Analysis of time trends in adaptive designs with application to a neurophysiology experiment

Time trends are present in many sequential experiments. Adaptive designs us e accruing data to select future design points. It has been observed that t he presence of time trends in adaptive designs can bias results of the stud y. We propose one method of dealing with time trends in analysing adaptive designs. The method, relevance weighted likelihood, weights individual comp onents of the likelihood differently. Consequently, one can downweight earl ier data if there is a clear time trend that converges at some point in the study. We apply this methodology to a data set from an adaptive design in neurophysiology. We find that the method is robust and useful in getting mo re precise estimates of an individual subject's median response. Copyright (C) 2000 John Wiley & Sons, Ltd.