Non-inferiority trials compare new experimental therapies to standard ones (active control). In these experiments, historical information on the control treatment is often available. This makes Bayesian methodology appealing since it allows a natural way to exploit information from past studies. In the present paper, we suggest the use of previous data for constructing the prior distribution of the control effect parameter. Specifically, we consider a dynamic power prior that possibly allows to discount the level of borrowing in the presence of heterogeneity between past and current control data. The discount parameter of the prior is based on the Hellinger distance between the posterior distributions of the control parameter based, respectively, on historical and current data. We develop the methodology for comparing normal means and we handle the unknown variance assumption using MCMC. We also provide a simulation study to analyze the proposed test in terms of frequentist size and power, as it is usually requested by regulatory agencies. Finally, we investigate comparisons with some existing methods and we illustrate an application to a real case study.
A dynamic power prior approach to non‐inferiority trials for normal means / Mariani, Francesco; DE SANTIS, Fulvio; Gubbiotti, Stefania. - In: PHARMACEUTICAL STATISTICS. - ISSN 1539-1604. - 23:2(2024), pp. 242-256. [10.1002/pst.2349]
A dynamic power prior approach to non‐inferiority trials for normal means
Francesco Mariani
;Fulvio De Santis;Stefania Gubbiotti
2024
Abstract
Non-inferiority trials compare new experimental therapies to standard ones (active control). In these experiments, historical information on the control treatment is often available. This makes Bayesian methodology appealing since it allows a natural way to exploit information from past studies. In the present paper, we suggest the use of previous data for constructing the prior distribution of the control effect parameter. Specifically, we consider a dynamic power prior that possibly allows to discount the level of borrowing in the presence of heterogeneity between past and current control data. The discount parameter of the prior is based on the Hellinger distance between the posterior distributions of the control parameter based, respectively, on historical and current data. We develop the methodology for comparing normal means and we handle the unknown variance assumption using MCMC. We also provide a simulation study to analyze the proposed test in terms of frequentist size and power, as it is usually requested by regulatory agencies. Finally, we investigate comparisons with some existing methods and we illustrate an application to a real case study.File | Dimensione | Formato | |
---|---|---|---|
Mariani_dynamic-power-prior_2023.pdf
accesso aperto
Tipologia:
Versione editoriale (versione pubblicata con il layout dell'editore)
Licenza:
Creative commons
Dimensione
1.12 MB
Formato
Adobe PDF
|
1.12 MB | Adobe PDF |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.