论文标题

与已知的I型错误率通货膨胀相结合

Robust incorporation of historical information with known type I error rate inflation

论文作者

Calderazzo, Silvia, Kopp-Schneider, Annette

论文摘要

贝叶斯临床试验可以通过启发提供信息的先前分布来使可用的历史信息受益。然而,人们对先前数据冲突的潜力以及贝叶斯测试决策对频繁操作特征的影响通常引起关注,特别是将注意力分配给了I型错误率的通货膨胀。这激发了有原则的借贷机制的发展,这在频繁主义者和贝叶斯的决定之间取得了平衡。理想情况下,分配给历史信息的信任定义了对先前数据冲突的鲁棒性程度,人们愿意牺牲。但是,当明确考虑I型错误率通货膨胀时,这种关系通常无法直接可用。我们建立在可用的文献基础上,与频繁主义和贝叶斯测试决策有关,并研究了I型错误率通胀的基本原理,该基本率明确,线性地与单臂研究中的I型错误率通货膨胀量有关。另外提出了一种针对假设检验的新型动态借用机制。我们表明,虽然动态借用阻止了获得简单的封闭形式I型错误率计算的可能性,但仍可以执行明确的上限。与强大混合物的连接先验方法,特别是与混合重量和健壮组件的选择有关。进行模拟以显示正常和二项式结果的方法的特性。

Bayesian clinical trials can benefit of available historical information through the elicitation of informative prior distributions. Concerns are however often raised about the potential for prior-data conflict and the impact of Bayes test decisions on frequentist operating characteristics, with particular attention being assigned to inflation of type I error rates. This motivates the development of principled borrowing mechanisms, that strike a balance between frequentist and Bayesian decisions. Ideally, the trust assigned to historical information defines the degree of robustness to prior-data conflict one is willing to sacrifice. However, such relationship is often not directly available when explicitly considering inflation of type I error rates. We build on available literature relating frequentist and Bayesian test decisions, and investigate a rationale for inflation of type I error rate which explicitly and linearly relates the amount of borrowing and the amount of type I error rate inflation in one-arm studies. A novel dynamic borrowing mechanism tailored to hypothesis testing is additionally proposed. We show that, while dynamic borrowing prevents the possibility to obtain a simple closed form type I error rate computation, an explicit upper bound can still be enforced. Connections with the robust mixture prior approach, particularly in relation to the choice of the mixture weight and robust component, are made. Simulations are performed to show the properties of the approach for normal and binomial outcomes.

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