  Just-in-time adaptive interventions (JITAIs) are time-varying adaptive
interventions that use frequent opportunities for the intervention to be
adapted--weekly, daily, or even many times a day. The micro-randomized trial
(MRT) has emerged for use in informing the construction of JITAIs. MRTs can be
used to address research questions about whether and under what circumstances
JITAI components are effective, with the ultimate objective of developing
effective and efficient JITAI. The purpose of this article is to clarify why,
when, and how to use MRTs; to highlight elements that must be considered when
designing and implementing an MRT; and to review primary and secondary analyses
methods for MRTs. We briefly review key elements of JITAIs and discuss a
variety of considerations that go into planning and designing an MRT. We
provide a definition of causal excursion effects suitable for use in primary
and secondary analyses of MRT data to inform JITAI development. We review the
weighted and centered least-squares (WCLS) estimator which provides consistent
causal excursion effect estimators from MRT data. We describe how the WCLS
estimator along with associated test statistics can be obtained using standard
statistical software such as R (R Core Team, 2019). Throughout we illustrate
the MRT design and analyses using the HeartSteps MRT, for developing a JITAI to
increase physical activity among sedentary individuals. We supplement the
HeartSteps MRT with two other MRTs, SARA and BariFit, each of which highlights
different research questions that can be addressed using the MRT and
experimental design considerations that might arise.
