Dynamic borrowing through empirical power priors that control type I error

In order for historical data to be considered for inclusion in the design and analysis of clinical trials, prospective rules are essential. Incorporation of historical data may be of particular interest in the case of small populations where available data is scarce and heterogeneity is not as well understood, and thus conventional methods for evidence synthesis might fall short. The concept of power priors can be particularly useful for borrowing evidence from a single historical study. Power priors employ a parametermml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"mml:miγ/mml:mimml:mo∈/mml:momml:mo[/mml:momml:mn0/mml:mnmml:mo,/mml:momml:mn1/mml:mnmml:mo]/mml:mo/mml:maththat quantifies the heterogeneity between the historical study and the new study. However, the possibility of borrowing data from a historical trial will usually be associated with an inflation of the type I error. We suggest a new, simple method of estimating the power parameter suitable for the case when only one historical dataset is available. The method is based on predictive distributions and parameterized in such a way that the type I error can be controlled by calibrating to the degree of similarity between the new and historical data. The method is demonstrated for normal responses in a one or two group setting. Generalization to other models is straightforward.