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.
2024
Bayesian clinical trials; Hellinger distance; borrowing historical information; fixed-margin approach; normal endpoints; unknown variance
01 Pubblicazione su rivista::01a Articolo in rivista
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]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1692316
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