The value of Bayesian statistics for assessing comparability
Timothy Mutsvari (Arlenda)
- n behalf of EFSPI Working Group
The value of Bayesian statistics for assessing comparability - - PowerPoint PPT Presentation
The value of Bayesian statistics for assessing comparability Timothy Mutsvari (Arlenda) on behalf of EFSPI Working Group Agenda Bayesian Methods: General Principles Direct Probability Statements Posterior Predictive Distribution
Timothy Mutsvari (Arlenda)
General Principles
A
Pr ๐ฉ๐๐ญ๐๐ฌ๐ฐ๐๐ ๐๐๐ฎ๐ ๐จ๐ฉ๐ฎ ๐๐ฃ๐ฉ๐ญ๐ฃ๐ง๐ฃ๐ฆ๐๐ฌ ) ๏ฎ Better known as the p-value concept ๏ฎ Used in the null hypothesis test (or decision) ๏ฎ This is the likelihood of the data assuming an hypothetical explanation (e.g. the โnull hypothesisโ) ๏ฎ Classical statistics perspective (Frequentist)
B
Pr ๐๐ฃ๐ฉ๐ญ๐ฃ๐ง๐ฃ๐ฆ๐๐ฌ ๐ฉ๐๐ญ๐๐ฌ๐ฐ๐๐ ๐๐๐ฎ๐ ) ๏ฎ Bayesian perspective ๏ฎ It is the probability of similarity given the data
3 / 18
updated to obtain the posterior distribution
distribution for any parameter of interest
P(treatment effect > 5.5)= P(success)
2 4 6 8 10 0.0 0.1 0.2 0.3 0.4 0.5PRIOR distribution STUDY data POSTERIOR distribution
๏ต
+
2 4 6 8 10 0.0 0.2 0.4 0.6 0.8 1.0 1.2values for a future observation ๐ง ?
conditionally on the available information: ๐ ๐ง ๐๐๐ข๐ = ๐ ๐ง ๐ ๐ ๐ ๐๐๐ข๐ ๐๐
๐ : it is given by the model for given values of the parameters
3rd , repeat this
predictive distribution 1st , draw a mean and a variance from:
Posterior of mean ยตi Posterior of Variance ฯยฒi given mean drawn
2nd , draw an observation from the resulting distribution Y~ Normal(ยตi, ฯยฒi )
X X X X
Monte Carlo Simulations
the โnew observationsโ are drawn from distribution โcenteredโ on estimated location and dispersion parameters (treated as โtrue valuesโ).
Bayesian Predictions
the uncertainty of parameter estimates (location and dispersion) is taken into account before drawing โnew observationsโ from relevant distribution
Monte Carlo Simulations
the โnew observationsโ are drawn from distribution โcenteredโ on estimated location and dispersion parameters (treated as โtrue valuesโ).
Bayesian Predictions
the uncertainty of parameter estimates (location and dispersion) is taken into account before drawing โnew observationsโ from relevant distribution
Pr ๐๐ฏ๐ฎ๐ฏ๐ฌ๐ ๐ฆ๐ฉ๐ฎ๐ญ ๐ฃ๐จ ๐ฆ๐ฃ๐ง๐ฃ๐ฎ๐ญ ๐ฉ๐๐ญ๐๐ฌ๐ฐ๐๐ ๐๐๐ฎ๐) vs Pr ๐ฉ๐๐ญ๐๐ฌ๐ฐ๐๐ ๐๐๐ฎ๐ ๐จ๐ฉ๐ฎ ๐๐ฃ๐ฉ๐ญ๐ฃ๐ง๐ฃ๐ฆ๐๐ฌ) Pr ๐๐ฃ๐ฉ๐ญ๐ฃ๐ง๐ฃ๐ฆ๐๐ฌ ๐ฉ๐๐ญ๐๐ฌ๐ฐ๐๐ ๐๐๐ฎ๐)
๐ท๐ ๐ต๐๐๐ก๐ข ~ ๐ ๐๐๐๐ก๐ข, ๐๐๐๐ก๐ข
2
๏ Model for Biosimilar
๐ท๐ ๐ต๐๐๐ ~ ๐ ๐๐๐๐, ๐๐ ๐๐
2
๏ Model for Ref ๐๐๐๐ก๐ข
2
= ๐ฝ0 โ ๐๐ ๐๐
2 ๏ Test will not extremely different from Ref
๐ฝ0 ~ Uniform (๐, ๐), for well chosen ๐ & ๐, e.g. 1/10 to 10
๐๐๐๐ก๐ข
2
+ ๐๐๐ก๐ก๐๐ง
2
๐๐๐๐
2
+ ๐๐๐ก๐ก๐๐ง
2
(all other pars being non-informative)
Likelihood (non-informative Prior on all parameters) Predictive Distribution ๏จ Tolerance Intervals (e.g. Wolfinger) Ref Predictive Distributions
Likelihood Predictive Distribution ๏จ Prediction Interval Predictive Distribution ๏จ Tolerance Intervals (e.g. Wolfinger) Ref Test Predictive Distributions (non-informative Prior on all parameters)
Likelihood Prior (informative on validated assay variance) Predictive Distribution ๏จ Prediction Interval Predictive Distribution ๏จ Tolerance Intervals (e.g. Wolfinger) Ref Test Predictive Distributions
Extension of the univariate case
๐ ๐ ~ ๐ต๐พ๐ถ ๐๐ผ ๐๐บ , ๐ฏ๐ผ ๐ฏ๐บ๐ผ ๐ฏ๐บ๐ผ ๐ฏ๐บ
(not Power)
(2005)
large number of effect sizes, i.e. (๐1โ๐2)/๐pooled, are generated using the prior distributions.
effect size
beliefs) power curve is calculated
Power vs assurance
independent samples t-test (H0: ๐1 = ๐2 vs H1: ๐1 โ ๐2)
bayesian approach (assurance) power assurance
When SIM IMILAR is not the SAME!