Robust meta-analytic-predictive priors in clinical trials with historical control information: Robust Meta-Analytic-Predictive Priors. Schmidli, H., Gsteiger, S., Roychoudhury, S., O'Hagan, A., Spiegelhalter, D., & Neuenschwander, B. Biometrics, 70(4):1023–1032, December, 2014.
Robust meta-analytic-predictive priors in clinical trials with historical control information: Robust Meta-Analytic-Predictive Priors [link]Paper  doi  abstract   bibtex   
Historical information is always relevant for clinical trial design. Additionally, if incorporated in the analysis of a new trial, historical data allow to reduce the number of subjects. This decreases costs and trial duration, facilitates recruitment, and may be more ethical. Yet, under prior-data conflict, a too optimistic use of historical data may be inappropriate. We address this challenge by deriving a Bayesian meta-analytic-predictive prior from historical data, which is then combined with the new data. This prospective approach is equivalent to a meta-analytic-combined analysis of historical and new data if parameters are exchangeable across trials. The prospective Bayesian version requires a good approximation of the metaanalytic-predictive prior, which is not available analytically. We propose two- or three-component mixtures of standard priors, which allow for good approximations and, for the one-parameter exponential family, straightforward posterior calculations. Moreover, since one of the mixture components is usually vague, mixture priors will often be heavy-tailed and therefore robust. Further robustness and a more rapid reaction to prior-data conflicts can be achieved by adding an extra weakly-informative mixture component. Use of historical prior information is particularly attractive for adaptive trials, as the randomization ratio can then be changed in case of prior-data conflict. Both frequentist operating characteristics and posterior summaries for various data scenarios show that these designs have desirable properties. We illustrate the methodology for a phase II proof-of-concept trial with historical controls from four studies. Robust meta-analytic-predictive priors alleviate prior-data conflicts - they should encourage better and more frequent use of historical data in clinical trials.
@article{schmidli_robust_2014-1,
	title = {Robust meta-analytic-predictive priors in clinical trials with historical control information: {Robust} {Meta}-{Analytic}-{Predictive} {Priors}},
	volume = {70},
	issn = {0006341X},
	shorttitle = {Robust meta-analytic-predictive priors in clinical trials with historical control information},
	url = {http://doi.wiley.com/10.1111/biom.12242},
	doi = {10.1111/biom.12242},
	abstract = {Historical information is always relevant for clinical trial design. Additionally, if incorporated in the analysis of a new trial, historical data allow to reduce the number of subjects. This decreases costs and trial duration, facilitates recruitment, and may be more ethical. Yet, under prior-data conflict, a too optimistic use of historical data may be inappropriate. We address this challenge by deriving a Bayesian meta-analytic-predictive prior from historical data, which is then combined with the new data. This prospective approach is equivalent to a meta-analytic-combined analysis of historical and new data if parameters are exchangeable across trials. The prospective Bayesian version requires a good approximation of the metaanalytic-predictive prior, which is not available analytically. We propose two- or three-component mixtures of standard priors, which allow for good approximations and, for the one-parameter exponential family, straightforward posterior calculations. Moreover, since one of the mixture components is usually vague, mixture priors will often be heavy-tailed and therefore robust. Further robustness and a more rapid reaction to prior-data conflicts can be achieved by adding an extra weakly-informative mixture component. Use of historical prior information is particularly attractive for adaptive trials, as the randomization ratio can then be changed in case of prior-data conflict. Both frequentist operating characteristics and posterior summaries for various data scenarios show that these designs have desirable properties. We illustrate the methodology for a phase II proof-of-concept trial with historical controls from four studies. Robust meta-analytic-predictive priors alleviate prior-data conflicts - they should encourage better and more frequent use of historical data in clinical trials.},
	language = {en},
	number = {4},
	urldate = {2019-05-02},
	journal = {Biometrics},
	author = {Schmidli, Heinz and Gsteiger, Sandro and Roychoudhury, Satrajit and O'Hagan, Anthony and Spiegelhalter, David and Neuenschwander, Beat},
	month = dec,
	year = {2014},
	pages = {1023--1032},
	file = {Schmidli et al. - 2014 - Robust meta-analytic-predictive priors in clinical.pdf:/Users/neil.hawkins/Zotero/storage/ZNEBBX9C/Schmidli et al. - 2014 - Robust meta-analytic-predictive priors in clinical.pdf:application/pdf},
}

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