What is meant by a ‘while on treatment’ estimand?

The ICH E9 R1 addendum on estimands in clinical trials has made big waves in the clinical trial world in the last few years. It aims to provide a framework to think about and define more precisely what exactly the treatment effect(s) of interest is in a clinical trial, in light of what the addendum calls ‘intercurrent events’ (ICEs):

Events occurring after treatment initiation that affect either the interpretation or the existence of the
measurements associated with the clinical question of interest. It is necessary to address intercurrent
events when describing the clinical question of interest in order to precisely define the treatment effect
that is to be estimated.

A couple of weeks ago a really nice paper was published by Harrison and Brummel in the American Statistican which explored the five different ‘strategies’ described in the E9 addendum for handling ICEs in a simple example using potential outcomes. For each strategy they gave an example of an estimand defined using the strategy and a simple estimator for estimating the estimand from the data. In this post, I want to focus on the while on treatment strategy, as I think it’s one area where there is some debate as to what exactly the E9 addendum meant. I of course do not claim to have the definitive answer, but the following is my view.

Read more

Does a Bernoulli/binomial model really assume everyone has the same probability p?

When you estimate a proportion and want to calculate a standard error for the estimate, you would normally do so based on assuming that the number of ‘successes’ in the sample is a draw from a binomial distribution, which counts the number of successes in a series of n independent Bernoulli 0/1 draws, where each draw has a probability p of ‘success’. Does the model rely or assume that for each of these binary observations the success probability is the same? In the third paragraph of this blog post Frank Harrell (seems to) argue that it does. In this post I’ll delve into this a bit further, using the same numerical example Frank gives.

Suppose we have a random sample of n individuals on whom we observe a binary outcome indicating presence or absence of disease. Suppose that in a sample of n=100, 40 have the disease, and so our estimate of the proportion of disease in the population (which I will denote p) from the sample was drawn is \hat{p}=40/100=0.4.

Read more

Multiple imputation with flexible parametric survival models

Following a recent request from someone, I’ve extended the functionality of my R package smcfcs, which performs multiple imputation of missing covariates, compatible with a user-specified substantive or outcome. The package can now impute compatibly with a flexible parametric Royston-Parmar type model. In this post I’ll briefly highlight some of the potential uses of this new functionality.

Read more