Bayesian Discount Prior: Two-Arm Logistic Regression
bdplogit is used to estimate the treatment effect in the presence of covariates using the logistic regression analysis implementation of the Bayesian discount prior. summary and print methods are supported. Currently, the function only supports a two-arm clinical trial where all of current treatment, current control, historical treatment, and historical control data are present
bdplogit( formula = formula, data = data, data0 = NULL, prior_treatment_effect = NULL, prior_control_effect = NULL, prior_treatment_sd = NULL, prior_control_sd = NULL, prior_covariate_effect = 0, prior_covariate_sd = 10000, number_mcmc_alpha = 5000, number_mcmc_beta = 10000, discount_function = "identity", alpha_max = 1, fix_alpha = FALSE, weibull_scale = 0.135, weibull_shape = 3, method = "mc" )
formula: an object of class "formula." See "Details" for more information, including specification of treatment data indicators.
data: a data frame containing the current data variables in the model. A column named treatment must be present; treatment must be binary and indicate treatment group vs. control group.
data0: a data frame containing the historical data variables in the model. The column labels of data and data0 must match.
prior_treatment_effect: scalar. The historical adjusted treatment effect. If left NULL, value is estimated from the historical data.
prior_control_effect: scalar. The historical adjusted control effect. If left NULL, value is estimated from the historical data.
prior_treatment_sd: scalar. The standard deviation of the historical adjusted treatment effect. If left NULL, value is estimated from the historical data.
prior_control_sd: scalar. The standard deviation of the historical adjusted control effect. If left NULL, value is estimated from the historical data.
prior_covariate_effect: vector. The prior mean(s) of the covariate effect(s). Default value is zero. If a single value is input, the the scalar is repeated to the length of the input covariates. Otherwise, care must be taken to ensure the length of the input matches the number of covariates.
prior_covariate_sd: vector. The prior standard deviation(s) of the covariate effect(s). Default value is 1e4. If a single value is input, the the scalar is repeated to the length of the input covariates. Otherwise, care must be taken to ensure the length of the input matches the number of covariates.
number_mcmc_alpha: scalar. Number of Monte Carlo simulations for estimating the historical data weight. Default is 5000.
number_mcmc_beta: scalar. Number of Monte Carlo simulations for estimating beta, the vector of regression coefficients. Default is 10000.
discount_function: character. Specify the discount function to use. Currently supports weibull, scaledweibull, and identity. The discount function scaledweibull scales the output of the Weibull CDF to have a max value of 1. The identity
discount function uses the posterior probability directly as the discount weight. Default value is "identity".
alpha_max: scalar. Maximum weight the discount function can apply. Default is 1. Users may specify a vector of two values where the first value is used to weight the historical treatment group and the second value is used to weight the historical control group.
fix_alpha: logical. Fix alpha at alpha_max? Default value is FALSE.
weibull_scale: scalar. Scale parameter of the Weibull discount function used to compute alpha, the weight parameter of the historical data. Default value is 0.135. Users may specify a vector of two values where the first value is used to estimate the weight of the historical treatment group and the second value is used to estimate the weight of the historical control group. Not used when discount_function = "identity".
weibull_shape: scalar. Shape parameter of the Weibull discount function used to compute alpha, the weight parameter of the historical data. Default value is 3. Users may specify a vector of two values where the first value is used to estimate the weight of the historical treatment group and the second value is used to estimate the weight of the historical control group. Not used when discount_function = "identity".
method: character. Analysis method with respect to estimation of the weight paramter alpha. Default method "mc" estimates alpha for each Monte Carlo iteration. Alternate value "fixed" estimates alpha once and holds it fixed throughout the analysis. See the the bdplm vignette
vignette("bdplm-vignette", package="bayesDP") for more details.
bdplogit returns an object of class "bdplogit".
An object of class "bdplogit" is a list containing at least the following components:
posterior: data frame. The posterior draws of the covariates, the intercept, and the treatment effect. The grid of sigma values are included.alpha_discount: vector. The posterior probability of the stochastic comparison between the current and historical data for each of the treatment and control arms. If method="mc", the result is a matrix of estimates, otherwise for method="fixed", the result is a vector of estimates.estimates: list. The posterior means and standard errors of the intercept, treatment effect, covariate effect(s) and error variance.bdplogit uses a two-stage approach for determining the strength of historical data in estimation of an adjusted mean or covariate effect. In the first stage, a discount function is used that that defines the maximum strength of the historical data and discounts based on disagreement with the current data. Disagreement between current and historical data is determined by stochastically comparing the respective posterior distributions under noninformative priors. Here with a two-arm regression analysis, the comparison is the proability (p) that the covariate effect of an historical data indicator is significantly different from zero. The comparison metric p is then input into the discount function and the final strength of the historical data is returned (alpha).
In the second stage, posterior estimation is performed where the discount function parameter, alpha, is used to weight the historical data effects.
The formula must include an intercept (i.e., do not use -1 in the formula) and both data and data0 must be present. The column names of data and data0 must match. See examples below for example usage.
The underlying model uses the MCMClogit function of the MCMCpack package to carryout posterior estimation. Add more.
# Set sample sizes n_t <- 30 # Current treatment sample size n_c <- 30 # Current control sample size n_t0 <- 80 # Historical treatment sample size n_c0 <- 80 # Historical control sample size # Treatment group vectors for current and historical data treatment <- c(rep(1, n_t), rep(0, n_c)) treatment0 <- c(rep(1, n_t0), rep(0, n_c0)) # Simulate a covariate effect for current and historical data x <- rnorm(n_t + n_c, 1, 5) x0 <- rnorm(n_t0 + n_c0, 1, 5) # Simulate outcome: # - Intercept of 10 for current and historical data # - Treatment effect of 31 for current data # - Treatment effect of 30 for historical data # - Covariate effect of 3 for current and historical data Y <- 10 + 31 * treatment + x * 3 + rnorm(n_t + n_c, 0, 5) Y0 <- 10 + 30 * treatment0 + x0 * 3 + rnorm(n_t0 + n_c0, 0, 5) # Place data into separate treatment and control data frames and # assign historical = 0 (current) or historical = 1 (historical) df_ <- data.frame(Y = Y, treatment = treatment, x = x) df0 <- data.frame(Y = Y0, treatment = treatment0, x = x0) # Fit model using default settings fit <- bdplm( formula = Y ~ treatment + x, data = df_, data0 = df0, method = "fixed" ) # Look at estimates and discount weight summary(fit) print(fit)
Useful links