Type: | Package |
Title: | Self-Adapting Mixture (SAM) Priors |
Version: | 2.0.0 |
Maintainer: | Peng Yang <py11@rice.edu> |
Description: | Implementation of the SAM prior and generation of its operating characteristics for dynamically borrowing information from historical data. For details, please refer to Yang et al. (2023) <doi:10.1111/biom.13927>. |
Depends: | R (≥ 3.5.0), RBesT, MatchIt |
Imports: | Metrics, assertthat, checkmate, ggplot2 |
Suggests: | rmarkdown, knitr, testthat (≥ 2.0.0), foreach, purrr, rstanarm (≥ 2.17.2), scales, tools, broom, tidyr, parallel |
VignetteBuilder: | knitr |
License: | GPL (≥ 3) |
Encoding: | UTF-8 |
LazyData: | true |
RoxygenNote: | 7.3.1 |
NeedsCompilation: | no |
Packaged: | 2025-01-16 18:58:06 UTC; yangpeng |
Author: | Peng Yang |
Repository: | CRAN |
Date/Publication: | 2025-01-17 14:50:06 UTC |
Simulated Data for the Construction of Propensity Score-Integrated Informative Priors
Description
This dataset demonstrates the construction of a Propensity Score-Integrated (PS) SAM prior. It simulates a two-arm randomized clinical trial (RCT) with a 2:1 randomization ratio between treatment and control arms, considering both binary and continuous endpoints.
Usage
PS_SAM_data
Format
A data frame with 600 observations.
"A" is the treatment assignment (1 = treated, 0 = control).
"G" is the study indicator (1 = current, 0 = historical).
"
X_1
" is a binary covariate."
X_2
" is a continuous covariate."
X_3
" is a continuous covariate."
Y_{binary}
" is binary outcome."
Y_{continuous}
" is continuous outcome.
Details
The dataset includes:
Sample size for treatment arm:
n_t = 200
.Sample size for control arm:
n_c = 100
.Sample size for historical control study:
n_h = 300
.
Covariates for the control arm were generated from
X_1 \sim Ber(0.5), ~~ X_2 \sim N(0, 1), ~~ X_3 \sim N(0.5, 1),
where Ber(\cdot)
stands for Bernoulli distribution. Covariates for the
historical controls were generated from a mixture distribution, with half
were generated the same as for the control arm, while the other half were
drawn from
X_1 \sim Ber(0.8), ~~ X_2 \sim N(-0.4, 1), ~~ X_3 \sim N(-0.2, 1).
For the binary endpoint, y_i
were generated from the logit model:
logit(\Pr(y_i = 1 | X_{1i}, X_{2i}, X_{3i}, A_i)) = -1.4 - 0.5
X_{1i} + X_{2i} + 2 X_{3i} + \lambda A_i,
where \lambda
is the treatment effect size, and we let \lambda = 0.9
to generate a moderate treatment effect size so that they study has a reasonable
power.
For the continuous endpoint, y_i
were generated from the following
normal model:
y_i = 1.8 X_{1i} + 0.9 X_{2i} - 2 X_{3i} + \lambda A_i + \epsilon_i,
where we let \lambda = 1
, and \epsilon_i \sim N(0, 3.5^2)
.
This dataset enables evaluation of the PS-SAM prior's performance in addressing heterogeneity between the RCT control arm and historical controls.
Examples
# Load the dataset
data(PS_SAM_data)
# View the structure
str(PS_SAM_data)
Calculating the Propensity Score-Integrated Informative Priors
Description
The PS_prior
function is designed to calculate the Propensity Score-Integrated
(PS) informative prior constructed based on historical data.
Usage
PS_prior(
formula,
data,
outcome,
study,
treat,
method,
distance,
ratio,
ps.method,
trim
)
PS_prior.default(
formula,
data,
outcome,
study,
treat,
method,
distance,
ratio,
ps.method,
trim
)
PS_prior.beta(
formula,
data,
outcome,
study,
treat,
method,
distance,
ratio,
ps.method,
trim
)
PS_prior.norm(
formula,
data,
outcome,
study,
treat,
method,
distance,
ratio,
ps.method,
trim
)
Arguments
formula |
A two-sided |
data |
A data frame containing the variables named in |
outcome |
The variable name of the outcome. |
study |
The variable name of the study indicator. |
treat |
The variable name of the treatment indicator. |
method |
The matching method to be used. The allowed methods are
|
distance |
The distance measure to be used. Can be either the name of a
method of estimating propensity scores (e.g., |
ratio |
For methods that allow it, how many historical control units should be
matched to each current control unit in |
ps.method |
PS method utilize to calculate an informative prior
based on historical data. The allowed methods are |
trim |
Lower and upper bound of trimming used in |
Details
This function aims to calculate informative priors using historical data by incorporating covariate information to enhance borrowing strength and address prior-data conflicts.
Let G
be the study indicator, where G = 1
indicate patient is
from current control study, and G = 0
indicate patient is from
historical control study. Given the covariates data X
, the propensity
score is defined as follows,
e(X) = \Pr(G = 1 | X),
where distance allows different methods to estimate the propensity scores.
Calculate informative prior through PS matching is to identify a subset of
historical data (D_h^*
) that have similar PS as current control data
(D
). Various algorithms are available for PS matching, please refer
to method
. The informative prior can then be calculated based on
the matched historical dataset.
Alternative, we can utilize the inverse probability of treatment weighting
(IPTW) to adjust the distribution of X
in historical data D_h
,
making it similar to that in D
. Specifically, for the i
th
subject, we assign a weight \alpha_i
to the outcome y_i
in
D_h
based on its PS e(X_i)
and a fixed weight \alpha_i = 1
to X_i
in D
, as follows:
\alpha_i = G_1 + (1 - G_i) \frac{e(X_i)}{1 - e(X_i)}.
To avoid extremely large weights that may compromise IPTW, symmetric
trimming rule can be used to trim the tails of the PS distribution by
input trim
with default [0.1,0.9], that is to trim observations
whose estimated PS is outside of this range.
To standardized \alpha
, we compute the effective sample size (ESS),
which approximately reflects the level of precision or equivalently its
sample size, retained in the sample after weight as
n^{*}_h = (\sum \alpha_i)^2 / \sum{\alpha_i^2}
. The standardized weight
is given by
\alpha_i^{*} = G_i + (1 - G_i)\frac{G_i}{\sum{\alpha_i} / n_h^{*}}.
For binary endpoint Y \sim Ber(\theta)
, the informative
prior \pi_1(\theta)
can be constructed as follows,
\pi_1(\theta) \propto L(\theta | D_h, \alpha^{*}) \pi_0(\theta)
= Beta(a + \sum \alpha_i^{*}y_i, b + n_h^* - \sum \alpha_i^{*}y_i )\},
where \pi_0(\theta)
is a non-informative prior, a natural choice is
Beta(a, b)
, with a = b = 1
.
For continuous endpoint Y \sim N(0, \sigma^2)
, suppose \sigma^2
is unknown, with non-informative prior p(\theta, \sigma^2) \propto 1/\sigma^2
,
\pi_1(\theta)
follows a student-t
distribution with degree of
freedom n_h^{*} - 1
. Given that n_h^{*}
is moderate and large,
it can be approximated by a normal distribution
N(\bar{y}^{*}, {s^{*}}^2 / n_h^{*})
with
\bar{y}^{*} = \sum \alpha_i^* y_i / \alpha_i^*, ~~ {s^{*}}^2 =
\sum \alpha_i^* (y_i - \bar{y}^{*})^2 / (n_h^{*} - 1).
Value
Displays the informative prior calculated from historical data based on the selected PS method.
Functions
-
PS_prior.default()
: The function calculates the Propensity Score-Integrated informative prior based on historical data for binary and continuous endpoint. -
PS_prior.beta()
: The function calculates the Propensity Score-Integrated informative prior based on historical data for binary endpoint. -
PS_prior.norm()
: The function calculates the Propensity Score-Integrated informative prior based on historical data for continuous endpoint.
References
Zhao Y, Laird G, Chen J, Yuan Y. PS-SAM: doubly robust propensity-score-integrated self-adapting mixture prior to dynamically borrow information from historical data.
See Also
Examples
## Load example data
data('PS_SAM_data')
## Subset the data to contain historical data and current control
dat <- PS_SAM_data[PS_SAM_data$A == 0, ]
str(dat)
## Examples for binary endpoints
## Generate the informative prior based on historical data using PS Matching
summary(PS_prior(formula = 'G ~ X_1 + X_2 + X_3',
data = dat, ps.method = 'Matching', method = 'nearest',
outcome = 'Y_binary', study = 'G', treat = 'A'))
## Generate the informative prior based on historical data using PS Weighting
summary(PS_prior(formula = 'G ~ X_1 + X_2 + X_3',
data = dat, ps.method = 'Weighting',
outcome = 'Y_binary', study = 'G', treat = 'A'))
## Examples for continuous endpoints
## Generate the informative prior based on historical data using PS Matching
summary(PS_prior(formula = 'G ~ X_1 + X_2 + X_3',
data = dat, ps.method = 'Matching', method = 'nearest',
outcome = 'Y_continuous', study = 'G', treat = 'A'))
## Generate the informative prior based on historical data using PS Weighting
summary(PS_prior(formula = 'G ~ X_1 + X_2 + X_3',
data = dat, ps.method = 'Weighting',
outcome = 'Y_continuous', study = 'G', treat = 'A'))
Calculating SAM priors
Description
The SAM_prior
function is designed to display the SAM prior, given
the informative prior (constructed from historical data), non-informative
prior, and the mixture weight calculated using SAM_weight
function (Yang, et al., 2023).
Usage
SAM_prior(if.prior, nf.prior, weight, ...)
## S3 method for class 'betaMix'
SAM_prior(if.prior, nf.prior, weight, ...)
## S3 method for class 'gammaMix'
SAM_prior(if.prior, nf.prior, weight, ...)
## S3 method for class 'normMix'
SAM_prior(if.prior, nf.prior, weight, ..., sigma)
Arguments
if.prior |
Informative prior constructed from historical data, represented (approximately) as a mixture of conjugate distributions. |
nf.prior |
Non-informative prior used for the mixture. |
weight |
Weight assigned to the informative prior component
( |
... |
Additional parameters required for different endpoints. |
sigma |
Variance used for constructing the non-informative prior for continuous endpoints. |
Details
SAM prior is constructed by mixing an informative prior
\pi_1(\theta)
, constructed based on historical data, with a
non-informative prior \pi_0(\theta)
using the mixture weight
w
determined by SAM_weight
function to achieve the
degree of prior-data conflict (Schmidli et al., 2015, Yang et al., 2023).
Let \theta
and \theta_h
denote the treatment effects
associated with the current arm data D
and historical data D_h
,
respectively. Let \delta
denote the clinically significant difference
such that if |\theta_h - \theta| \ge \delta
, then \theta_h
is
regarded as clinically distinct from \theta
, and it is therefore
inappropriate to borrow any information from D_h
. Consider two
hypotheses:
H_0: \theta = \theta_h, ~ H_1: \theta = \theta_h + \delta ~ or ~ \theta = \theta_h - \delta.
H_0
represents that D_h
and D
are consistent (i.e.,
no prior-data conflict) and thus information borrowing is desirable,
whereas H_1
represents that the treatment effect of D
differs from D_h
to such a degree that no information should be
borrowed.
The SAM prior uses the likelihood ratio test (LRT) statistics R
to
quantify the degree of prior-data conflict and determine the extent of
information borrowing.
R = P(D | H_0, \theta_h) / P(D | H_1, \theta_h) = P(D | \theta = \theta_h) / \max(P(D | \theta = \theta_h + \delta), P(D | \theta = \theta_h - \delta)) ,
where P(D | \cdot)
denotes the likelihood function. An alternative
Bayesian choice is the posterior probability ratio (PPR):
R = P(D | H_0, \theta_h) / P(D | H_1, \theta_h) = P(H_0) / P( H_1) \times BF,
where P(H_0)
and P(H_1)
is the prior probabilities of H_0
and H_1
being true. BF
is the Bayes Factor that in this case
is the same as the LRT.
The SAM prior, denoted as \pi_{sam}(\theta)
, is then defined
as a mixture of an informative prior \pi_1(\theta)
, constructed
based on D_h
and a non-informative prior \pi_0(\theta)
:
\pi_{sam}(\theta) = w\pi_1(\theta) + (1-w)\pi_0(\theta),
where the mixture weight w
is calculated as:
w = R / (1 + R).
As the level of prior-data conflict increases, the likelihood ratio
R
decreases, resulting in a decrease in the weight w
assigned to the informative prior and thus a decrease in information
borrowing. As a result, \pi_{sam}(\theta)
is data-driven and
has the ability to self-adapt the information borrowing based on the
degree of prior-data conflict.
Value
Displays the SAM prior as a mixture of an informative prior (constructed based on the historical data) and a non-informative prior.
Methods (by class)
-
SAM_prior(betaMix)
: The function calculates the SAM prior for beta mixture distribution. The defaultnf.prior
is set to bemixbeta(c(1,1,1))
which represents a uniform priorBeta(1,1)
. -
SAM_prior(gammaMix)
: The function calculates the SAM prior for gamma mixture distribution. The defaultnf.prior
is set to bemixgamma(c(1,0.001,0.001))
which represents a vague gamma priorGamma(0.001,0.001)
. -
SAM_prior(normMix)
: The function calculates the SAM prior for normal mixture distribution. The defaultnf.prior
is set to bemixnorm(c(1,summary(if.prior)['mean'], sigma))
which represents a unit-information prior.
References
Yang P, Zhao Y, Nie L, Vallejo J, Yuan Y. SAM: Self-adapting mixture prior to dynamically borrow information from historical data in clinical trials. Biometrics 2023; 79(4), 2857-2868.
Schmidli H, Gsteiger S, Roychoudhury S, O'Hagan A, Spiegelhalter D, Neuenschwander B. Robust meta-analytic-predictive priors in clinical trials with historical control information. Biometrics 2014; 70(4):1023-1032.
See Also
Examples
set.seed(123)
## Examples for binary endpoints
## Suppose that the informative prior constructed based on historical data is
## beta(40, 60)
prior.historical <- mixbeta(c(1, 40, 60))
## Data of the control arm
data.control <- rbinom(60, size = 1, prob = 0.42)
## Calculate the mixture weight of the SAM prior
wSAM <- SAM_weight(if.prior = prior.historical,
delta = 0.15, ## Clinically significant difference
data = data.control ## Control arm data
)
## Assume beta(1,1) as the non-informative prior used for mixture
nf.prior <- mixbeta(nf.prior = c(1,1,1))
## Generate the SAM prior
SAM.prior <- SAM_prior(if.prior = prior.historical, ## Informative prior
nf.prior = nf.prior, ## Non-informative prior
weight = wSAM ## Mixture weight of the SAM prior
)
plot(SAM.prior)
## Examples for continuous endpoints
## Suppose that the informative prior constructed based on historical data is
## N(0, 3)
sigma <- 3
prior.mean <- 0
prior.se <- sigma/sqrt(100)
prior.historical <- mixnorm(c(1, prior.mean, prior.se), sigma = sigma)
## Data of the control arm
data.control <- rnorm(80, mean = 0, sd = sigma)
## Calculate the mixture weight of the SAM prior
wSAM <- SAM_weight(if.prior = prior.historical,
delta = 0.2 * sigma, ## Clinically significant difference
data = data.control ## Control arm data
)
## Assume unit-information prior N(0,3) as the non-informative prior used
## for the mixture
nf.prior <- mixnorm(nf.prior = c(1,prior.mean, sigma),
sigma = sigma)
## Generate the SAM prior
SAM.prior <- SAM_prior(if.prior = prior.historical, ## Informative prior
nf.prior = nf.prior, ## Non-informative prior
weight = wSAM ## Mixture weight of the SAM prior
)
plot(SAM.prior)
Calculating Mixture Weight of SAM Priors
Description
The SAM_weight
function is designed to calculate the mixture
weight of the SAM priors according to the degree of prior-data
conflicts (Yang, et al., 2023).
Usage
SAM_weight(if.prior, theta.h, method.w, prior.odds, data, delta, ...)
## S3 method for class 'betaMix'
SAM_weight(if.prior, theta.h, method.w, prior.odds, data, delta, n, r, ...)
## S3 method for class 'normMix'
SAM_weight(
if.prior,
theta.h,
method.w,
prior.odds,
data,
delta,
m,
n,
sigma,
...
)
## S3 method for class 'gammaMix'
SAM_weight(if.prior, theta.h, method.w, prior.odds, data, delta, u, w, ...)
Arguments
if.prior |
Informative prior constructed based on historical data, represented (approximately) as a mixture of conjugate distributions. |
theta.h |
Estimate of the treatment effect based on historical data.
If missing, the default value is set to be the posterior mean estimate from
|
method.w |
Methods used to determine the mixture weight for SAM priors. The default method is "LRT" (Likelihood Ratio Test), the alternative option is "PPR" (Posterior Probability Ratio). See Details section for more information. |
prior.odds |
The prior probability of |
data |
Data of the control arm from the current trial, see Methods section for more details. |
delta |
Clinically significant difference used for the SAM prior. |
... |
Additional parameters required for different endpoints. |
n |
Number of subjects in the control arm for continuous endpoint. |
r |
Number of responses in the control arm for binary endpoint. |
m |
Mean estimate in the control arm for continuous endpoint. |
sigma |
Standard deviation in the control arm for continuous endpoint. |
u |
Number of events in the control arm for time-to-event endpoint. |
w |
Total observed time in the control arm for time-to-event endpoint. |
Details
SAM prior is constructed by mixing an informative prior
\pi_1(\theta)
, constructed based on historical data, with a
non-informative prior \pi_0(\theta)
using the mixture weight
w
determined by SAM_weight
function to achieve the
degree of prior-data conflict (Schmidli et al., 2015, Yang et al., 2023).
Let \theta
and \theta_h
denote the treatment effects
associated with the current arm data D
and historical data D_h
,
respectively. Let \delta
denote the clinically significant difference
such that if |\theta_h - \theta| \ge \delta
, then \theta_h
is
regarded as clinically distinct from \theta
, and it is therefore
inappropriate to borrow any information from D_h
. Consider two
hypotheses:
H_0: \theta = \theta_h, ~ H_1: \theta = \theta_h + \delta ~ or ~ \theta = \theta_h - \delta.
H_0
represents that D_h
and D
are consistent (i.e.,
no prior-data conflict) and thus information borrowing is desirable,
whereas H_1
represents that the treatment effect of D
differs from D_h
to such a degree that no information should be
borrowed.
The SAM prior uses the likelihood ratio test (LRT) statistics R
to
quantify the degree of prior-data conflict and determine the extent of
information borrowing.
R = P(D | H_0, \theta_h) / P(D | H_1, \theta_h) = P(D | \theta = \theta_h) / \max(P(D | \theta = \theta_h + \delta), P(D | \theta = \theta_h - \delta)) ,
where P(D | \cdot)
denotes the likelihood function. An alternative
Bayesian choice is the posterior probability ratio (PPR):
R = P(D | H_0, \theta_h) / P(D | H_1, \theta_h) = P(H_0) / P( H_1) \times BF,
where P(H_0)
and P(H_1)
is the prior probabilities of H_0
and H_1
being true. BF
is the Bayes Factor that in this case
is the same as the LRT.
The SAM prior, denoted as \pi_{sam}(\theta)
, is then defined
as a mixture of an informative prior \pi_1(\theta)
, constructed
based on D_h
and a non-informative prior \pi_0(\theta)
:
\pi_{sam}(\theta) = w\pi_1(\theta) + (1-w)\pi_0(\theta),
where the mixture weight w
is calculated as:
w = R / (1 + R).
As the level of prior-data conflict increases, the likelihood ratio
R
decreases, resulting in a decrease in the weight w
assigned to the informative prior and thus a decrease in information
borrowing. As a result, \pi_{sam}(\theta)
is data-driven and
has the ability to self-adapt the information borrowing based on the
degree of prior-data conflict.
Value
The mixture weight of the SAM priors.
Methods (by class)
-
SAM_weight(betaMix)
: The function calculates the mixture weight of SAM priors for beta mixture distribution. The inputdata
can be patient-level data (i.e., a vector of 0 and 1 representing the response status of each patient) or summary statistics (i.e., the number of patients and the number of responses). -
SAM_weight(normMix)
: The function calculates the mixture weight of SAM priors for normal mixture distribution. The inputdata
should be a vector of patient-level observations. The inputdata
can be patient-level data (i.e., a vector of continuous response of each patient) or summary statistics (i.e., the mean estimate, number of subjects, and the standard deviation in the control arm). -
SAM_weight(gammaMix)
: The function calculates the mixture weight of SAM priors for gamma mixture distribution. The inputdata
can be patient-level data (i.e., a matrix with the first row as the censoring indicator and the second row recording the observed time) or summary statistics (i.e., the number of uncensored observationsu
and total observed timew
).
References
Yang P, Zhao Y, Nie L, Vallejo J, Yuan Y. SAM: Self-adapting mixture prior to dynamically borrow information from historical data in clinical trials. Biometrics 2023; 79(4), 2857-2868.
Examples
set.seed(123)
## Examples for binary endpoints
## Example 1: no prior-data conflict
## Suppose that the informative prior constructed based on historical data is
## beta(40, 60)
prior.historical <- mixbeta(c(1, 40, 60))
## Data of control arm
data.control <- rbinom(60, size = 1, prob = 0.42)
## Calculate the mixture weight of the SAM prior
wSAM <- SAM_weight(if.prior = prior.historical,
delta = 0.15, ## Clinically significant difference
data = data.control ## Control arm data
)
print(wSAM)
## Example 2: in the presence of prior-data conflict, where the current data
## has 12 responses in 60 patients
wSAM <- SAM_weight(if.prior = prior.historical,
delta = 0.15, ## Clinically significant difference
## Methods to determine mixture weight for the SAM priors
## by Posterior Probability Ratio
method.w = 'PPR',
## Prior odds of favoring no prior-data conflicts to
## the presence of prior-data conflict
prior.odd = 1/9,
n = 60, ## Number of patients in the control arm
r = 12 ## Number of responses in the control arm
)
print(wSAM)
## Example 3: in the presence of prior-data conflict, where the current data
## has 12 responses in 60 patients
wSAM <- SAM_weight(if.prior = prior.historical,
delta = 0.15, ## Clinically significant difference
n = 60, ## Number of patients in the control arm
r = 12 ## Number of responses in the control arm
)
print(wSAM)
## Examples for continuous endpoints
## Example 1: no prior-data conflict
## Suppose that the informative prior constructed from historical data is
## N(0, 3)
sigma <- 3
prior.mean <- 0
prior.se <- sigma/sqrt(100)
prior.historical <- mixnorm(c(1, prior.mean, prior.se), sigma = sigma)
## Data of the control arm
data.control <- rnorm(80, mean = 0, sd = sigma)
wSAM <- SAM_weight(if.prior = prior.historical,
delta = 0.3 * sigma, ## Clinically significant difference
data = data.control ## Control arm data
)
print(wSAM)
## Example 2: in the presence of prior-data conflict, where the current data
## has mean of 0.5
data.control <- rnorm(80, mean = 1, sd = sigma)
wSAM <- SAM_weight(if.prior = prior.historical,
delta = 0.3 * sigma, ## Clinically significant difference
data = data.control ## Control arm data
)
print(wSAM)
## Examples for survival endpoints
## Example 1: no prior-data conflict
## Suppose the survival times from historical data follows exp(1) distribution
## with random censoring time follows U(0.5, 5) distribution
T_hi <- rexp(100, rate = 1)
C_hi <- runif(100, min = 0.5, max = 5)
## Indicators of the uncensored events
delta_hi <- as.numeric(T_hi < C_hi)
## Observed survival times from historical data
U_hi <- T_hi
U_hi[delta_hi == 0] <- C_hi[delta_hi == 0]
## Construct the informative prior based on simulated historical data
prior.historical <- mixgamma(c(1, sum(delta_hi), sum(U_hi)),
param = 'ab', likelihood = 'exp')
## Suppose the survival times from control data follows exp(0.95) distribution
## with random censoring time follows U(0.5, 5) distribution
T_ci <- rexp(100, rate = 0.95)
C_ci <- runif(100, min = 0.5, max = 5)
## Indicators of the uncensored events
delta_ci <- as.numeric(T_ci < C_ci)
## Observed survival times from control data
U_ci <- T_ci
U_ci[delta_ci == 0] <- C_ci[delta_ci == 0]
## Data of the control arm
data.control <- rbind(sum(delta_ci), sum(U_ci))
wSAM <- SAM_weight(if.prior = prior.historical,
delta = 0.2, ## Clinically significant difference
data = data.control ## Control arm data
)
print(wSAM)
## Example 2: in the presence of prior-data conflict, where the current survival
## times follows exp(2) distribution with random censoring time follows U(0.5, 5)
## distribution
T_ci <- rexp(100, rate = 2)
C_ci <- runif(100, min = 0.5, max = 5)
## Indicators of the uncensored events
delta_ci <- as.numeric(T_ci < C_ci)
## Observed survival times from control data
U_ci <- T_ci
U_ci[delta_ci == 0] <- C_ci[delta_ci == 0]
## Data of the control arm
data.control <- rbind(sum(delta_ci), sum(U_ci))
wSAM <- SAM_weight(if.prior = prior.historical,
delta = 0.2, ## Clinically significant difference
data = data.control ## Control arm data
)
print(wSAM)
Generating Operating Characteristics of SAM Priors
Description
The get_OC
function is designed to generate the operating
characteristics of SAM priors (Yang, et al., 2023), including the
relative bias, relative mean squared error, and type I error and power
under a two-arm comparative trial design. As an option, the operating
characteristic of robust MAP priors (Schmidli, et al., 2014)
can also be generated for comparison.
Usage
get_OC(
if.prior,
theta.h,
method.w,
prior.odds,
nf.prior,
delta,
n,
n.t,
decision,
ntrial,
if.MAP,
weight,
theta,
theta.t,
...
)
## S3 method for class 'betaMix'
get_OC(
if.prior,
theta.h,
method.w,
prior.odds,
nf.prior,
delta,
n,
n.t,
decision,
ntrial,
if.MAP,
weight,
theta,
theta.t,
...
)
## S3 method for class 'normMix'
get_OC(
if.prior,
theta.h,
method.w,
prior.odds,
nf.prior,
delta,
n,
n.t,
decision,
ntrial,
if.MAP,
weight,
theta,
theta.t,
...,
sigma
)
Arguments
if.prior |
Informative prior constructed from historical data, represented (approximately) as a mixture of conjugate distributions. |
theta.h |
Estimate of the treatment effect based on historical data.
If missing, the default value is set to be the posterior mean estimate from
|
method.w |
Methods used to determine the mixture weight for SAM priors.
The default method is LRT (Likelihood Ratio Test), the alternative option can
be PPR (Posterior Probability Ratio). See |
prior.odds |
The prior probability of |
nf.prior |
Non-informative prior used for constructing the SAM prior and robust MAP prior. |
delta |
Clinically significant difference used for the SAM prior. |
n |
Sample size for the control arm. |
n.t |
Sample size for the treatment arm. |
decision |
Decision rule to compare the treatment with the control;
see |
ntrial |
Number of trials simulated. |
if.MAP |
Whether to simulate the operating characteristics of the
robust MAP prior for comparison, the default value is |
weight |
Weight assigned to the informative prior component
( |
theta |
A vector of the response rate (binary endpoints) or mean (continuous endpoints) for the control arm. |
theta.t |
A vector of the response rate (binary endpoints) or mean (continuous endpoints) for the treatment arm. |
... |
Additional parameters for continuous endpoints. |
sigma |
Variance to simulate the continuous endpoint under normality assumption. |
Details
The get_OC
function is designed to generate the operating
characteristics of SAM priors, including the relative bias, relative
mean squared error, and type I error, and power under a two-arm
comparative trial design. As an option, the operating characteristics of
robust MAP priors (Schmidli, et al., 2014) can also be generated for
comparison.
The relative bias is defined as the difference between the bias of a method and the bias of using a non-informative prior. The relative mean squared error is the difference between the mean squared error (MSE) of a method and the MES of using a non-informative prior.
To evaluate type I error and power, the determination of whether the
treatment is superior to the control is calculated based on function
decision2S
.
Value
Returns dataframe that contains the relative bias, relative MSE, type I error, and power for both SAM priors, as well as robust MAP priors. Additionally, the mixture weight of the SAM prior is also displayed.
Methods (by class)
-
get_OC(betaMix)
: The function is designed to generate the operating characteristics of SAM priors for binary endpoints. -
get_OC(normMix)
: The function is designed to generate the operating characteristics of SAM priors for continuous endpoints.
References
Yang P, Zhao Y, Nie L, Vallejo J, Yuan Y. SAM: Self-adapting mixture prior to dynamically borrow information from historical data in clinical trials. Biometrics 2023; 79(4), 2857-2868.
Schmidli H, Gsteiger S, Roychoudhury S, O'Hagan A, Spiegelhalter D, Neuenschwander B. Robust meta-analytic-predictive priors in clinical trials with historical control information. Biometrics 2014; 70(4):1023-1032.
Examples
set.seed(123)
## Example of a binary endpoint
## Consider a randomized comparative trial designed to borrow information
## from historical data on the control. We assumed a non-informative prior
## beta(1, 1) and an informative prior beta(30, 50) after incorporating
## the historical data. The treatment is regarded as superior to the control
## if Pr(RR.t > RR.c | data) > 0.95, where RR.t and RR.c are response rates
## of the treatment and control, respectively. The operating characteristics
## were assessed under the scenarios of (RR.c, RR.t) = (0.3, 0.36) and (0.3, 0.56).
## OC <- get_OC(## Informative prior constructed based on historical data
## if.prior = mixbeta(c(1, 30, 50)),
## ## Non-informative prior used for constructing the SAM prior
## nf.prior = mixbeta(c(1,1,1)),
## delta = 0.2, ## Clinically significant difference
## n = 35, ## Sample size for the control arm
## n.t = 70, ## Sample size for the treatment arm
## ## Decision rule to compare the whether treatment is superior
## ## than the control
## decision = decision2S(0.95, 0, lower.tail=FALSE),
## ntrial = 1000, ## Number of trials simulated
## ## Weight assigned to the informative component for MAP prior
## weight = 0.5,
## ## A vector of response rate for the control arm
## theta = c(0.3, 0.36),
## ## A vector of response rate for the treatment arm
## theta.t = c(0.3, 0.56))
## OC
## Example of continuous endpoint
## Consider a randomized comparative trial designed to borrow information
## from historical data on the control. We assumed a non-informative prior
## N(0, 1e4) and an informative prior N(0.5, 2) after incorporating
## the historical data. The treatment is regarded as superior to the control
## if Pr(mean.t > mean.c | data) > 0.95, where mean.t and mean.c are mean
## of the treatment and control, respectively. The operating characteristics
## were assessed under the scenarios of (mean.c, mean.t) = (0.1, 0.1) and
## (0.5, 1.0).
sigma <- 2
prior.mean <- 0.5
prior.se <- sigma/sqrt(100)
## OC <- get_OC(## Informative prior constructed based on historical data
## if.prior = mixnorm(c(1, prior.mean, prior.se)),
## ## Non-informative prior used for constructing the SAM prior
## nf.prior = mixnorm(c(1, 0, 1e4)),
## delta = 0.2 * sigma, ## Clinically significant difference
## n = 100, ## Sample size for the control arm
## n.t = 200, ## Sample size for the treatment arm
## ## Decision rule to compare the whether treatment is superior
## ## than the control
## decision = decision2S(0.95, 0, lower.tail=FALSE),
## ntrial = 1000, ## Number of trials simulated
## ## A vector of mean for the control arm
## theta = c(0.1, 0.5),
## ## A vector of mean for the treatment arm
## theta.t = c(0.1, 1.0),
## sigma = sigma)
## OC
Support of Distributions
Description
Returns the support of a distribution.
Usage
mixlink(mix, x)
Details
takes x and transforms it according to the defined link function of the mixture