arXiv subjects

Kathrin Möllenhoff

Publications and source records attributed to Kathrin Möllenhoff.

At least 19 recordsLinked to original sources

arXiv2026

Simulation-Free Bayesian Power and Sample Size Calculations for Bayes Factors in Single-Arm Phase II Trials with Binary Endpoints

Bayes factors provide a coherent Bayesian measure of evidence for competing hypotheses and have recently been used as the basis for single-arm phase II trial designs with binary endpoints. In contrast to classical power analyses based on test statistics and p-values, Bayes-factor based sample size calculations target high probabilities of obtaining compelling evidence either for a relevant treatment effect or for the null hypothesis, given pre-specified Bayes-factor thresholds. This paper explains how to design single-arm phase II binomial trials using Bayes factors with a focus on simulation-free calibration of Bayesian and frequentist power, type-I-error, and the probability of compelling evidence for the null. Two oncology-motivated examples illustrate the approach and are implemented in the bfbin2arm R package, with code provided in an appendix. The methodology fits naturally into current efforts to innovate and modernize clinical trial design through Bayesian and adaptive methods.

stat.ME↗

arXiv2026

A Better Comparison under right-censoring: ABC Statistic for Equivalence Testing and Quantification

The ABC (area between curves) statistic is an $L^1$-distance which targets an easy-to-interpret estimand. Defined as the (normalized) integrated absolute distance between two survival curves it is a meaningful quantity even when survival functions are crossing. Based on right-censored time-to-event data, estimation is based on Kaplan-Meier curves obtained from two independent sample groups. In the present paper, we develop the large sample properties of the ABC statistic and investigate various resampling options for approximating the statistic's distribution which is possibly non-normal in the limit. These breakthroughs enable the construction of equivalence tests which can be used to establish that differences between two survival functions are practically irrelevant. Alternatively, the point estimator can be accompanied with confidence intervals that comprehensibly quantify the difference between the curves. An extensive simulation study explores these inferential methods under various scenarios: proportional, crossing, and partially equal survival functions. An application to data on overall and progression-free survival in a lung cancer trial illustrates the methods' benefits and some points of consideration.

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arXiv2026

Estimating effect thresholds and beyond: A flexible framework for multivariate alert detection

Evaluating the influence of continuous covariates, like exposure time or dose, on a response variable is a pivotal objective in the assessment of a compound's effect, particularly when determining toxicity in pre-clinical research or pharmacokinetics in clinical trials. The determination of an alert, such as the ED50 value, at which a pre-specified threshold of the response variable is crossed, is an important tool for the evaluation process. In practice, response data might be available for combinations of different covariates and the alert depending on both is of interest. In this case, it is crucial to use all available information and extrapolate between cases to ensure the optimal utilization of the data. In this paper, we introduce a parametric approach that allows alerts to be estimated in a multidimensional setting. For time-dose-response data, for instance, alert doses at a given time can be determined, even when there are no measurements available at that exact time. Likewise, it allows estimation of alert times for a given dose. More generally, the method makes it possible to characterize the complete alert relationship between covariates by leveraging all available data. This is achieved by fitting a parametric model and constructing either a confidence band for the two-dimensional curve given for example a fixed time or dose or by constructing a confidence plane for the three-dimensional model fit. The initial model fit is achieved by the flexible framework of Generalized Additive Models for Location, Scale and Shape (GAMLSS), which offers the possibility to account for a plethora of complex three-dimensional data structures. We demonstrate the validity of our approach through a simulation study and present an application to data from a study investigating the relevance of the exposure duration on cytotoxicity in primary human hepatocytes.

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arXiv2025

Practically significant differences between conditional distribution functions

In the framework of semiparametric distribution regression, we consider the problem of comparing the conditional distribution functions corresponding to two samples. In contrast to testing for exact equality, we are interested in the (null) hypothesis that the $L^2$ distance between the conditional distribution functions does not exceed a certain threshold in absolute value. The consideration of these hypotheses is motivated by the observation that in applications, it is rare, and perhaps impossible, that a null hypothesis of exact equality is satisfied and that the real question of interest is to detect a practically significant deviation between the two conditional distribution functions. The consideration of a composite null hypothesis makes the testing problem challenging, and in this paper we develop a pivotal test for such hypotheses. Our approach is based on self-normalization and therefore requires neither the estimation of (complicated) variances nor bootstrap approximations. We derive the asymptotic limit distribution of the (appropriately normalized) test statistic and show consistency under local alternatives. A simulation study and an application to German SOEP data reveal the usefulness of the method.

econ.EM↗

arXiv2025

Capturing heterogeneous time-variation in covariate effects in non-proportional hazard regression models

A central focus in survival analysis is examining how covariates influence survival time. These covariate effects are often found to be either time-varying, heterogeneous - such as being specific to patients, treatments, or subgroups - or exhibit both characteristics simultaneously. While the standard model, the Cox proportional hazards model, allows neither time-varying nor heterogeneous effects, several extensions to the Cox model as well as alternative modeling frameworks have been introduced. However, no unified framework for incorporating heterogeneously time-varying effects of covariates has been proposed yet. Such effects occur when a covariate influences survival not only in a heterogeneous and time-varying manner, but when the time-variation is also heterogeneous. We propose to model such effects by introducing heterogeneously time-varying coefficients to piecewise exponential additive mixed models. We deploy functional random effects, also known as factor smooths, to model such coefficients as the interaction effect of heterogeneity and time-variation. Our approach allows for non-linear time-effects due to being based on penalized splines and uses an efficient random effects basis to model the heterogeneity. Using a penalized basis prevents overfitting in case of absence of such effects. In addition, the penalization mostly solves the problem of choosing the number of intervals which is usually present in unregularized piecewise exponential approaches. We demonstrate the superiority of our approach in comparison to competitors by means of a simulation study. Finally, the practical application and relevance are outlined by presenting a brain tumor case study.

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arXiv2024

Identification of changes in gene expression

Evaluating the change in gene expression is a common goal in many research areas, such as in toxicological studies as well as in clinical trials. In practice, the analysis is often based on multiple t-tests evaluated at the observed time points. This severely limits the accuracy of determining the time points at which the gene changes in expression. Even if a parametric approach is chosen, the analysis is often restricted to identifying the onset of an effect. In this paper, we propose a parametric method to identify the time frame where the gene expression significantly changes. This is achieved by fitting a parametric model to the time-response data and constructing a confidence band for its first derivative. The confidence band is derived by a flexible two step bootstrap approach, which can be applied to a wide variety of possible curves. Our method focuses on the first derivative, since it provides an easy to compute and reliable measure for the change in response. It is summarised in terms of a hypothesis test, such that rejecting the null hypothesis means detecting a significant change in gene expression. Furthermore, a method for calculating confidence intervals for time points of interest (e.g. the beginning and end of significant change) is developed. We demonstrate the validity of our approach through a simulation study and present a variety of different applications to mouse gene expression data from a study investigating the effect of a Western diet on the progression of non-alcoholic fatty liver disease.

stat.ME↗

arXiv2024

Overcoming model uncertainty -- how equivalence tests can benefit from model averaging

A common problem in numerous research areas, particularly in clinical trials, is to test whether the effect of an explanatory variable on an outcome variable is equivalent across different groups. In practice, these tests are frequently used to compare the effect between patient groups, e.g. based on gender, age or treatments. Equivalence is usually assessed by testing whether the difference between the groups does not exceed a pre-specified equivalence threshold. Classical approaches are based on testing the equivalence of single quantities, e.g. the mean, the area under the curve (AUC) or other values of interest. However, when differences depending on a particular covariate are observed, these approaches can turn out to be not very accurate. Instead, whole regression curves over the entire covariate range, describing for instance the time window or a dose range, are considered and tests are based on a suitable distance measure of two such curves, as, for example, the maximum absolute distance between them. In this regard, a key assumption is that the true underlying regression models are known, which is rarely the case in practice. However, misspecification can lead to severe problems as inflated type I errors or, on the other hand, conservative test procedures. In this paper, we propose a solution to this problem by introducing a flexible extension of such an equivalence test using model averaging in order to overcome this assumption and making the test applicable under model uncertainty. Precisely, we introduce model averaging based on smooth AIC weights and we propose a testing procedure which makes use of the duality between confidence intervals and hypothesis testing. We demonstrate the validity of our approach by means of a simulation study and demonstrate the practical relevance of the approach considering a time-response case study with toxicological gene expression data.

stat.ME↗

arXiv2024

Testing for similarity of multivariate mixed outcomes using generalised joint regression models with application to efficacy-toxicity responses

A common problem in clinical trials is to test whether the effect of an explanatory variable on a response of interest is similar between two groups, e.g. patient or treatment groups. In this regard, similarity is defined as equivalence up to a pre-specified threshold that denotes an acceptable deviation between the two groups. This issue is typically tackled by assessing if the explanatory variable's effect on the response is similar. This assessment is based on, for example, confidence intervals of differences or a suitable distance between two parametric regression models. Typically, these approaches build on the assumption of a univariate continuous or binary outcome variable. However, multivariate outcomes, especially beyond the case of bivariate binary response, remain underexplored. This paper introduces an approach based on a generalised joint regression framework exploiting the Gaussian copula. Compared to existing methods, our approach accommodates various outcome variable scales, such as continuous, binary, categorical, and ordinal, including mixed outcomes in multi-dimensional spaces. We demonstrate the validity of this approach through a simulation study and an efficacy-toxicity case study, hence highlighting its practical relevance.

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arXiv2024

Testing similarity of parametric competing risks models for identifying potentially similar pathways in healthcare

The identification of similar patient pathways is a crucial task in healthcare analytics. A flexible tool to address this issue are parametric competing risks models, where transition intensities may be specified by a variety of parametric distributions, thus in particular being possibly time-dependent. We assess the similarity between two such models by examining the transitions between different health states. This research introduces a method to measure the maximum differences in transition intensities over time, leading to the development of a test procedure for assessing similarity. We propose a parametric bootstrap approach for this purpose and provide a proof to confirm the validity of this procedure. The performance of our proposed method is evaluated through a simulation study, considering a range of sample sizes, differing amounts of censoring, and various thresholds for similarity. Finally, we demonstrate the practical application of our approach with a case study from urological clinical routine practice, which inspired this research.

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arXiv2023

A nonparametric relative treatment effect for direct comparisons of censored paired survival outcomes

A very classical problem in statistics is to test the stochastic superiority of one distribution to another. However, many existing approaches are developed for independent samples and, moreover, do not take censored data into account. We develop a new estimand-driven method to compare the effectiveness of two treatments in the context of right-censored survival data with matched pairs. With the help of competing risks techniques, the so-called relative treatment effect is estimated. It quantifies the probability that the individual undergoing the first treatment survives the matched individual undergoing the second treatment. Hypothesis tests and confidence intervals are based on a studentized version of the estimator, where resampling-based inference is established by means of a randomization method. In a simulation study, we found that the developed test exhibits good power, when compared to competitors which are actually testing the simpler null hypothesis of the equality of both marginal survival functions. Finally, we apply the methodology to a well-known benchmark data set from a trial with patients suffering from with diabetic retinopathy.

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arXiv2023

A non-parametric proportional risk model to assess a treatment effect in time-to-event data

Time-to-event analysis often relies on prior parametric assumptions, or, if a non-parametric approach is chosen, Cox's model. This is inherently tied to the assumption of proportional hazards, with the analysis potentially invalidated if this assumption is not fulfilled. In addition, most interpretations focus on the hazard ratio, that is often misinterpreted as the relative risk. In this paper, we introduce an alternative to current methodology for assessing a treatment effect in a two-group situation, not relying on the proportional hazards assumption but assuming proportional risks. Precisely, we propose a new non-parametric model to directly estimate the relative risk of two groups to experience an event under the assumption that the risk ratio is constant over time. In addition to this relative measure, our model allows for calculating the number needed to treat as an absolute measure, providing the possibility of an easy and holistic interpretation of the data. We demonstrate the validity of the approach by means of a simulation study and present an application to data from a large randomized controlled trial investigating the effect of dapagliflozin on the risk of first hospitalization for heart failure.

stat.ME↗

arXiv2023

Comparing regression curves -- an $L^1$-point of view

In this paper we compare two regression curves by measuring their difference by the area between the two curves, represented by their $L^1$-distance. We develop asymptotic confidence intervals for this measure and statistical tests to investigate the similarity/equivalence of the two curves. Bootstrap methodology specifically designed for equivalence testing is developed to obtain procedures with good finite sample properties and its consistency is rigorously proved. The finite sample properties are investigated by means of a small simulation study.

math.ST↗

arXiv2021

Similarity of competing risks models with constant intensities in an application to clinical healthcare pathways involving prostate cancer surgery

The recent availability of routine medical data, especially in a university-clinical context, may enable the discovery of typical healthcare pathways, i.e., typical temporal sequences of clinical interventions or hospital readmissions. However, such pathways are heterogeneous in a large provider such as a university hospital, and it is important to identify similar care pathways that can still be considered typical pathways. We understand the pathway as a temporal process with possible transitions from a single initial treatment state to hospital readmission of different types, which constitutes a competing risk setting. In this paper, we propose a multi-state model-based approach to uncover pathway similarity between two groups of individuals. We describe a new bootstrap procedure for testing the similarity of transition intensities from two competing risk models with constant transition intensities. In a large simulation study, we investigate the performance of our similarity approach with respect to different sample sizes and different similarity thresholds. The studies are motivated by an application from urological clinical routine and we show how the results can be transferred to the application example.

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arXiv2020

Survival analysis under non-proportional hazards: investigating non-inferiority or equivalence in time-to-event data

The classical approach to analyze time-to-event data, e.g. in clinical trials, is to fit Kaplan-Meier curves yielding the treatment effect as the hazard ratio between treatment groups. Afterwards commonly a log-rank test is performed in order to investigate whether there is a difference in survival, or, depending on additional covariates, a Cox proportional hazard model is used. However, in numerous trials these approaches fail due to the presence of non-proportional hazards, resulting in difficulties of interpreting the hazard ratio and a loss of power. When considering equivalence or non-inferiority trials, the commonly performed log-rank based tests are similarly affected by a violation of this assumption. Here we propose a parametric framework to assess equivalence or non-inferiority for survival data. We derive pointwise confidence bands for both, the hazard ratio and the difference of the survival curves. Further we propose a test procedure addressing non-inferiority and equivalence by directly comparing the survival functions at certain time points or over an entire range of time. We demonstrate the validity of the methods by a clinical trial example and by numerous simulation results.

stat.ME↗

arXiv2020

Efficient model-based Bioequivalence Testing

The classical approach to analyze pharmacokinetic (PK) data in bioequivalence studies aiming to compare two different formulations is to perform noncompartmental analysis (NCA) followed by two one-sided tests (TOST). In this regard the PK parameters $AUC$ and $C_{max}$ are obtained for both treatment groups and their geometric mean ratios are considered. According to current guidelines by the U.S. Food and Drug Administration and the European Medicines Agency the formulations are declared to be sufficiently similar if the $90\%$- confidence interval for these ratios falls between $0.8$ and $1.25$. As NCA is not a reliable approach in case of sparse designs, a model-based alternative has already been proposed for the estimation of $AUC$ and $C_{max}$ using non-linear mixed effects models. Here we propose another, more powerful test than the TOST and demonstrate its superiority through a simulation study both for NCA and model-based approaches. For products with high variability on PK parameters, this method appears to have closer type I errors to the conventionally accepted significance level of $0.05$, suggesting its potential use in situations where conventional bioequivalence analysis is not applicable.

stat.ME↗

arXiv2019

Equivalence tests for binary efficacy-toxicity responses

Clinical trials often aim to compare a new drug with a reference treatment in terms of efficacy and/or toxicity depending on covariates such as, for example, the dose level of the drug. Equivalence of these treatments can be claimed if the difference in average outcome is below a certain threshold over the covariate range. In this paper we assume that the efficacy and toxicity of the treatments are measured as binary outcome variables and we address two problems. First, we develop a new test procedure for the assessment of equivalence of two treatments over the entire covariate range for a single binary endpoint. Our approach is based on a parametric bootstrap, which generates data under the constraint that the distance between the curves is equal to the pre-specified equivalence threshold. Second, we address equivalence for bivariate binary (correlated) outcomes by extending the previous approach for a univariate response. For this purpose we use a 2-dimensional Gumbel model for binary efficacy-toxicity responses. We investigate the operating characteristics of the proposed approaches by means of a simulation study and present a case study as an illustration.

stat.ME↗

arXiv2019

Equivalence of regression curves sharing common parameters

In clinical trials the comparison of two different populations is a frequently addressed problem. Non-linear (parametric) regression models are commonly used to describe the relationship between covariates as the dose and a response variable in the two groups. In some situations it is reasonable to assume some model parameters to be the same, for instance the placebo effect or the maximum treatment effect. In this paper we develop a (parametric) bootstrap test to establish the similarity of two regression curves sharing some common parameters. We show by theoretical arguments and by means of a simulation study that the new test controls its level and achieves a reasonable power. Moreover, it is demonstrated that under the assumption of common parameters a considerable more powerful test can be constructed compared to the test which does not use this assumption. Finally, we illustrate potential applications of the new methodology by a clinical trial example.

stat.ME↗

arXiv2017

Assessing the similarity of dose response and target doses in two non-overlapping subgroups

We consider two problems that are attracting increasing attention in clinical dose finding studies. First, we assess the similarity of two non-linear regression models for two non-overlapping subgroups of patients over a restricted covariate space. To this end, we derive a confidence interval for the maximum difference between the two given models. If this confidence interval excludes the equivalence margins, similarity of dose response can be claimed. Second, we address the problem of demonstrating the similarity of two target doses for two non-overlapping subgroups, using again a confidence interval based approach. We illustrate the proposed methods with a real case study and investigate their operating characteristics (coverage probabilities, Type I error rates, power) via simulation.

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