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In this paper we study the problem of estimating the mean when the number of observations taken on each unit is a random variable. The estimator proposed by M. Singh and V. K. Gupta (1980) is discussed and modified. It is argued, however, that the arithmetic mean is a more appropriate choice of estimator.

Multiple endpoints are tested to assess an overall treatment effect and also to identify which endpoints or subsets of endpoints contributed to treatment differences. The conventional p-value adjustment methods, such as single-step, step-up, or step-down procedures, sequentially identify each significant individual endpoint. Closed test procedures can also detect individual endpoints that have effects via a step-by-step closed strategy. This paper proposes a global-based statistic for testing an a priori number, say, r of the k endpoints, as opposed to the conventional approach of testing one (r = 1) endpoint. The proposed test statistic is an extension of the single-step p-value-based statistic based on the distribution of the smallest p-value. The test maintains strong control of the FamilyWise Error (FWE) rate under the null hypothesis of no difference in any (sub)set of r endpoints among all possible combinations of the k endpoints. After rejecting the null hypothesis, the individual endpoints in the sets that are rejected can be tested further, using a univariate test statistic in a second step, if desired. However, the second step test only weakly controls the FWE. The proposed method is illustrated by application to a psychosis data set.

Adaptive two-stage designs allow a data-driven change of design characteristics during the ongoing trial. One of the available options is an adaptive choice of the test statistic for the second stage of the trial based on the results of the interim analysis. Since there is often only a vague knowledge of the distribution shape of the primary endpoint in the planning phase of a study, a change of the test statistic may then be considered if the data indicate that the assumptions underlying the initial choice of the test are not correct. Collings and Hamilton proposed a bootstrap method for the estimation of the power of the two-sample Wilcoxon test for shift alternatives. We use this approach for the selection of the test statistic. By means of a simulation study, we show that the gain in terms of power may be considerable when the initial assumption about the underlying distribution was wrong, whereas the loss is relatively small when in the first instance the optimal test statistic was chosen. The results also hold true for comparison with a one-stage design. Application of the method is illustrated by a clinical trial example.

Poisson processes {X(t), t > 0} are suitable models for a broad variety of counting processes in Ecology. For example, when analyzing data that apparently came from Poisson population, over-dispersion [i.e. V(X(t)) > E(X(t))] or under-dispersion [i.e. V(X(t)) < E(X(t))] is encountered. This led CONSUL and JAIN (1973), and JANARDAN and SCHAEFFER (1977) to consider a generalization of the Poisson distribution called Lagrangian Poisson distribution. JANARDAN (1980) modified the Poisson process and derived a stochastic model for the number of eggs laid by a parasite on a host. This distribution is very suitable for fitting data with over- (or under-) dispersion. JANARDAN et al. (1981) considered this stochastic model and applied it to study the variation of the distribution of chromosome aberrations in human and animal cells subject to radiation or chemical insults. Here, we present a new approach for the derivation of this distribution and provide some alternative chance mechanisms for the genesis of the distribution. Moments, moment properties, and some applications are also given.

The paper is a survey on some practical aspects of stochastic geometry in the sense of D. G. KENDALL's and G. MATHERON's & J. SERRA's schools.

We propose a mathematical model based on probability theory to optimize COVID‐19 testing by a multistep batch testing approach with variable batch sizes. This model and simulation tool dramatically increase the efficiency and efficacy of the tests in a large population at a low cost, particularly when the infection rate is low. The proposed method combines statistical modeling with numerical methods to solve nonlinear equations and obtain optimal batch sizes at each step of tests, with the flexibility to incorporate geographic and demographic information. In theory, this method substantially improves the false positive rate and positive predictive value as well. We also conducted a Monte Carlo simulation to verify this theory. Our simulation results show that our method significantly reduces the false negative rate. More accurate assessment can be made if the dilution effect or other practical factors are taken into consideration. The proposed method will be particularly useful for the early detection of infectious diseases and prevention of future pandemics. The proposed work will have broader impacts on medical testing for contagious diseases in general.

MISRA (1978) sets confidence intervals for a double linear compound of multivariate normal regression coefficients by using ROY'S maximum root test criterion. The exact test statistic to be used is STUDENT'S t. The t statistic gives narrower confidence bounds than those given by ROY's maximum root statistic. A result given by MORRISON (1975, p. 18, equation 10) for profile analysis is also obtained by using the STUDENT'S t test.

We investigate calibration and assessment of predictive rules when missing values are present in the predictors. Our paper has two key objectives. The first is to investigate how the calibration of the prediction rule can be combined with use of multiple imputation to account for missing predictor observations. The second objective is to propose such methods that can be implemented with current multiple imputation software, while allowing for unbiased predictive assessment through validation on new observations for which outcome is not yet available. We commence with a review of the methodological foundations of multiple imputation as a model estimation approach as opposed to a purely algorithmic description. We specifically contrast application of multiple imputation for parameter (effect) estimation with predictive calibration. Based on this review, two approaches are formulated, of which the second utilizes application of the classical Rubin's rules for parameter estimation, while the first approach averages probabilities from models fitted on single imputations to directly approximate the predictive density for future observations. We present implementations using current software that allow for validation and estimation of performance measures by cross‐validation, as well as imputation of missing data in predictors on the future data where outcome is missing by definition. To simplify, we restrict discussion to binary outcome and logistic regression throughout. Method performance is verified through application on two real data sets. Accuracy (Brier score) and variance of predicted probabilities are investigated. Results show substantial reductions in variation of calibrated probabilities when using the first approach.

Multiple primary outcomes are sometimes collected and analysed in randomised controlled trials (RCTs), and are used in favour of a single outcome. By collecting multiple primary outcomes, it is possible to fully evaluate the effect that an intervention has for a given disease process. A simple approach to analysing multiple outcomes is to consider each outcome separately, however, this approach does not account for any pairwise correlations between the outcomes. Any cases with missing values must be ignored, unless an additional imputation step is performed. Alternatively, multivariate methods that explicitly model the pairwise correlations between the outcomes may be more efficient when some of the outcomes have missing values. In this paper, we present an overview of relevant methods that can be used to analyse multiple outcome measures in RCTs, including methods based on multivariate multilevel (MM) models. We perform simulation studies to evaluate the bias in the estimates of the intervention effects and the power of detecting true intervention effects observed when using selected methods. Different simulation scenarios were constructed by varying the number of outcomes, the type of outcomes, the degree of correlations between the outcomes and the proportions and mechanisms of missing data. We compare multivariate methods to univariate methods with and without multiple imputation. When there are strong correlations between the outcome measures (ρ > .4), our simulation studies suggest that there are small power gains when using the MM model when compared to analysing the outcome measures separately. In contrast, when there are weak correlations (ρ < .4), the power is reduced when using univariate methods with multiple imputation when compared to analysing the outcome measures separately.

Clinical prediction models play a key role in risk stratification, therapy assignment and many other fields of medical decision making. Before they can enter clinical practice, their usefulness has to be demonstrated using systematic validation. Methods to assess their predictive performance have been proposed for continuous, binary, and time-to-event outcomes, but the literature on validation methods for discrete time-to-event models with competing risks is sparse. The present paper tries to fill this gap and proposes new methodology to quantify discrimination, calibration, and prediction error (PE) for discrete time-to-event outcomes in the presence of competing risks. In our case study, the goal was to predict the risk of ventilator-associated pneumonia (VAP) attributed to Pseudomonas aeruginosa in intensive care units (ICUs). Competing events are extubation, death, and VAP due to other bacteria. The aim of this application is to validate complex prediction models developed in previous work on more recently available validation data. Keywords: area under the curve; calibration slope; competing events; discrete time-to-event model; dynamic prediction models; prediction error; validation.

The Fine–Gray proportional subdistribution hazards model has been puzzling many people since its introduction. The main reason for the uneasy feeling is that the approach considers individuals still at risk for an event of cause 1 after they fell victim to the competing risk of cause 2. The subdistribution hazard and the extended risk sets, where subjects who failed of the competing risk remain in the risk set, are generally perceived as unnatural . One could say it is somewhat of a riddle why the Fine–Gray approach yields valid inference. To take away these uneasy feelings, we explore the link between the Fine–Gray and cause‐specific approaches in more detail. We introduce the reduction factor as representing the proportion of subjects in the Fine–Gray risk set that has not yet experienced a competing event. In the presence of covariates, the dependence of the reduction factor on a covariate gives information on how the effect of the covariate on the cause‐specific hazard and the subdistribution hazard relate. We discuss estimation and modeling of the reduction factor, and show how they can be used in various ways to estimate cumulative incidences, given the covariates. Methods are illustrated on data of the European Society for Blood and Marrow Transplantation.

The standardized mean difference is a well‐known effect size measure for continuous, normally distributed data. In this paper we present a general basis for important other distribution families. As a general concept, usable for every distribution family, we introduce the relative effect, also called Mann–Whitney effect size measure of stochastic superiority. This measure is a truly robust measure, needing no assumptions about a distribution family. It is thus the preferred tool for assumption‐free, confirmatory studies. For normal distribution shift, proportional odds, and proportional hazards, we show how to derive many global values such as risk difference average, risk difference extremum, and odds ratio extremum. We demonstrate that the well‐known benchmark values of Cohen with respect to group differences—small, medium, large—can be translated easily into corresponding Mann–Whitney values. From these, we get benchmarks for parameters of other distribution families. Furthermore, it is shown that local measures based on binary data (2 × 2 tables) can be associated with the Mann–Whitney measure: The concept of stochastic superiority can always be used. It is a general statistical value in every distribution family. It therefore yields a procedure for standardizing the assessment of effect size measures. We look at the aspect of relevance of an effect size and—introducing confidence intervals—present some examples for use in statistical practice.

There is growing interest in integrated Phase I/II oncology clinical trials involving molecularly targeted agents (MTA). One of the main challenges of these trials are nontrivial dose–efficacy relationships and administration of MTAs in combination with other agents. While some designs were recently proposed for such Phase I/II trials, the majority of them consider the case of binary toxicity and efficacy endpoints only. At the same time, a continuous efficacy endpoint can carry more information about the agent's mechanism of action, but corresponding designs have received very limited attention in the literature. In this work, an extension of a recently developed information‐theoretic design for the case of a continuous efficacy endpoint is proposed. The design transforms the continuous outcome using the logistic transformation and uses an information–theoretic argument to govern selection during the trial. The performance of the design is investigated in settings of single‐agent and dual‐agent trials. It is found that the novel design leads to substantial improvements in operating characteristics compared to a model‐based alternative under scenarios with nonmonotonic dose/combination–efficacy relationships. The robustness of the design to missing/delayed efficacy responses and to the correlation in toxicity and efficacy endpoints is also investigated.

Designs incorporating more than one endpoint have become popular in drug development. One of such designs allows for incorporation of short‐term information in an interim analysis if the long‐term primary endpoint has not been yet observed for some of the patients. At first we consider a two‐stage design with binary endpoints allowing for futility stopping only based on conditional power under both fixed and observed effects. Design characteristics of three estimators: using primary long‐term endpoint only, short‐term endpoint only, and combining data from both are compared. For each approach, equivalent cut‐off point values for fixed and observed effect conditional power calculations can be derived resulting in the same overall power. While in trials stopping for futility the type I error rate cannot get inflated (it usually decreases), there is loss of power. In this study, we consider different scenarios, including different thresholds for conditional power, different amount of information available at the interim, different correlations and probabilities of success. We further extend the methods to adaptive designs with unblinded sample size reassessments based on conditional power with inverse normal method as the combination function. Two different futility stopping rules are considered: one based on the conditional power, and one from P‐values based on Z‐statistics of the estimators. Average sample size, probability to stop for futility and overall power of the trial are compared and the influence of the choice of weights is investigated.

In 2010, the Federal Parliament (Bundestag) of Germany passed a new law (Arzneimittelmarktneuordnungsgesetz, AMNOG) on the regulation of medicinal products that applies to all pharmaceutical products with active ingredients that are launched beginning January 1, 2011. The law describes the process to determine the price at which an approved new product will be reimbursed by the statutory health insurance system. The process consists of two phases. The first phase assesses the additional benefit of the new product versus an appropriate comparator (zweckmäßige Vergleichstherapie, zVT). The second phase involves price negotiation. Focusing on the first phase, this paper investigates requirements of benefit assessment of a new product under this law with special attention on the methods applied by the German authorities on issues such as the choice of the comparator, patient relevant endpoints, subgroup analyses, extent of benefit, determination of net benefit, primary and secondary endpoints, and uncertainty of the additional benefit. We propose alternative approaches to address the requirements in some cases and invite other researchers to help develop solutions in other cases.

At the beginning of 2011, the early benefit assessment of new drugs was introduced in Germany with the Act on the Reform of the Market for Medicinal Products (AMNOG). The Federal Joint Committee (G‐BA) generally commissions the Institute for Quality and Efficiency in Health Care (IQWiG) with this type of assessment, which examines whether a new drug shows an added benefit (a positive patient‐relevant treatment effect) over the current standard therapy. IQWiG is required to assess the extent of added benefit on the basis of a dossier submitted by the pharmaceutical company responsible. In this context, IQWiG was faced with the task of developing a transparent and plausible approach for operationalizing how to determine the extent of added benefit. In the case of an added benefit, the law specifies three main extent categories (minor, considerable, major). To restrict value judgements to a minimum in the first stage of the assessment process, an explicit and abstract operationalization was needed. The present paper is limited to the situation of binary data (analysis of 2 × 2 tables), using the relative risk as an effect measure. For the treatment effect to be classified as a minor, considerable, or major added benefit, the methodological approach stipulates that the (two‐sided) 95% confidence interval of the effect must exceed a specified distance to the zero effect. In summary, we assume that our approach provides a robust, transparent, and thus predictable foundation to determine minor, considerable, and major treatment effects on binary outcomes in the early benefit assessment of new drugs in Germany. After a decision on the added benefit of a new drug by G‐BA, the classification of added benefit is used to inform pricing negotiations between the umbrella organization of statutory health insurance and the pharmaceutical companies.

The determination of the sample size required by a crossover trial typically depends on the specification of one or more variance components. Uncertainty about the value of these parameters at the design stage means that there is often a risk a trial may be under‐ or overpowered. For many study designs, this problem has been addressed by considering adaptive design methodology that allows for the re‐estimation of the required sample size during a trial. Here, we propose and compare several approaches for this in multitreatment crossover trials. Specifically, regulators favor reestimation procedures to maintain the blinding of the treatment allocations. We therefore develop blinded estimators for the within and between person variances, following simple or block randomization. We demonstrate that, provided an equal number of patients are allocated to sequences that are balanced for period, the proposed estimators following block randomization are unbiased. We further provide a formula for the bias of the estimators following simple randomization. The performance of these procedures, along with that of an unblinded approach, is then examined utilizing three motivating examples, including one based on a recently completed four‐treatment four‐period crossover trial. Simulation results show that the performance of the proposed blinded procedures is in many cases similar to that of the unblinded approach, and thus they are an attractive alternative.

We explore the problem of variable selection in a case‐control setting with mass spectrometry proteomic data consisting of paired measurements. Each pair corresponds to a distinct isotope cluster and each component within pair represents a summary of isotopic expression based on either the intensity or the shape of the cluster. Our objective is to identify a collection of isotope clusters associated with the disease outcome and at the same time assess the predictive added‐value of shape beyond intensity while maintaining predictive performance. We propose a Bayesian model that exploits the paired structure of our data and utilizes prior information on the relative predictive power of each source by introducing multiple layers of selection. This allows us to make simultaneous inference on which are the most informative pairs and for which—and to what extent—shape has a complementary value in separating the two groups. We evaluate the Bayesian model on pancreatic cancer data. Results from the fitted model show that most predictive potential is achieved with a subset of just six (out of 1289) pairs while the contribution of the intensity components is much higher than the shape components. To demonstrate how the method behaves under a controlled setting we consider a simulation study. Results from this study indicate that the proposed approach can successfully select the truly predictive pairs and accurately estimate the effects of both components although, in some cases, the model tends to overestimate the inclusion probability of the second component.