arXiv subjects

Jeremy E. Oakley

Publications and source records attributed to Jeremy E. Oakley.

3 recordsLinked to original sources

arXiv2019

Assurance for clinical trial design with normally distributed outcomes: eliciting uncertainty about variances

The assurance method is growing in popularity in clinical trial planning. The method involves eliciting a prior distribution for the treatment effect, and then calculating the probability that a proposed trial will produce a `successful' outcome. For normally distributed observations, uncertainty about the variance of the normal distribution also needs to be accounted for, but there is little guidance in the literature on how to elicit a distribution for a variance parameter. We present a simple elicitation method, and illustrate how the elicited distribution is incorporated within an assurance calculation. We also consider multi-stage trials, where a decision to proceed with a larger trial will follow from the outcome of a smaller trial; we illustrate the role of the elicted distribution in assessing the information provided by a proposed smaller trial. Free software is available for implementing our methods.

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arXiv2017

Incorporating genuine prior information about between-study heterogeneity in random effects pairwise and network meta-analyses

Background: Pairwise and network meta-analyses using fixed effect and random effects models are commonly applied to synthesise evidence from randomised controlled trials. The models differ in their assumptions and the interpretation of the results. The model choice depends on the objective of the analysis and knowledge of the included studies. Fixed effect models are often used because there are too few studies with which to estimate the between-study standard deviation from the data alone. Objectives: The aim is to propose a framework for eliciting an informative prior distribution for the between-study standard deviation in a Bayesian random effects meta-analysis model to genuinely represent heterogeneity when data are sparse. Methods: We developed an elicitation method using external information such as empirical evidence and experts' beliefs on the 'range' of treatment effects in order to infer the prior distribution for the between-study standard deviation. We also developed the method to be implemented in R. Results: The three-stage elicitation approach allows uncertainty to be represented by a genuine prior distribution to avoid making misleading inferences. It is flexible to what judgments an expert can provide, and is applicable to all types of outcome measure for which a treatment effect can be constructed on an additive scale. Conclusions: The choice between using a fixed effect or random effects meta-analysis model depends on the inferences required and not on the number of available studies. Our elicitation framework captures external evidence about heterogeneity and overcomes the often implausible assumption that studies are estimating the same treatment effect, thereby improving the quality of inferences in decision making.

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arXiv2014

Calibration of Complex Computer Simulators using Likelihood Emulation

We calibrate a Natural History Model, which is a class of computer simulator used in the health industry, and here has been used to characterise bowel cancer incidence for the UK. The simulator tracks the development of bowel cancer in a sample of people, and its output mostly stratifies bowel cancer occurrence by patient age and bowel cancer type. Its output relies on 25 unknown inputs, which we are required to calibrate. In order to do this we must address that not only is the output count data, but it is also stochastic, due to the simulation procedure. We cannot feasibly achieve calibration of the simulator using Monte Carlo methods alone, as it is of `moderate' computational expense. To achieve a reliable calibration, we must also specify its discrepancy: how, when calibrated, it differs from reality. We propose a method for calibration that combines a statistical emulator for the likelihood function with importance sampling. The emulator provides an interim sample of inputs at which the simulator is run, from which the likelihood is calculated. Importance sampling is then used to re-weight the inputs and provide a final sample of calibrated inputs. Re-calculating the importance weights incurs little computational cost, and so we can easily investigate how different discrepancy specifications affect calibration.

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