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The Posterior Probability of Passing a Compendial Test (Pa)
Dave LeBlond, Principle Research Statistician, Abbott [email protected]
Linas Mockus, Research Scientist, Purdue University [email protected]
May 10, 2012 Bayes 2012, Aachen
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Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
Outline
– Test Pass Probability, Pa
• Bayesian PQ Approach
18th Century Statistics
+
• Process Qualification (PQ)
• ASTM E2709
– Hierarchical process model
• Summary 21st Century cGMPs
• Prior Calibration • Number of Batches for PQ?
– Operating Characteristics • Application to Sample Data
– Cost Estimation 20th Century Computing
– Compendial Tests
• USP<905> Dosage Uniformity
19th Century Regulations
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Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
What is a Compendial Test?
• “Bright line” standard of quality. – batch should always pass.
Bad Good
Fail Pass
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
• May use multi-stage sampling. – USP<905> & <701> have 2 stages – USP<711> & <724> have 3 stages
• May use complex limits – Indifference zones – Limits on means, individuals, RSDs, counts – Zero tolerance limits
• Benchmark for setting batch acceptance criteria.
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Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
FDA Process Validation Guidance
• Establishes 3 validation stages8 – Process Design (QbD) – Process Qualification (PQ) – Continued Process Verification
• “ [PQ] criteria … [should] … allow for a science- and risk-based decision about the ability of the process to consistently produce quality products…
• … [and] include … statistical metrics defining both intra-batch and inter-batch variability.”8
Ø Place acceptance limits on Pa, the probability that future batches will pass the compendial test.
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
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Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
• Identify an acceptance region (AR) in parameter space: g(θ ) >= LB
• Choose a 100(1-α)% confidence region (CR) method, given a sampling plan and data.
ASTM E2709 Approach to PQ
• Derive g: Pa >= g(θ )
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
• Generate an acceptance table (AT): θ est such that CR is within AR.
• Identify θ est .
• Choose a sampling plan so that Prob(θ est is within AT) > some desired value.
• Obtain data. If θ est is within AT, there is 100(1-α)% confidence that Pa >= LB on repeated sampling of that batch.
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Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
Praise for ASTM E2709…
• “This paradigm shift fundamentally changes how our industry should develop in-house specifications.”2
• “[This new] concept of meeting specification … may begin to include estimates of statistical confidence as part of cGMP.”3
• “E2709 was highly effective in identifying nonconforming material.”4
• Available for USP<905> & <711> as CUDAL, a validated SAS program,10 and as an Excel Spreadsheet.11
• Clearly ASTM E2709 is a very positive step… but ... Is anything missing?
Can Bayesian tools make further improvement?
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
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Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
ASTM E2709 Limitations
• Parameters are fixed (cannot have a distribution). • ∴ Pa is also denied a distribution. • Prediction of failure rates for future lots requires integration
over the uncertain Pa … Not allowed.
• Confidence region approach – Conservative approximations à Biased predictions.
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
– Confidence regions are not unique.
• Qualifies 1 batch at a time. No inference about the process. • What about cost?
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Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
USP<905> Uniformity of Dosage Units: Quality
Stage Sample Size Requirements
0
2
4
6
8
70 100 130
Pass
Need stage 2 1
10
10SD
10X
2
20 more 0
2
4
6
8
70 100 130
Pass Fail 30SD
30X(+ individual limits met)
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
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Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
A Hierarchical Process Model
… 1 2 B Batches ( )2,~ B
iid
i Nu σβ
Batch i mean potency:
Process Process mean potency: β
Tablets ( )2,~ Ti
iid
ij uNy σ
Tablet j(i) observed:
[3]
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
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Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
Actual Production Data: Joint 95% CI
• Each batch passed USP<905>. • σB > 0 (Pvalue < 0.05)
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
β σB σT
Product Batches LB est UB est UB est UB A 3 100.0 100.0 100.1 0.0 0.0 3.1 4.3 B 32 100.8 101.8 102.8 2.2 3.1 3.0 3.2 C 85 100.7 101.6 102.5 3.5 4.2 3.3 3.5 D 49 100.2 100.6 101.0 1.2 1.5 1.5 1.6 E 2 99.7 100.1 100.4 0.0 9.9 2.5 3.9 F 32 100.1 101.2 102.2 2.4 3.3 2.5 2.8 G 10 98.3 99.8 101.3 1.6 2.3 2.1 2.2 H 4 98.7 100.8 102.8 1.7 7.4 1.1 1.5 I 14 99.4 100.7 101.9 2.0 3.4 2.6 3.0 J 16 98.9 100.0 101.2 1.8 3.0 3.5 4.0 K 4 98.9 99.8 100.6 0.7 3.0 0.8 1.1 L 4 101.7 102.6 103.6 0.7 3.4 1.7 2.2
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Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
Pa is a deterministic function of model parameters • Use Monte-Carlo simulation to generate lookup table.
β
σT
2
4
6
95 100 105
0.10
0 0.100
0.200
0.200
0.30
0 0.300
0.40
0 0.400
0.50
0 0.500
0.60
0 0.6000.700
0.8000.900
0.9500.990
0.999
: σB 295 100 105
0.100
0.100
0.20
0 0.200
0.30
0 0.300
0.40
0 0.400
0.500
0.5000.600
0.7000.800
0.9000.950
0.990
0.999
: σB 3.5
95 100 105
0.200
0.200
0.30
0 0.300
0.400
0.400
0.5000.6000.7000.800
0.900
0.950
0.990
: σB 5
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
• Based on 10K simulated batches for each of 18K grid points.
• Use tri-linear interpolation to obtain Pa for any desired θ.
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Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
A Bayesian Approach to PQ
• Generate (by simulation) an interpolation table for Pa = g(θ ) • Choose PQ acceptance criteria (AC)
– lower bound (LB) for Pa. – require that 100(1-α)% of the Pa posterior mass be >= LB.
• Choose a sampling plan based on the simulated Operating Characteristics (OC).
• Obtain data. – Obtain a posterior sample of θ. – Obtain a posterior sample of Pa.
• If Pa posterior is acceptable, there is at least 100(1-α)% probability that Pa >= LB for the process.
• Mean of Pa posterior = expected probability that future batches will pass the compendial test.
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
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Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
Benefits of a Bayesian Approach to Qualification
• Direct inference on the parameter of interest (Pa) • Posterior distribution of Pa
– Quantitative risk assessment (i.e., ICH Q9) – Production planning (expected cost and throughput)
• Leverage prior knowledge (if justified) – “[The qualification report should consider]… the entire compilation
of knowledge and information gained from the design stage through the process qualification stage.”8
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
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Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
Proposed Bayesian PQ Acceptance Criterion • “The confidence level selected can be based on risk analysis as it relates to the
particular attribute under examination.”8
Pa
Per
cent
of T
otal
0
5
10
15
20
25
0.2 0.4 0.6 0.8
24 batches Median(Pa)=0.89
Pa
Per
cent
of T
otal
0
5
10
15
20
25
30
0.2 0.4 0.6 0.8
4 batches Median(Pa)=0.92
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
Ø Propose: median(Pa posterior) ≥ 0.9 (α = 0.5, LB = 0.9) mean would be computationally simpler, more discriminating
• Examples of simulated borderline cases… β = 105, σB = 2, σT = 4, 10 units/batch, Noninf Priors, 10K MCMC draws
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Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
Prior Calibration Using Simulated Data
σB σT β Pa* Ps* 2 2 102 1.00 0.00 5 2 102 0.98 0.03 2 5 102 0.97 0.27 5 5 102 0.78 0.44 2 2 107 1.00 0.02 5 2 107 0.87 0.17 2 5 107 0.49 0.72 5 5 107 0.50 0.67
* based on 100K simulated batches each.
• Simulated qualification data from 3, 4, 6, 12, or 24 batches • 4 weakly informative priors examined
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
102 107
5
2
5
2
β
σB
σT
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Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
Weakly Informative, Independent Priors Used None Least More Most
β
70-130
N(100,10002) N(100,10002) N(100,152) N(100,102)
σΒ 0-20
RIG(.001,.001) Undefined
mean df = 0
Half Cauchy* infinite mean
df = 1
Half t* mean = 70.7,
df = 2
Half t* mean = 14.1
df = 2
σT
0-20
RIG(.001,.001) Undefined
mean df = 0
RIG(.001,.001) Undefined
mean df = 0
RIG(0.5,8) Mean = 4
df = 1
RIG(.001,.001) Undefined
mean df = 0
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
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Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
% Bias in Pa Posterior Mean
• All priors exhibit conservative (low) mean(Pa) • Non-informative prior is least conservative.
Number of Batches
% B
ias
in P
a es
timat
e
-40-30-20-10
0
5 10 15 20
: σT 2 : σB 2
: β 102
: σT 5 : σB 2
: β 102
: σT 2 : σB 5
: β 102
5 10 15 20
-40-30-20-100
: σT 5 : σB 5
: β 102
Least More Most None
Number of Batches%
Bia
s in
Pa
estim
ate
-40-30-20-10
0
5 10 15 20
: σT 2 : σB 2
: β 107
: σT 5 : σB 2
: β 107
: σT 2 : σB 5
: β 107
5 10 15 20
-40-30-20-100
: σT 5 : σB 5
: β 107
Least More Most None
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
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Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
% RMSE in Pa Posterior Mean
• In most cases Non-informative prior has lower RMSE.
Number of Batches
% R
MS
E in
Pa
estim
ate
010203040
5 10 15 20
: σT 2 : σB 2
: β 102
: σT 5 : σB 2
: β 102
: σT 2 : σB 5
: β 102
5 10 15 20
010203040
: σT 5 : σB 5
: β 102
Least More Most None
Number of Batches%
RM
SE
in P
a es
timat
e0
10203040
5 10 15 20
: σT 2 : σB 2
: β 107
: σT 5 : σB 2
: β 107
: σT 2 : σB 5
: β 107
5 10 15 20
010203040
: σT 5 : σB 5
: β 107
Least More Most None
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
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Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
90% Credible Interval Coverage of Pa
• Non-informative prior has coverage closest to nominal
Number of Batches
90%
Inte
rval
Cov
erag
e fo
r Pa
0.750.800.850.900.95
5 10 15 20
: σT 2 : σB 2
: β 102
: σT 5 : σB 2
: β 102
: σT 2 : σB 5
: β 102
5 10 15 20
0.750.800.850.900.95
: σT 5 : σB 5
: β 102
Least More Most None
Number of Batches90
% In
terv
al C
over
age
for P
a
0.750.800.850.900.95
5 10 15 20
: σT 2 : σB 2
: β 107
: σT 5 : σB 2
: β 107
: σT 2 : σB 5
: β 107
5 10 15 20
0.750.800.850.900.95
: σT 5 : σB 5
: β 107
Least More Most None
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
20
Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
Summary and Final Choice of Prior
• % Bias in Pa Posterior mean – Bias increases from -10% to 0% as #batches grows (3 to 24) – In all cases, Non-informative prior shows least bias
• % RMSE in Pa Posterior mean – RMSE asymptotes from +10-30% to zero as #batches grows – Non-informative prior shows least RMSE
• Coverage of 90% Credible Interval – Nominal coverage in most cases, some cases only 80% – Non-informative prior coverage closest to nominal
Ø Non-informative prior used here…
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
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Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
Establishing a PQ Sampling Plan
• Pa = quality metric
Poor Quality
Good Quality
Pa 0.4 1
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
RQL AQL • How many batches (more/less) ?
• Requires Monte-Carlo simulation
0.95
AQL
• Acceptable Quality Level
0.10
RQL
• Rejectable Quality Level Prob
(Pas
s PQ
) • Operating Characteristic Curve(OC)
• Does OC depend on θ ?
22
Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
OC of Proposed Approach
• 27 grid points • 1000 data sets per grid point • Vary number of batches
102 107 112
8
5
2
8 5
2
β
σB
σT
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
Number of Batches
Population Pa
(Pro
b(m
edia
n(P
a)≥
0.9))1
4
0
0.05
0.1
0.5
0.95
0.0 0.2 0.4 0.6 0.8 1.0
3 4 6 12 24
• OC independent of θ ?
23
Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
Using AQL and RQL to Set Number of Batches
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
Number of Batches
Population Pa
(Pro
b(m
edia
n(P
a)≥
0.9))1
4
0
0.05
0.1
0.5
0.95
0.0 0.2 0.4 0.6 0.8 1.0
3 4 6 12 24
0.10 0.95
AQL RQL
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Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
Popn.beta
102 107
Pop
n.si
g.T
2
00.20.40.60.8
1
Y 2
5
00.20.40.60.8
1
Y 5
Popn.sig.T
2 4 6 8 10 12Number of Batches
2 4 6 8 10 12Number of Batches
Popn.sig.B=5
Pa=0.98
Pa=0.87
Pa=0.78 Pa=0.50
β
σΒ = 5
PQ Pass Rates(α=0.5, LB=0.90) : Bayes vs E2709
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
Popn.beta
102 107
Pop
n.si
g.T
2
00.20.40.60.8
1
Y 2
5
00.20.40.60.8
1
Y 5
Popn.sig.T
2 4 6 8 10 12Number of Batches
2 4 6 8 10 12Number of Batches
Popn.sig.B=2
Pa=1.00 Pa=1.00
Pa=0.97 Pa=0.49
Pro
babi
lity
of P
assi
ng P
Q
β
σΤ
σΒ = 2
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Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
Actual Production Data
• Note: Each lot passed USP<905>.
Product C Product D
LotPotency
10 25 40
85100
115
Lot
Potency
10 25 40
85100
115
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
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Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
Joint Posterior Samples after 3, 6, and 20 batches Product C
β
σT
σB
Product D
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
27
Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
0.05, 0.50 & 0.95th Posterior Quantiles for Product D
REML Point Estimates β = 100.6 σB = 1.2 σT = 1.5
# of lots
Qua
ntile
s of
Pa
10 25 400
0.5
1• Cumulative Analysis (lots 3 to 45)
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
• For very good process 3 may be enough.
28
Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
0.05, 0.50 & 0.95th Posterior Quantiles for Product C
REML Point Estimates β = 101.6 σB = 3.5 σT = 3.3
# of lots
Qua
ntile
s of
Pa
10 25 400
0.5
1• Cumulative Analysis (lots 3 to 45)
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
• For challenging processes >3 required.
29
Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
How Many Batches for a PQ?
2 approaches: • Prospectively: use simulated OC curves, or • Cumulative stability of Pa quantiles.
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
30
Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
Cost Estimates
• Not a regulatory consideration • Important for Manufacturer
– Stage testing increases analytical costs – Failures risk supply of critical drugs – Resource planning
• Need Pa to estimate cost • For multi-stage compendial tests, also need Ps, the probability
of stage testing.
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
31
Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
USP<905> Uniformity of Dosage Units: Cost Let • Ct = Cost of testing 10 tablets ( ~ $3K ) • Cm = Cost of manufacturing 1 batch ( ~ $200K ) • Ci = Cost of a failure investigation ( ~ $2K )
Then E[total cost] = Ct + 2·Ct·Ps + Cm +Cm· (1-Pa) + Ci· (1-Pa)
• Stage 2 triples testing cost • Failure doubles manufacturing cost and requires a
failure investigation.
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
32
Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
Posterior Distribution of Future Costs for Product C
• Estimation after first 6 batches
Pa Posterior
Per
cent
of T
otal
0
20
40
60
0.6 0.7 0.8 0.9
Ps Posterior
Per
cent
of T
otal
0
10
20
30
40
50
60
0.1 0.2 0.3 0.4
Total Cost ($1K) Posterior
Per
cent
of T
otal
0
20
40
60
200 250 300 350
Pa Mean = 0.97 Ps Mean = 0.05 Total Cost Mean = $209K
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
• Production costs per batch (posterior expectation): – Testing: $3.3K – Manufacturing: $206K – Investigation: $60
33
Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
Future Work
• Compare Stringency of Proposed Bayesian Criterion with CUDAL.10, 11
• Dependence of OC curve on θ ? • Non-normal populations?
• Excel tool? • Extension to any compendial test
– Same principles – Most will be trivial extensions, compatible with Excel
• Dissolution & disintegration multi-stage tests – USP<711>, <724>, <701>
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
34
Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
Conclusions
• Pa, is a key quality metric in PQ. • Ps may also be of interest to manufacturers.
• ASTM E2709 is a breakthrough in PQ thinking. • PQ requires a model for between-batch variance. • Bayesian hierarchical modeling provides
– Direct inference on Pa and Ps – Basis for sampling plan choice – Manufacturing cost projections
Process Qualification ASTM E2709 USP905 Bayesian Approach Prior Calibration Number of Batches? Sample Data Summary
35
Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
References 1. American Society for Testing and Materials (ASTM) Standard E11 2709-10, May, 2010 2. Torbeck, LD (May 2, 2010) Statistical solutions: Bergum’s method recognized, Pharmaceutical
Technology. 3. Jon Clark (September 29, 2010) Confidence- critical to batch release: Application of ASTM E2709,
presented at QbD/PAT Conference, University of Heidelberg. 4. Lunney, P.D., Anderson, C.A., “Investigation of the Statistical Power of the Content Uniformity Tests
Using Simulation Studies”, Journal of Pharmaceutical Innovation, pp 24-35, 13March2009. 5. US Pharmacopoeia 34 (2011) General Chapter <905> Uniformity of Dosage Units (harmonized with JP
and EP). 6. LeBlond, DJ (Spring, 2005) Methodology for predicting batch manufacturing risk. MS Thesis, Colorado
State University. 7. LeBlond DJ (August, 2009) Risk Assessment of Drug Product Content Uniformity Release Failure: A
Bayesian Approach, Joint Statistical Meetings, Washington DC 8. FDA CDER, CBER, CVM (January 2011) Guidance for Industry, Process Valdiation: General Principles
and Practices, rev 1. 9. Gelman, A (2006) Prior distributions for variance parameters in hierarchical models, Bayesian Analysis
1(3), 515-533 10. J.S. Bergum and L. Hua (October 2, 2007), Acceptance Limits for the New ICH USP 29 Content-
Uniformity Test, Pharm. Technol. Online http://pharmtech.findpharma.com/pharmtech/article/articleDetail.jsp?id=463577), accessed Apr. 4, 2012, October 2007.
11. P. Cholayudth (2009), Establishing Acceptance Limits for Probability of Passing Multiple Stage Tests in Proces Validation through a Process Capability Approach, Jrnl. of Validat. Technol. 15 (4), 77–90.
12. Y. Hu and D. LeBlond (2011) Assessment of Large-Sample Unit-Dose Uniformity Tests, Pharmaceutical Technology 35(10) 82-92.
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Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
Backup Slides
37
Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
Full Conditionals for Gelman’s Half-t Prior9
• m
( )2
2 2 11
1| | ,2 2
i
B
iBp IGη η
ησ σ =
⎛ ⎞+⎜ ⎟+⎜ ⎟=
⎜ ⎟⎜ ⎟⎝ ⎠
∑η
( )
( )
2 2
12
1 1
| , , , | ,2 2
i
T T T T
B
ii
TB
ij ii j
i i
N Sp IG a b
where
N T
S y u
u
σ β ξ σ
β ξη
=
= =
⎛ ⎞= + +⎜ ⎟⎝ ⎠
=
= −
= +
∑
∑∑
y η
( )( ) 2
1 122 2
2 22 2
1 1
| , , , | ,
iTB
i iji j T
T B BT T
i i i ii i
yp N
T TA A
η βσ
ξ β σ ξσ σ
η η
= =
= =
⎛ ⎞−⎜ ⎟
⎜ ⎟=⎜ ⎟
+ +⎜ ⎟⎝ ⎠
∑ ∑
∑ ∑y η
( )( )2
2 22 2 1
2 2 2 2 2 2| , , , , | ,
iT
ijTi
i T iT i T i
yp N
T T
ηη
ηη η
ξσ β σ ση β ξ σ σ η
σ ξ σ σ ξ σ=
⎛ ⎞−⎜ ⎟
⎜ ⎟=+ +⎜ ⎟
⎜ ⎟⎝ ⎠
∑y
( )( )2 2
0 0 2 21 12 02 2 2 20 0
| , , , | ,
iTB
T ij ii j T
TT T
yp N
N N
β σ σ ξησ σ
β ξ σ βσ σ σ σ= =
⎛ ⎞+ −⎜ ⎟
⎜ ⎟=⎜ ⎟+ +⎜ ⎟⎝ ⎠
∑∑y η
2 2 2B ησ ξ σ= ⋅
38
Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
%Bias in β posterior mean
• Non-informative prior is least biased at lower number of batches
• Bias may be induced by prior mean
Number of Batches
% B
ias
in β̂
-1.0
-0.5
0.0
5 10 15 20
: σT 2 : σB 2
: β 102
: σT 5 : σB 2
: β 102
: σT 2 : σB 5
: β 102
5 10 15 20
-1.0
-0.5
0.0
: σT 5 : σB 5
: β 102
Least More Most None
Number of Batches%
Bia
s in
β̂
-1.0
-0.5
0.0
5 10 15 20
: σT 2 : σB 2
: β 107
: σT 5 : σB 2
: β 107
: σT 2 : σB 5
: β 107
5 10 15 20
-1.0
-0.5
0.0
: σT 5 : σB 5
: β 107
Least More Most None
39
Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
%RMSE in β posterior mean
• Virtually identical for β=107
• Non-informative prior has lowest loss based on MSE
Number of Batches
% R
MS
E in
β̂
1
2
3
5 10 15 20
: σT 2 : σB 2
: β 102
: σT 5 : σB 2
: β 102
: σT 2 : σB 5
: β 102
5 10 15 20
1
2
3
: σT 5 : σB 5
: β 102
Least More Most None
40
Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
90% Interval Coverage of beta
• Coverage is nearly nominal for Non-informative prior regardless of number of batches.
Number of Batches
90%
Inte
rval
Cov
erag
e fo
r β
0.85
0.90
0.95
1.00
5 10 15 20
: σT 2 : σB 2
: β 102
: σT 5 : σB 2
: β 102
: σT 2 : σB 5
: β 102
5 10 15 20
0.85
0.90
0.95
1.00 : σT 5 : σB 5
: β 102
Least More Most None
41
Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
% Bias in sB and sT Posterior Means
• Virtually identical for beta = 107 • Non-informative prior has lowest bias. Bias may be induced by prior
mean.
Number of Batches
% B
ias
in σ̂
B
0100200300400500
5 10 15 20
: σT 2 : σB 2
: β 102
: σT 5 : σB 2
: β 102
: σT 2 : σB 5
: β 102
5 10 15 20
0100200300400500
: σT 5 : σB 5
: β 102
Least More Most None
Number of Batches%
Bia
s in
σ̂T
0
2
4
6
5 10 15 20
: σT 2 : σB 2
: β 102
: σT 5 : σB 2
: β 102
: σT 2 : σB 5
: β 102
5 10 15 20
0
24
6
: σT 5 : σB 5
: β 102
Least More Most None
42
Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
% RMSE in sB and sT Posterior Means
• Virtually identical for beta = 107 • For sigB, Non-informative prior has least RMSE. For sigT, prior choice
is irrelevant.
Number of Batches
% R
MS
E in
σ̂B
0
200
400
600
5 10 15 20
: σT 2 : σB 2
: β 102
: σT 5 : σB 2
: β 102
: σT 2 : σB 5
: β 102
5 10 15 20
0
200
400
600 : σT 5 : σB 5
: β 102
Least More Most None
Number of Batches%
RM
SE
in σ̂
T
68
101214
5 10 15 20
: σT 2 : σB 2
: β 102
: σT 5 : σB 2
: β 102
: σT 2 : σB 5
: β 102
5 10 15 20
68101214
: σT 5 : σB 5
: β 102
Least More Most None
43
Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
Coverage of 90% interval estimates of sB and sT
• Virtually identical for beta = 107 • For sigB, Non-informative prior coverage is a little low in some cases.
For sigT, prior has little effect on coverage.
Number of Batches
90%
Inte
rval
Cov
erag
e fo
r σB
0.80
0.85
0.90
0.95
5 10 15 20
: σT 2 : σB 2
: β 102
: σT 5 : σB 2
: β 102
: σT 2 : σB 5
: β 102
5 10 15 20
0.80
0.85
0.90
0.95
: σT 5 : σB 5
: β 102
Least More Most None
Number of Batches90
% In
terv
al C
over
age
for σ
T
0.880.890.900.910.92
5 10 15 20
: σT 2 : σB 2
: β 102
: σT 5 : σB 2
: β 102
: σT 2 : σB 5
: β 102
5 10 15 20
0.880.890.900.910.92
: σT 5 : σB 5
: β 102
Least More Most None
44
Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
% Bias and % RMSE in the Ps Posterior Mean
• The % bias for 102, 2, 2 was extremely high because the population Ps is so close to zero. • The % RMSE is nearly identical because the bias is the largest contributor to MSE • Non-informative prior has lowest % Bias
Number of Batches
% B
ias
in P
s es
timat
e
050
100150200250
5 10 15 20
: σT 2 : σB 2
: β 102
: σT 5 : σB 2
: β 102
: σT 2 : σB 5
: β 102
5 10 15 20
050100150200250
: σT 5 : σB 5
: β 102
Least More Most None
Number of Batches%
Bia
s in
Ps
estim
ate
050
100150200250
5 10 15 20
: σT 2 : σB 2
: β 107
: σT 5 : σB 2
: β 107
: σT 2 : σB 5
: β 107
5 10 15 20
050100150200250
: σT 5 : σB 5
: β 107
Least More Most None
45
Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
Coverage of the 90% Credible Interval for Ps
• Non-informative prior has coverage closest to nominal Number of Batches
90%
Inte
rval
Cov
erag
e fo
r Ps
0.40.50.60.70.80.9
5 10 15 20
: σT 2 : σB 2
: β 102
: σT 5 : σB 2
: β 102
: σT 2 : σB 5
: β 102
5 10 15 20
0.40.50.60.70.80.9
: σT 5 : σB 5
: β 102
Least More Most None
Number of Batches90
% In
terv
al C
over
age
for P
s0.40.50.60.70.80.9
5 10 15 20
: σT 2 : σB 2
: β 107
: σT 5 : σB 2
: β 107
: σT 2 : σB 5
: β 107
5 10 15 20
0.40.50.60.70.80.9
: σT 5 : σB 5
: β 107
Least More Most None
46
Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
OC of Proposed Approach: Effect of model parameter (one at a time, Non-informative prior)
• Population parameters varied – beta: 100-120 with
sigT=sigB=3 – sigB: 2-15 with sigT=2 and
beta=102 – sigT: 2-15 with sigB=2 and
beta=102
• In principle, the median(Pa) and its variability may depend on: – Population Pa – Population Parameters.
• This graph shows that model parameter has a minor affect on the OC curve, the OC curve is controlled largely by the population Pa. Population Pa
Pro
b[m
edia
n(P
a) >
= 0.
9]
0.0
0.2
0.4
0.6
0.8
1.0
0.0 0.2 0.4 0.6 0.8 1.0
: B 3
VariedbetasigB
sigT
47
Posterior Probability of Passing a Compendial Test Dave LeBlond May 10, 2012
Operating Characteristics of Proposed Approach: Effect of prior, number of batches, choice of statistic
• Non-Informative Prior least sensitive to sample size
• Mean(Pa) is more conservative than median(Pa)
Population Pa
Pro
b[m
edia
n(P
oste
rior P
a)>0
.9]
0.0
0.2
0.4
0.6
0.8
1.0
0.5 0.6 0.7 0.8 0.9 1.0
: Prior Least : Prior More
: Prior Most
0.5 0.6 0.7 0.8 0.9 1.0
0.0
0.2
0.4
0.6
0.8
1.0 : Prior None
Number of Batches34
612
24
Population PaP
rob[
mea
n(P
oste
rior P
a)>0
.9]
0.0
0.2
0.4
0.6
0.8
1.0
0.5 0.6 0.7 0.8 0.9 1.0
: Prior Least : Prior More
: Prior Most
0.5 0.6 0.7 0.8 0.9 1.0
0.0
0.2
0.4
0.6
0.8
1.0 : Prior None
Number of Batches34
612
24