based thresholding method for the pre-processing of mass spectrometry data that accounts for heterogeneous noise

In recent years there has been an increased interest in using protein mass spectroscopy to discriminate diseased from healthy individuals with the aim of discovering molecular markers for disease. A crucial step before any statistical analysis is the pre-processing of the mass spectrometry data. Statistical results are typically strongly affected by the specific pre-processing techniques used. One important pre-processing step is the removal of chemical and instrumental noise from the mass spectra. Wavelet denoising techniques are a standard method for denoising. Existing techniques, however, do not accommodate errors that vary across the mass spectrum, but instead assume a homogeneous error structure. In this paper we propose a novel wavelet denoising approach that deals with heterogeneous errors by incorporating a variance change point detection method in the thresholding procedure. We study our method on real and simulated mass spectrometry data and show that it improves on performances of peak detection methods.     

Accurate critical constants for the one-sided approximate likelihood ratio test of a normal mean vector when the covariance matrix is estimated

Tang, Gnecco, and Geller (1989, Biometrika 76, 577-583) proposed an approximate likelihood ratio (ALR) test of the null hypothesis that a normal mean vector equals a null vector against the alternative that all of its components are nonnegative with at least one strictly positive. This test is useful for comparing a treatment group with a control group on multiple endpoints, and the data from the two groups are assumed to follow multivariate normal distributions with different mean vectors and a common covariance matrix (the homoscedastic case). Tang et al. derived the test statistic and its null distribution assuming a known covariance matrix. In practice, when the covariance matrix is estimated, the critical constants tabulated by Tang et al. result in a highly liberal test. To deal with this problem, we derive an accurate small-sample approximation to the null distribution of the ALR test statistic by using the moment matching method. The proposed approximation is then extended to the heteroscedastic case. The accuracy of both the approximations is verified by simulations. A real data example is given to illustrate the use of the approximations.     

Methodology for estimating the abundance of rare animals: seabird nesting on north east Herald Cay

We discuss the problem of estimating the number of nests of different species of seabirds on North East Herald Cay based on the data from a 1996 survey of quadrats along transects and data from similar past surveys. We consider three approaches based on different plausible models, namely a conditional negative binomial model that allows for additional zeroes in the data, a weighting approach (based on a heteroscedastic regression model), and a transform-both-sides regression approach. We find that the conditional negative binomial approach and a linear regression approach work well but that the transform-both-sides approach should not be used. We apply the conditional negative binomial and linear regression approaches with poststratification based on data quality and availability to estimate the number of frigatebird nests on North East Herald Cay.     

Assessing the adequacy of variance function in heteroscedastic regression models

Heteroscedastic data arise in many applications. In heteroscedastic regression analysis, the variance is often modeled as a parametric function of the covariates or the regression mean. We propose a kernel-smoothing type nonparametric test for checking the adequacy of a given parametric variance structure. The test does not need to specify a parametric distribution for the random errors. It is shown that the test statistic has an asymptotical normal distribution under the null hypothesis and is powerful against a large class of alternatives. We suggest a simple bootstrap algorithm to approximate the distribution of the test statistic in finite sample size. Numerical simulations demonstrate the satisfactory performance of the proposed test. We also illustrate the application by the analysis of a radioimmunoassay data set.