Prior Effective Sample Size When Borrowing on the Treatment Effect Scale

Fuente: arXiv
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Autores principales: Zhang, Hongtao, Anderson, Keaven M, Zimmer, Zachary, Golm, Gregory, Sapre, Aditi, Ibrahim, Joseph G
Formato: Preprint
Publicado: 2024
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author Zhang, Hongtao
Anderson, Keaven M
Zimmer, Zachary
Golm, Gregory
Sapre, Aditi
Ibrahim, Joseph G
author_facet Zhang, Hongtao
Anderson, Keaven M
Zimmer, Zachary
Golm, Gregory
Sapre, Aditi
Ibrahim, Joseph G
contents With the robust uptick in the applications of Bayesian external data borrowing, eliciting a prior distribution with the proper amount of information becomes increasingly critical. The prior effective sample size (ESS) is an intuitive and efficient measure for this purpose. The majority of ESS definitions have been proposed in the context of borrowing control information. While many Bayesian models can be naturally extended to leveraging external information on the treatment effect scale, very little attention has been directed to computing the prior ESS in this setting. In this research, we bridge this methodological gap by extending the popular ELIR ESS definition. We lay out the general framework, and derive the prior ESS for various types of endpoints and treatment effect measures. The posterior distribution and the predictive consistency property of ESS are also examined. The methods are implemented in R programs available on GitHub: https://github.com/squallteo/TrtEffESS.
format Preprint
id arxiv_https___arxiv_org_abs_2404_13366
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Prior Effective Sample Size When Borrowing on the Treatment Effect Scale
Zhang, Hongtao
Anderson, Keaven M
Zimmer, Zachary
Golm, Gregory
Sapre, Aditi
Ibrahim, Joseph G
Methodology
With the robust uptick in the applications of Bayesian external data borrowing, eliciting a prior distribution with the proper amount of information becomes increasingly critical. The prior effective sample size (ESS) is an intuitive and efficient measure for this purpose. The majority of ESS definitions have been proposed in the context of borrowing control information. While many Bayesian models can be naturally extended to leveraging external information on the treatment effect scale, very little attention has been directed to computing the prior ESS in this setting. In this research, we bridge this methodological gap by extending the popular ELIR ESS definition. We lay out the general framework, and derive the prior ESS for various types of endpoints and treatment effect measures. The posterior distribution and the predictive consistency property of ESS are also examined. The methods are implemented in R programs available on GitHub: https://github.com/squallteo/TrtEffESS.
title Prior Effective Sample Size When Borrowing on the Treatment Effect Scale
topic Methodology
url https://arxiv.org/abs/2404.13366