General Multiplicity Adjustment Approach and its Application
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A General Multiplicity Adjustment Approach and Its Application to Evaluating Several Independently Conducted StudiesQian Li and Mohammad HuqueCDER/FDA MCP
Disclaimer • The views expressed in this talk are those of the authors and do not necessarily represent those of the Food and Drug Administration MCP
Outlines • Motivation • Extending the union-intersection method • Issues in application • relationship of the decision errors and decision rules • choosing a decision error • power characteristics • An example and closing remarks MCP
Motivation • More than one independently conducted Phase III study in NDA submissions to support efficacy evaluation • Current practice • count the number of studies that are significant • combine studies • Interpretation of regulatory requirement • two successful studies • no consistent interpretation when more than two studies are conducted MCP
Union-Intersection method • Roy (1953) first proposed a method of constructing a hypothesis test: H0: Ki=1H0i, for K hypothesis tests. PH0(Ti>, i=1,2,…,K)= where is a critical cut point. MCP
Extending the UI Approach • PH0(p(1)1 p(2)2... p(K)K) ’ • where 1 2 ... K 1 are p-value cut points • p(1), p(2), …, p(K) are ordered p-values of p1, p2, …, pK • ’ is an overall type I error MCP
Definitions of overall hypotheses • Possible choices of overall hypotheses: • at least one alternative is true H01/K: i=1KH0i vs. HA1/K: i=1KHAi • at least two alternatives are true H02/K: j=1K (i=1 to K,ijH0i ) vs. HA2/K :j=1K (i=1 to K,ijH0i ) … • all the alternatives are true H0K/K: j=1KH0i vs. HAK/K : j=1KHAi MCP
Overall type I error and p-value cut points • For H01/k, the extended approach can be rewritten as follows when p-values are independent MCP
Overall type I error and p-value cut points • For HAm+1/k (m>1) , • max overall type I error occur when m studies have power 1 to reject individual null • I’s satisfy the following and 1= 2= … = m m+1. MCP
A special case of two hypothesesH01/2: H01H02 • H01: 10, H02: 2 0 • The null space is the third quadrant • max decision error occur at (1=0, 2=0) • 1 and 2 satisfy 21 2 -12’ • More than one set of 1 and 2 • For ’=0.05, • if 1 = 0.025, 2 =1 • if 1 = 0.05, 2 =0.525 2 (0,0) 1 MCP
Rejection regions p1 p1 1 0.525 0.05 p2 p2 0.025 0.05 0.525 0.025 1 1=0.025 2=1.000 1=0.050 2=0.525 MCP
Special case of two studiesH02/2: H01H02 • The null space is all the area except first quadrant • max decision error occurs at (1= , 2=0) & (1=0, 2=) • max overall type I error is controlled when 1 =2’ 2 (0,0) 1 MCP
Issues in application • Choice of overall hypothesis • Choice of decision error • Power characteristics MCP
Relationship of decision errors among different overall hypotheses • For a set of K independent p-values, there exists a common rejection regionp1 =p2 =…=pk . • The corresponding decision errors for the overall hypotheses are: H01/k: ’= k H02/k : ’= k-1 … H0k-1/k: ’= 2 H0k/k : ’= MCP
Relationship of decision rules • It can be shown that the decision rules derived from a stringent hypothesis can also be derived from a less stringent hypothesis, given the relationship of the decision errors among different overall hypotheses. MCP
Relationship of decision errors • Exist a common rejection region in (p1, p2) That is to require two significant studies, p1 =p2 Decision errors : • H01/2: H01H02 ’= 2 • H02/2 : H01 H02 ’= p1 p2 0 MCP
Strategies for choosing decision errors • Considering 4 strategies • Use the same decision error for all HAk/k • Use the same decision error for all HA1/k • Find the decision errors that keep a constant power for HAk/k • Control the power increase for HAk/k MCP
Same decision error for HAk/k • Require all the K studies significant at level ’ • Similar to UI decision rules • Power is low Each study has 90% power at level 0.025 K: 1 2 3 4 5 6 Error: 0.025 0.025 0.025 0.025 0.025 0.025 Power: 90.0 80.8 72.9 65.6 59.0 53.1 • Not fair to use the same decision error for HAk/k when K is large MCP
Same decision error for HA1/K • Decision error and power for HAK/K Each study has 90% power at level 0.025K: 1 2 3 4 5 6 Error: 0.0006 0.025 0.085 0.158 0.229 0.292 Power: 50.0 81.0 96.9 98.7 99.4 99.6 • When K increases, there is a large increase in decision error, • therefore large increase in power MCP
Keeping consistent power for HAK/K • This strategy is in between the first two strategies • Decision error and power for HAK/K Each study has 90% power at level 0.025K: 1 2 3 4 5 6 Error: 0.009 0.025 0.040 0.054 0.066 0.077 Power: 81.0 81.0 81.0 81.0 81.0 81.0 • In case not satisfied ... MCP
Increasing power for HAK/K • Decide a reasonable power for HAK/K, then figure out the error rate • Decision error and power for HAK/K Each study has 90% power at level 0.025K: 1 2 3 4 5 6 Error: 0.007 0.025 0.046 0.068 0.093 0.121 Power: 78.6 81.0 83.0 85.0 87.0 89.0 • Less conservative than the previous strategy MCP
Power characteristics • Power function yK=PHA(p(1)1 p(2)2... p(K)K) • Tedious to write when K>3 • Can be evaluated numerically • Search the optimal power numerically MCP
Two studies - H01/2: H01H02 Power curve for 1= 2=1.5, ’=0.05 MCP
An example • Three studies are conducted • Use HA1/3 , ’=0.0463 • p-value cut points are • 0.025, 0.025, 0.067 • Observed p-values were • 0.0065, 0.0125, 0.06 MCP
Remarks • having the flexibility to choose p-value cut point • allows us to control decision error for multiple studies • possible to balance variations among p-values MCP