  Dose-finding studies are frequently conducted to evaluate the effect of
different doses or concentration levels of a compound on a response of
interest. Applications include the investigation of a new medicinal drug, a
herbicide or fertilizer, a molecular entity, an environmental toxin, or an
industrial chemical. In pharmaceutical drug development, dose-finding studies
are of critical importance because of regulatory requirements that marketed
doses are safe and provide clinically relevant efficacy. Motivated by a
dose-finding study in moderate persistent asthma, we propose response-adaptive
designs addressing two major challenges in dose-finding studies: uncertainty
about the dose-response models and large variability in parameter estimates. To
allocate new cohorts of patients in an ongoing study, we use optimal designs
that are robust under model uncertainty. In addition, we use a Bayesian
shrinkage approach to stabilize the parameter estimates over the successive
interim analyses used in the adaptations. This approach allows us to calculate
updated parameter estimates and model probabilities that can then be used to
calculate the optimal design for subsequent cohorts. The resulting designs are
hence robust with respect to model misspecification and additionally can
efficiently adapt to the information accrued in an ongoing study. We focus on
adaptive designs for estimating the minimum effective dose, although
alternative optimality criteria or mixtures thereof could be used, enabling the
design to address multiple objectives.
