global sensitivity analysis for studies with intermittent...

73
Global Sensitivity Analysis for Studies with Intermittent Missing Data and Death Global Sensitivity Analysis of Randomized Trials with Missing Data Workshop January 12, 2015

Upload: others

Post on 05-Jun-2020

0 views

Category:

Documents


0 download

TRANSCRIPT

Page 1: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Global Sensitivity Analysis for Studies withIntermittent Missing Data and Death

Global Sensitivity Analysis of Randomized Trialswith Missing Data Workshop

January 12, 2015

Page 2: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

OBJECTIVES

To review issues and common analysis methods fordeath-truncated dataTo learn about a composite endpoint based approach forintermittent missingness and death data analysisTo introduce a web application that implements theproposed method

Page 3: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

{ REVIEW }

Page 4: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Outline

Introduction

Conditional model

Joint model

Principal stratification

Composite endpoint

Page 5: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

General setting

Consider a randomized clinical studyGoal: to evaluate the efficacy of a treatmentOutcomes scheduled to be measured at pre-specified timepoints after randomizationSubjects at (high) risk of deathIssue: clinical evaluations unobserved due to

lost to follow upwithdraw of consentout-of-window visitdeath

Review::Introduction 1/52

Page 6: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Scenarios of unobserved outcomes

Review::Introduction 2/52

Page 7: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Data truncated by death

Fundamental distinction exists between missing data anddata truncated by deathMissing data: exist but not collectedData truncated by death: does not exist and undefinedMissing data imputation methods generally not applicablefor data truncated by death

Review::Introduction 3/52

Page 8: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Common analysis methods

Four major groups:Evaluate treatment effects conditional on survivalJoint modeling survival and functional outcomesEvaluate causal treatment effects for principal stratumComposite endpoint combining survival and functionaloutcomes

B. F. Kurland, L. L. Johnson, B. L. Egleston, and P. H. Diehr. Longitudinal data with follow-up truncated bydeath: match the analysis method to research aims. Statistical Science, 24(2):211–222, 2009

Review::Introduction 4/52

Page 9: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Notation

T = 0,1: treatment assignmentY0: baseline measure at t0Y1, . . . ,YK : post-randomization outcomes at t1, . . . , tKL: survival time∆k = I(L > tk ): survival status at tkZ = g(Y0, . . . ,YK ): primary functional endpoint

e.g. Z = YK , Z = YK − Y0only defined when ∆K = 1

X : baseline covariatesY k : (Y0, . . . ,Yk )

Review::Introduction 5/52

Page 10: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Outline

Introduction

Conditional model

Joint model

Principal stratification

Composite endpoint

Page 11: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Conditional model

Unconditional model not appropriate

E(Yk ) = E(Yk |∆k = 1)P(∆k = 1)+E(Yk |∆k = 0)︸ ︷︷ ︸?

P(∆k = 0)

Evaluate treatment effects at a specific time tkfully conditioning on survival time L = tkor partly conditioning on being alive at tk (i.e. ∆k = 1)

Issue: selection bias introduced in treatment effectestimation since survival is a post-randomization covariate

M. Shardell and R. R. Miller. Weighted estimating equations for longitudinal studies with death andnon-monotone missing time-dependent covariates and outcomes. Statistics in Medicine, 27:1008–1025, 2008

B. F. Kurland and P. J. Heagerty. Directly parameterized regression conditioning on being alive: analysis oflongitudinal data truncated by deaths. Biostatistics, 6(2):241–258, 2005

Review::Conditional model 6/52

Page 12: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Outline

Introduction

Conditional model

Joint model

Principal stratification

Composite endpoint

Page 13: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Joint model

Comprised of two linked sub-modelssurvival processlongitudinal outcome process

Introduce a set of common latent random effects shared bythe two sub-modelsIssue: allows trajectories of longitudinal outcome afterdeath, not scientifically meaningful

A. A. Tsiatis and M. Davidian. Joint modeling of longitudinal and time-to-event data: An overview. StatisticaSinica, 14, 2004

Review::Joint model 7/52

Page 14: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Outline

Introduction

Conditional model

Joint model

Principal stratification

Composite endpoint

Page 15: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Potential outcome

For subject iYi(0): what would have been observed if the subject hadbeen treated with T = 0Yi(1): what would have been observed if the subject hadbeen treated with T = 1(Yi(0),Yi(1)): potential outcomeYi(1)− Yi(0): causal effect of treatment versus control

Donald B Rubin. Estimating causal effects of treatments in randomized and nonrandomized studies. Journalof Educational Psychology, 66(5):688, 1974

Review::Principal stratification 8/52

Page 16: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Data truncated by death

∆k (t): potentical survival status at tk if treated with T = t(t = 0,1)With randomization,

Yk (0),Yk (1),∆k (0),∆k (1) ⊥⊥ T

Recall: conditional methods estimates

E(Yk |∆k = 1,T = 1)− E(Yk |∆k = 1,T = 0)

= E(Yk (1)|∆k (1) = 1)− E(Yk (0)|∆k (0) = 1)

Groups {∆k (1) = 1} and {∆k (0) = 1} not the same iftreatment has impact on survivalSelection bias introduced

Review::Principal stratification 9/52

Page 17: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Principal stratification

Focused on the cohort of subjects who would havesurvived under either treatment arm, i.e. the principlestratification with respect to survival

{∆k (1) = ∆k (0) = 1}

Assess survivor average causal effect (SACE) defined as

SACEk = E(Yk (1)− Yk (0)|∆k (1) = ∆k (0) = 1)

Useful for understanding the mechanistic effect oftreatment on clinical outcomesIssue: whether a subject belongs to the “survivor” stratumunknown

C. E. Frangakis and D. B. Rubin. Principal stratification in causal inference. Biometrics, 58(1):21–29, 2002

Review::Principal stratification 10/52

Page 18: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Outline

Introduction

Conditional model

Joint model

Principal stratification

Composite endpoint

Page 19: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Composite endpoint

Primary endpoint: defined as a composite or a mix of boththe survival L and the functional outcome ZSimple and useful if the composite endpoint

is of clinical interestcan be ordered in a meaningful way

Issue: effects of treatment on survival and on thefunctional outcome cannot be separated

P. Diehr, D. L. Patrick, S. Hedrick, M. Rothman, D. Grembowski, T. E. Raghunathan, and S. Beresford.Including deaths when measuring health status over time. Medical Care, 33:AS164 – AS172, 1995

Review::Composite endpoint 11/52

Page 20: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

{ PROPOSAL }

Page 21: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Outline

Goal

Ranking

Treatment effect

Benchmark assumptions

Sensitivity analysis

Bivariate case (example)

Imputation

Case study

Summary

Page 22: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Goal

To propose a composite endpoint approach that handles bohdeaths and intermittent missing data among subjects alive atthe assessment times.

Proposal::Goal 12/52

Page 23: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Outline

Goal

Ranking

Treatment effect

Benchmark assumptions

Sensitivity analysis

Bivariate case (example)

Imputation

Case study

Summary

Page 24: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Ranking

Assume no missing data at this timeAssume that higher values of Z denote better outcomesConsider two subjects i and j with composite endpoints(Li ,∆K Zi) and (Lj ,∆K Zj), respectively

Proposal::Ranking 13/52

Page 25: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Ranking

∆K ,i = ∆K ,j = 1Zi > Zj : subject i ranked better than subject jZi < Zj : subject j ranked better than subject iZi = Zj : subjects i and j ranked the same

∆K ,i = ∆K ,j = 0Li > Lj : subject i ranked better than subject jLi < Lj : subject j ranked better than subject iLi = Lj : subjects i and j ranked the same

∆K ,i = 1, ∆K ,j = 0subject i ranked better than subject j

∆K ,i = 0, ∆K ,j = 1subject j ranked better than subject i

Proposal::Ranking 14/52

Page 26: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Outline

Goal

Ranking

Treatment effect

Benchmark assumptions

Sensitivity analysis

Bivariate case (example)

Imputation

Case study

Summary

Page 27: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Treatment effect

θ = P(R(1) > R(0))− P(R(1) < R(0))

R: rank of a subject (among all the study participants)R(0): rank for a random subject on T = 0R(1): rank for a random subject on T = 1

θ:treatment effect quantificationtarget of inferenceθ = 0 if no treatment effect

Hypothesis:

H0 : θ = 0 vs. HA : θ 6= 0

Proposal::Treatment effect 15/52

Page 28: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Estimation of θ

In the absence of missing data, estimate θ by

θ̂ =1

n0n1

∑i:Ti=0

∑j:Tj=1

{I(Ri < Rj)− I(Ri > Rj)}

where n0 =∑

i(1− Ti) and n1 =∑

i Ti

Proposal::Treatment effect 16/52

Page 29: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Variance of θ̂

Var(θ̂)

=

(1

n0n1

)2 n0∑

i=1

n1∑j=1

{I(Ri < Rj) + I(Rj < Ri)}

+n0 − 1

n0

n0∑i=1

n0∑i ′=1,i 6=i ′

n1∑j=1

{I(Ri < Rj ,Ri ′ < Rj) + I(Ri > Rj ,Ri ′ > Rj)

− I(Ri < Rj ,Ri ′ > Rj)− I(Ri > Rj ,Ri ′ < Rj)}

+n1 − 1

n1

n0∑i=1

n1∑j=1

n1∑j ′=1,j 6=j ′

{I(Ri < Rj ,Ri < Rj ′) + I(Ri > Rj ,Ri > Rj ′)

− I(Ri < Rj ,Ri > Rj ′)− I(Ri > Rj ,Ri < Rj ′)}

+(n0 − 1)(n1 − 1)

n0n1

n0∑i=1

n1∑j=1

n0∑i=1,i 6=i ′

n1∑j=1,j 6=j ′

{I(Ri < Rj)− I(Rj < Ri)}2− θ̂2.

Proposal::Treatment effect 17/52

Page 30: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Quantiles

Quantiles (e.g. median) of the composite endpoint,(L,∆K Z ), may further quantify the treatment effectClinically easier to be interpretedNecessary supplement to the primary rank analysis

Proposal::Treatment effect 18/52

Page 31: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Outline

Goal

Ranking

Treatment effect

Benchmark assumptions

Sensitivity analysis

Bivariate case (example)

Imputation

Case study

Summary

Page 32: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Missingness

For subjects alive at the end of the study (∆K = 1)τk : missingness indicator of Yk (1: observed, 0: missing)S = (τ1, . . . , τK ): missing patternYobs = {Yk : τk = 1, k ≥ 1}: observed functional outcomeYmis = {Yk : τk = 0, k ≥ 1}: missing functional outcome

To determine rankssufficient to impute Ymis for subjects with ∆K = 1

Proposal::Benchmark assumptions 19/52

Page 33: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Benchmark assumptions

f (Ymis|∆K = 1,Yobs,Y0,X ,T ,S = s)

= f (Ymis|∆K = 1,Yobs,Y0,X ,T ,S = 1) ∀s 6= 1

1: a K -dimensional vector of 1’sS = 1: “completers”Complete case missing value (CCMV) restrictions appliedto the missing data patterns for patients alive at tK

Roderick JA Little. Pattern-mixture models for multivariate incomplete data. Journal of the American StatisticalAssociation, 88(421):125–134, 1993

Proposal::Benchmark assumptions 20/52

Page 34: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Modeling strategy

Sequential factorization

f (Y K |∆K = 1,Y0,X ,T ,S = 1)

=K∏

k=1

f (Yk |∆K = 1,Y k−1,X ,T ,S = 1)

Specify

Yk |Y k−1,Y0,X ,T = t ,S = 1

= µk ,t (Y k−1,X ;αk ,t ) + εk ,t

µk,t : mean function, e.g.

µk,t (Y k−1,X ;αk,t ) = αk,t,0 + αk,t,1Y k−1 + αk,t,2Y0 + αk,t,3X

εk,t : residuals

Proposal::Benchmark assumptions 21/52

Page 35: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Estimation

αk ,t : estimated using least square estimator

α̂k ,t = argmin

{n∑

i=1

I(Ti = t)∆K ,i

(K∏

k=1

τk ,i

)ε2k ,t ,i

}εk ,t ∼ Fk ,t

Fk,t = N(0, σ2k,t ) under normality assumption

Fk,t estimated by kernel density estimator, e.g.

f̂k,t (x) ∝n∑

i=1

I(Ti = t)∆K ,i

(K∏

k=1

τk,i

(x − εk,t,i

h

)where h is the bandwidth

Proposal::Benchmark assumptions 22/52

Page 36: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Outline

Goal

Ranking

Treatment effect

Benchmark assumptions

Sensitivity analysis

Bivariate case (example)

Imputation

Case study

Summary

Page 37: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Sensitivity analysis

Benchmark assumptions (CCMV) untestableSensitivity analysis essential to evaluate the robustness ofinferences to deviations from benchmark assumptions

Panel on Handling Missing Data in Clinical Trials; National Research Council. The Prevention and Treatmentof Missing Data in Clinical Trials. The National Academies Press, 2010

Proposal::Sensitivity analysis 23/52

Page 38: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Exponential tilting

Exponential tilting model

f ′(y) ∝ eβy f (y)

Constructs a neighborhood of distributions f ′(y)

centered around benchmark distribution f (y)indexed by (sensitivity) parameter β

Proposal::Sensitivity analysis 24/52

Page 39: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Example: Exponential tiltingClose form can be derived for multivariate normal,

Y ∼ N(µ,Σ)Y ′ ∼ N(µ + Σβ,Σ)

Example:Y ∼ N

(0,[

1 0.50.5 1

])

−4 −2 0 2 4

−4

−2

02

4

Y1

Y2

β = − 1β = 0β = 1

Proposal::Sensitivity analysis 25/52

Page 40: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Dimension of sensitivity parameters

Recall: benchmark assumptions

f (Ymis|∆K = 1,Yobs,Y0,X ,T = t ,S = s)

= f (Ymis|∆K = 1,Yobs,Y0,X ,T = t ,S = 1)

Sensitivity parameters typically introduced as follows:

f (Ymis|∆K = 1,Yobs,Y0,X ,T = t ,S = s)

∝ exp{βt ,sYmis}f (Ymis|∆K = 1,Yobs,Y0,X ,T = t ,S = 1)

Sensitivity parameters βt ,sdepends on treatment and missing patterndimension too highdifficult to set sensitivity analysis scenariosdifficult to interpret and summarize results

Proposal::Sensitivity analysis 26/52

Page 41: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Sensitivity analysis assumption

f (Ymis|∆K = 1,Yobs,Y0,X ,T = t ,S = s)

∝ exp{βtZ}f (Ymis|∆K = 1,Yobs,Y0,X ,T = t ,S = 1)

Z : primary endpoint, clinical interestβt : treatment specific, dimension 2 regardless of Kβt = 0: benchmark assumptions|βt |: distance (in the units of Z ) from benchmarkassumptions

Proposal::Sensitivity analysis 27/52

Page 42: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Outline

Goal

Ranking

Treatment effect

Benchmark assumptions

Sensitivity analysis

Bivariate case (example)

Imputation

Case study

Summary

Page 43: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Benchmark assumptions

S τ1 τ2 Y1 Y2s1 0 0 x xs2 0 1 x y2s3 1 0 y1 xs4 1 1 y1 y2

Assumptions:

f (Y2,Y1|∆2 = 1,Y0,X ,T ,S = (0,0))

= f (Y2,Y1|∆2 = 1,Y0,X ,T ,S = 1)

f (Y1|∆2 = 1,Y2,Y0,X ,T ,S = (0,1))

= f (Y1|∆2 = 1,Y2,Y0,X ,T ,S = 1)

f (Y2|∆2 = 1,Y1,Y0,X ,T ,S = (1,0))

= f (Y2|∆2 = 1,Y1,Y0,X ,T ,S = 1)

Proposal::Bivariate case (example) 28/52

Page 44: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Modeling

f (Y1,Y2|∆2 = 1,Y0,X ,T = t ,S = 1)

= f (Y1|∆2 = 1,Y0,X ,T = t ,S = 1)︸ ︷︷ ︸model 1

× f (Y2|∆2 = 1,Y1,Y0,X ,T = t ,S = 1)︸ ︷︷ ︸model 2

Proposal::Bivariate case (example) 29/52

Page 45: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Sensitivity analysis assumptions

Let Z = Y1 + Y2

Assumptions

f (Y2,Y1|∆2 = 1,Y0,X ,T = t ,S = (0,0))

∝ exp{βt (Y1 + Y2)}f (Y2,Y1|∆2 = 1,Y0,X ,T ,S = 1)

f (Y1|∆2 = 1,Y2,Y0,X ,T ,S = (0,1))

∝ exp{βtY1}f (Y1|∆2 = 1,Y2,Y0,X ,T ,S = 1)

f (Y2|∆2 = 1,Y1,Y0,X ,T ,S = (1,0))

∝ exp{βtY2}f (Y2|∆2 = 1,Y1,Y0,X ,T ,S = 1)

Proposal::Bivariate case (example) 30/52

Page 46: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Outline

Goal

Ranking

Treatment effect

Benchmark assumptions

Sensitivity analysis

Bivariate case (example)

Imputation

Case study

Summary

Page 47: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Numerical sampling

Goal: to draw samples of Ymis for each individual with∆K = 1 and S 6= 1 from

f (Ymis|∆K = 1,Yobs,Y0,X ,T ,S = s)

∝ exp(βT Z )f (Ymis|∆K = 1,Yobs,Y0,X ,T ,S = 1)

Close form only available whenµk,t : linearεk,t : normally distributedZ = g(Y0, . . . ,YK ): linear

Numerical sampling necessary in generalPropose to apply a random-walk Metroplis-Hastingsalgorithm

Proposal::Imputation 31/52

Page 48: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Sampling steps

1. Set j = 0. Choose arbitrary initial values for Ymis, denotedby Y (0)

mis. Let Z (0) be the primary functional endpoint withdata (Yobs,Y

(0)mis).

2. Set j = j + 13. Generate Y ′mis from a (multivariate) Gaussian distribution

with mean Y (j−1)mis and variance Σ.

Proposal::Imputation 32/52

Page 49: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Sampling steps

4. Calculate the acceptance ratio as

a =exp{βT Z ′}f (Y ′mis|∆K = 1,Yobs,Y0,X ,T ,S = 1)

exp{βT Z (j−1)}f (Y (j−1)mis |∆K = 1,Yobs,Y0,X ,T ,S = 1)

=exp{βT Z ′}f (Y ′mis,Yobs|∆K = 1,Y0,X ,T ,S = 1)

exp{βT Z (j−1)}f (Y (j−1)mis ,Yobs|∆K = 1,Y0,X ,T ,S = 1)

where Z ′ and Z (j−1) are the primary functional endpointswith data (Yobs,Y ′mis) and (Yobs,Y

(j−1)mis ), respectively.

Proposal::Imputation 33/52

Page 50: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Sampling steps

5. Accept Y (j)mis = Y ′mis with probability min(1,a) and

Y (j)mis = Y (j−1)

mis with probability 1−min(1,a)

6. Repeat Steps 2-5 until the Markov chain converges

7. Draw random samples from the set {Y (j0)mis ,Y

(j0+1)mis , . . .} as

the imputed missing values, where j0 corresponds to thenumber of burn-in

Proposal::Imputation 34/52

Page 51: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Multiple imputation

Draw M copies Ymis for each individual with ∆K = 1 andS 6= 1Create M complete datasetsFor each complete dataset m, estimate θ by θ̂m

Overall estimator of θ

θ̃ =1M

M∑m=1

θ̂m

Confidence intervals constructed by non-parametricbootstrap

Proposal::Imputation 35/52

Page 52: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Outline

Goal

Ranking

Treatment effect

Benchmark assumptions

Sensitivity analysis

Bivariate case (example)

Imputation

Case study

Summary

Page 53: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

HT-ANAM 302 study

Randomized, double-blind, placebo-controlled Phase IIIstudyIntent-to-treat population: advanced non-small cell lungcancer subjectsTo evaluate the efficacy of drug anamorelinFunctional outcome lean body mass (LBM) scheduled tobe measured at baseline (Y0), 6 weeks (Y1) and 12 weeks(Y2)

Primary functional endpoint: Z = (Y2+Y1)2 − Y0

Proposal::Case study 36/52

Page 54: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Death and missingness

Placebo Anamorelinn = 157 n = 322

Died Prior to Wk 12 24 (15.3%) 54 (16.8%)Survivors with complete data 93 (59.2%) 185 (57.5%)Survivors missing only Wk 6 3 (1.9%) 17 (5.3%)

Survivors missing only Wk 12 17 (10.8%) 31 (9.6%)Survivors missing both Wks 6, 12 20 (12.7%) 35 (10.9%)

Proposal::Case study 37/52

Page 55: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Missing pattern

Placebo

Time Points

Sub

ject

s

Y1 Y2

Anamorelin

Time Points

Sub

ject

sY1 Y2

Proposal::Case study 38/52

Page 56: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Completers LBM

Placebo

Time

Y0 Y1 Y2

●●

●●

● ●

●●

●●

●●

●●

● ●

●●

●●

● ●

●●

● ●

● ●

●●

● ●

●●

●●

● ●

● ●

● ●

●●

●●

● ●

●●

●●

● ●

●●

●●

● ●

●●

● ●

● ● ●

Anamorelin

Time

Y0 Y1 Y2

● ●

●●

●●

●●

● ●

● ●

● ●

● ●

● ●

● ●

●●

●● ●

●●

● ●

● ●

●●

●●

●●

●●

● ●

● ●

●●

● ●

●●

● ●

● ● ●

●●

●●

● ●

●●

● ●●

●●

●●

●●

●●

● ●

●●

●●

●●

●●

● ●

●●

● ●●

● ●●

●●

● ●●

● ●

●●

●●

●●

●●

● ●●

●●

●●

● ●

●●

Proposal::Case study 39/52

Page 57: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Survival

0 20 40 60 80

0.0

0.2

0.4

0.6

0.8

1.0

Time

Sur

viva

l pro

babi

lity

Placebo (n=157)Anamorelin (n=322) p−val=0.6621

Proposal::Case study 40/52

Page 58: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Baseline covariates

Covariates LevelsECOG 0:{0,1}, 1:{2}

AGE 0:≤ 65, 1:> 65GENDER 0:M, 1:F

BMI 0:≤ 18.5, 1:> 18.5WEIGHT LOSS 1 0:≤ 10%, 1:> 10%

Y0 Continuous

1in prior 6 monthsProposal::Case study 41/52

Page 59: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Modeling

Specify µk ,t (Y k−1,X ;αk ,t ) as follows:

µ1,t ,i = α1,t ,1 + α1,t ,2Y0,i + α1,t ,3ECOGi + α1,t ,4AGEi

+ α1,t ,5Gi + α1,t ,6BMIi + α1,t ,7WLi

µ2,t ,i = α2,t ,1 + α2,t ,2Y0,i + α2,t ,3ECOGi + α2,t ,4AGEi

+ α2,t ,5Gi + α2,t ,6BMIi + α2,t ,7WLi

+ α2,t ,8Y1,i

Proposal::Case study 42/52

Page 60: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Model fitting diagnosis

30 40 50 60 70

−10

−5

05

Placebo,k=1

Fitted values

Res

idua

ls ●●

● ●

●●

●●●

●●

●●

●●

●●●

●●

●●

●●

●●

●●

● ●

●●

●●

●●

● ●

●●

●●

Residuals vs Fitted

140

301

131

●●

●●

● ●

●●●

●●

●●

●●

●●

●●

●●

●●

●●

●●

●●

●●

● ●

●●

●●

●●

●●

−2 −1 0 1 2

−4

−2

02

Placebo,k=1

Theoretical Quantiles

Sta

ndar

dize

d re

sidu

als

Normal Q−Q

140

301

114

30 40 50 60 70

−4

−2

02

4

Placebo,k=2

Fitted values

Res

idua

ls

●●

●●

●●

●●

●●

●●

●●

●●

●●

●●

●●

●●● ●

●●●

Residuals vs Fitted

426

430

346

●●

●●

●●

●●

●●

●●●

●●

●●

●●

●●

●●

●●●●

●●●

−2 −1 0 1 2

−2

−1

01

23

Placebo,k=2

Theoretical Quantiles

Sta

ndar

dize

d re

sidu

als

Normal Q−Q

426

430

346

30 35 40 45 50 55 60

−10

−5

05

10

Anamorelin,k=1

Fitted values

Res

idua

ls

● ●

●●

●●

●●

●●

●●●

●●

●●

●●

●●

● ●●●

●● ●

●●

● ●

●●

● ●●

●●

●●

●●

●●

●●

● ●

●●

● ●

●●

●● ●●

●●

●●

●●

● ●

● ●●

●●● ●

●●

● ●●

●●

●●

●●●

●●

●●

●●

●●●

●●●

Residuals vs Fitted

206

167

70

●●

●●

●●

●●

●●●

●●

●●

●●

●●

●●●

●●

●●

●●

●●

●●●

●●

●●

●●

●●

●●

●●

●●

●●

●●

●●●

●●

●●

●●

●●

●●●

●●●●

●●

●●●

●●

●●

●●●

●●

●●

●●

●●●

●●●

−3 −2 −1 0 1 2 3

−4

−2

02

4

Anamorelin,k=1

Theoretical Quantiles

Sta

ndar

dize

d re

sidu

als

Normal Q−Q

206

167

70

30 35 40 45 50 55 60

−6

−4

−2

02

46

8

Anamorelin,k=2

Fitted values

Res

idua

ls ●

●● ●

●●

●●

●●

● ●

●●

●●

●●

●●

●● ●

●●

●●●

●●

●●

●●

● ●

●●

●●

●●

●●

● ●

●●

● ●

●●

● ●●

●●

●●

●●

●●

●●

Residuals vs Fitted

165

352139

●●●

●●

●●

●●

●●

●●

●●

●●

●●

●●●

●●

●●●

●●

●●

●●

●●

●●

●●

●●

●●

●●

●●

●●

●●

●●

●●

●●

●●

●●

−3 −2 −1 0 1 2 3

−3

−2

−1

01

23

4

Anamorelin,k=2

Theoretical Quantiles

Sta

ndar

dize

d re

sidu

als

Normal Q−Q

165

352139

Proposal::Case study 43/52

Page 61: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Analysis under benchmark assumptions

10 imputed datasets generated200 bootstrap samples

Table: Hypothesis testing

θ̂ (95% CI) p-valueHT-ANAM 302 Study 0.30(0.19,0.40) < 0.0001

Table: Median

p̂50 (95% CI)HT-ANAM 302 Study Anamorelin 0.67( 0.45, 0.89)

Placebo -0.92(-1.43,-0.28)

Proposal::Case study 44/52

Page 62: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Cumulative plot

Composite Endpoint

Pro

babi

lty

Survival Functional3 84−6.9 11

0.00

0.25

0.50

0.75

1.00 Placebo

Anamorelin

Proposal::Case study 45/52

Page 63: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Choice of sensitivity parameters

−10 −5 0 5 10 15

0.00

0.05

0.10

0.15

Placebo

End Point

Den

sity

β = −0.5β = 0β = 0.5

−10 −5 0 5 10 15

0.00

0.05

0.10

0.15

Anamorelin

End Point

Den

sity

Change in E(Z ) about 1.5 lb at βT = 0.5 and βT = −0.5Set βT = {−0.5,−0.4, . . . ,0, . . . ,0.5}

Proposal::Case study 46/52

Page 64: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Sensitivity analysis: Rank

−0.4 −0.2 0.0 0.2 0.4

−0.

10.

00.

10.

20.

30.

4

Rank

Placebo

Test

Sta

tistic

Anamorelin: −0.5

Anamorelin: 0

Anamorelin: 0.5

Proposal::Case study 47/52

Page 65: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Sensitivity analysis: Median

−0.4 −0.2 0.0 0.2 0.4

−1.

0−

0.5

0.0

0.5

Median

β

Med

ian

PlaceboAnamorelin

Proposal::Case study 48/52

Page 66: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Sensitivity analysis: Contour of p-values

0.000

0.005

0.010

0.015

0.020

−0.5 −0.3 −0.1 0.0 0.1 0.2 0.3 0.4 0.5

−0.5

−0.4

−0.3

−0.2

−0.1

0.0

0.1

0.2

0.3

0.4

0.5

1e−04

0.00

1

0.0

1 Placebo

Ana

mor

elin

Proposal::Case study 49/52

Page 67: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Conclusion

There is a significant difference between the Placebo and theAnamorelin arms in their composite endpoints of survival andaverage LBM change. The difference favors the Anamorelinarm.

Proposal::Case study 50/52

Page 68: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Outline

Goal

Ranking

Treatment effect

Benchmark assumptions

Sensitivity analysis

Bivariate case (example)

Imputation

Case study

Summary

Page 69: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Summary

Propose a composite endpoint approach for evaluatingtreatment effects in randomized clinical trials with deathand missingnessApply complete case missing-variable restrictions (CCMV)for handling missing data in survivorsApply exponential tilting model for sensitivity analysisIntroduce a parsimonious way of introducing sensitivityparameters

Proposal::Summary 51/52

Page 70: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

{ SOFTWARE }

Page 71: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

Web application

Currently available athttp://sow.familyds.com/shiny/composite/

Major componentsupload study datagraphical presentation of the dataspecify endpoints and imputation modelspecify ranking rulegenerate imputed datasetbootstrap analysis

Software:: 52/52

Page 72: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

RECAPITULATION

Issues and common analysis methods for death-truncateddataProposal: a composite endpoint based approach forintermittent missingness and death data analysisWeb-application

Page 73: Global Sensitivity Analysis for Studies with Intermittent ...biostat.jhsph.edu/~dscharf/missingdatamatters/... · Potential outcome For subject i Yi(0): what would have been observed

THE END