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Handbook of Statistical
Methods for Randomized
Controlled Trials

KyungMann Kim
Frank Bretz
Ying Kuen K. Cheung
Lisa V. Hampson
First edition published 2021
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Contents

Preface xix

List of Figures xxi

List of Tables xxv

Contributors xxxi

I Introduction to Randomized Controlled Trials 1

1 Introduction 3
KyungMann Kim
1.1 Historical Background . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Statistical Concepts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.3 Organization of the Handbook . . . . . . . . . . . . . . . . . . . . . . . . 5
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

II Analytic Methods for Randomized Controlled Trials 9

2 Binary and Ordinal Outcomes 11
Garrett M. Fitzmaurice and Stuart R. Lipsitz
2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.2 Analysis of 2 × 2 Contingency Tables . . . . . . . . . . . . . . . . . . . . . 13
2.3 Analysis of R × C Contingency Tables . . . . . . . . . . . . . . . . . . . . 17
2.4 Analysis of Stratified 2 × 2 Contingency Tables . . . . . . . . . . . . . . . 20
2.5 Regression Models for Binary Outcomes . . . . . . . . . . . . . . . . . . . 22
2.5.1 Logistic regression . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
2.5.2 Estimation and inference for logistic regression . . . . . . . . . . . . 26
2.5.3 Exact logistic regression . . . . . . . . . . . . . . . . . . . . . . . . 27
2.5.4 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
2.6 Regression Models for Ordinal Outcomes . . . . . . . . . . . . . . . . . . 28
2.6.1 Proportional odds model . . . . . . . . . . . . . . . . . . . . . . . . 29
2.6.2 Some alternative models for ordinal outcomes . . . . . . . . . . . . 33
2.6.3 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
2.7 Adjustment for Baseline Response . . . . . . . . . . . . . . . . . . . . . . 37
2.8 Concluding Remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42

3 Continuous Outcomes 45
Fang-Shu Ou
3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
3.2 The t-Test (One Population) . . . . . . . . . . . . . . . . . . . . . . . . . 46

vii
viii Contents

3.3 The t-Test (Two Populations) . . . . . . . . . . . . . . . . . . . . . . . . . 47

3.4 Mann-Whitney U-Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
3.5 Paired Tests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
3.5.1 Paired t-test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
3.5.2 Wilcoxon signed rank test . . . . . . . . . . . . . . . . . . . . . . . 51
3.6 Multiple Comparisons . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
3.7 Regression . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
3.7.1 Residuals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
3.7.2 Inference for linear regression . . . . . . . . . . . . . . . . . . . . . 56
3.7.3 ANCOVA models . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
3.7.4 Nonlinear regression . . . . . . . . . . . . . . . . . . . . . . . . . . 59
3.8 Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60

4 Time to Event Data 63

Daniel Scharfstein, Yuxin Zhu and Anastasios Tsiatis
4.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
4.2 ACTG 320 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
4.3 Mathematical Fundamentals . . . . . . . . . . . . . . . . . . . . . . . . . . 64
4.3.1 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
4.3.2 Hazard . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
4.3.3 Censoring and observed data . . . . . . . . . . . . . . . . . . . . . . 66
4.4 Estimation of Survival Distribution . . . . . . . . . . . . . . . . . . . . . . 67
4.5 Hypothesis Testing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
4.6 Cox Regression Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
4.7 Informative Censoring . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
4.8 Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77

5 Count Data 81
Xin He and Jianguo “Tony” Sun
5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
5.2 Regression Analysis of Simple Count Data . . . . . . . . . . . . . . . . . . 82
5.2.1 Poisson regression for count . . . . . . . . . . . . . . . . . . . . . . 83
5.2.2 Negative binomial regression for count . . . . . . . . . . . . . . . . 84
5.2.3 Poisson and negative binomial regression for rate . . . . . . . . . . 85
5.2.4 Other models for simple count data . . . . . . . . . . . . . . . . . . 86
5.3 Regression Analysis of Correlated Count Data: Likelihood-Based Ap-
proaches . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
5.3.1 Maximum pseudo-likelihood estimation for the Poisson model . . . 87
5.3.2 Maximum likelihood estimation for the Poisson model . . . . . . . 88
5.3.3 Maximum likelihood estimation for the negative binomial model . . 88
5.4 Regression Analysis of Correlated Count Data: Distribution-Free Ap-
proaches . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
5.4.1 Conditional estimating equation method . . . . . . . . . . . . . . . 89
5.4.2 Unconditional estimating equation method . . . . . . . . . . . . . . 90
5.4.3 Analysis of the National Cooperative Gallstone Study . . . . . . . . 92
5.5 Discussion and Concluding Remarks . . . . . . . . . . . . . . . . . . . . . 92
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
Contents ix

6 Longitudinal Data 97
Soeun Kim and Myunghee Cho Paik
6.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
6.2 Generalized Linear Models . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
6.3 Generalized Estimating Equations . . . . . . . . . . . . . . . . . . . . . . 98
6.3.1 Notations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
6.3.2 Asymptotic properties . . . . . . . . . . . . . . . . . . . . . . . . . 99
6.3.3 Efficiency . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
6.3.4 Model selection criterion in GEE . . . . . . . . . . . . . . . . . . . 101
6.4 Generalized Linear Mixed Models . . . . . . . . . . . . . . . . . . . . . . . 102
6.4.1 Notations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102
6.4.2 Population average versus subject-specific model . . . . . . . . . . 102
6.4.3 Estimation procedures . . . . . . . . . . . . . . . . . . . . . . . . . 103
6.4.3.1 Marginal likelihood . . . . . . . . . . . . . . . . . . . . . . 103
6.4.3.2 Conditional likelihood . . . . . . . . . . . . . . . . . . . . 104
6.5 Test Statistics Under Randomization . . . . . . . . . . . . . . . . . . . . . 104
6.5.1 Notations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
6.5.2 Score-type test for GEE under randomization . . . . . . . . . . . . 105
6.5.3 Score test for GLMMs under randomization . . . . . . . . . . . . . 106
6.6 Handling Missing Data in Clinical Trials . . . . . . . . . . . . . . . . . . . 107
6.6.1 Missing data in GEE . . . . . . . . . . . . . . . . . . . . . . . . . . 108
6.6.2 Missing data in GLMMs . . . . . . . . . . . . . . . . . . . . . . . . 108
6.7 Case Study . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113

7 Recurrent Events 117

Yujie Zhong and Richard Cook
7.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
7.1.1 Recurrent event data . . . . . . . . . . . . . . . . . . . . . . . . . . 117
7.1.2 Data from a cystic fibrosis Trial . . . . . . . . . . . . . . . . . . . . 118
7.2 Notation and Model Formulation . . . . . . . . . . . . . . . . . . . . . . . 119
7.2.1 Analysis considerations with recurrent event data . . . . . . . . . . 119
7.2.2 Methods based on rate and mean functions . . . . . . . . . . . . . . 120
7.2.3 Censoring, Likelihood, and Marginal Methods . . . . . . . . . . . . 123
7.2.4 Assessment based on exacerbations in cystic fibrosis . . . . . . . . . 124
7.3 Sample Size Based on Proportional Rate Functions . . . . . . . . . . . . . 126
7.3.1 Derivations under a negative binomial model . . . . . . . . . . . . . 126
7.3.2 Illustrative sample size calculation . . . . . . . . . . . . . . . . . . . 128
7.4 Other Considerations in Recurrent Event Analyses . . . . . . . . . . . . . 128
7.4.1 Issues regarding causal inference . . . . . . . . . . . . . . . . . . . . 128
7.4.2 Marginal multivariate failure times models . . . . . . . . . . . . . . 129
7.4.3 Adaptive two-stage sample size estimation . . . . . . . . . . . . . . 130
7.4.4 Recurrent and terminal events . . . . . . . . . . . . . . . . . . . . . 131
7.5 Discussion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132
Acknowledgments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133

III Design of Randomized Controlled Trials 137

x Contents

8 Cross-Over Designs 139

Stephen Senn
8.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140
8.2 Some Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140
8.2.1 Example 1 : An AB/BA design . . . . . . . . . . . . . . . . . . . . 141
8.2.2 Example 2: A design in three treatments, three periods, and six
sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
8.2.3 Example 3: An incomplete blocks design with fewer periods than
treatments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 142
8.2.4 Example 4: A replicate cross-over design with more periods than
treatments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 144
8.2.5 Example 5: A replicate bioequivalence study comparing two formu-
lations in four periods . . . . . . . . . . . . . . . . . . . . . . . . . 145
8.3 General Considerations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 145
8.3.1 Phase of drug development . . . . . . . . . . . . . . . . . . . . . . . 145
8.3.2 Suitable indications . . . . . . . . . . . . . . . . . . . . . . . . . . . 145
8.4 Issues in Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 146
8.4.1 Models for cross-over trials . . . . . . . . . . . . . . . . . . . . . . . 146
8.4.2 Patient effects and variance structures . . . . . . . . . . . . . . . . 147
8.4.3 Carry-over effects . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148
8.4.4 Residual degrees of freedom and error estimation . . . . . . . . . . 148
8.5 Examples of Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 150
8.5.1 Basic estimator approach . . . . . . . . . . . . . . . . . . . . . . . . 150
8.5.2 Two-sample t-test approach . . . . . . . . . . . . . . . . . . . . . . 152
8.5.3 Linear and mixed models . . . . . . . . . . . . . . . . . . . . . . . . 152
8.5.4 Testing for carry-over . . . . . . . . . . . . . . . . . . . . . . . . . . 153
8.5.5 8.5.5 An unbiased estimate of the treatment effect . . . . . . . . . . 154
8.5.6 The two-stage procedure . . . . . . . . . . . . . . . . . . . . . . . . 154
8.6 Issues in Design . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 155
8.6.1 Choosing sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . 155
8.6.2 Other issues . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 156
8.6.3 Planning the sample size . . . . . . . . . . . . . . . . . . . . . . . . 157
8.7 N-of-1 trials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158
8.8 Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159
8.9 Further reading . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159
8.10 Acknowledgement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159

9 Factorial Designs 163

Bibhas Chakraborty and Palash Ghosh
9.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163
9.2 Different Usages of Factorial Designs . . . . . . . . . . . . . . . . . . . . . 164
9.2.1 Efficiency of confirmatory trials: Evaluation of more than one Inter-
vention in a single study . . . . . . . . . . . . . . . . . . . . . . . . 165
9.2.2 Screening trials: Developing multicomponent interventions . . . . . 166
9.2.3 Situations where factorial designs are not suitable . . . . . . . . . . 169
9.3 Full Factorial Designs: A Theoretical Background . . . . . . . . . . . . . 170
9.4 Fractional Factorial Designs . . . . . . . . . . . . . . . . . . . . . . . . . . 174
9.5 Analysis Strategies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 176
9.6 Follow-up Studies: Developing Multicomponent Interventions . . . . . . . 179
9.7 Power and Sample Size Considerations . . . . . . . . . . . . . . . . . . . . 180
Contents xi

9.8 Discussion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 184

Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 185

10 Cluster Randomized Designs 191

Martin Bland and Mona Kanaan
10.1 What is a Cluster Randomized Trial? . . . . . . . . . . . . . . . . . . . . 191
10.2 The Problem of Clustering . . . . . . . . . . . . . . . . . . . . . . . . . . 192
10.3 Summary Statistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 194
10.4 The Intra-Cluster Correlation Coefficient and the Design Effect . . . . . . 196
10.5 Baseline and Other Adjustments . . . . . . . . . . . . . . . . . . . . . . . 198
10.6 Robust Standard Errors . . . . . . . . . . . . . . . . . . . . . . . . . . . . 199
10.7 Multilevel Modeling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 201
10.8 Generalized Estimating Equations (GEE) Models . . . . . . . . . . . . . . 203
10.9 Stepped Wedge Designs . . . . . . . . . . . . . . . . . . . . . . . . . . . . 204
10.10 Sample Size Estimation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 206
10.11 Practical Problems of Cluster Randomized Trials . . . . . . . . . . . . . . 208
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 210

11 Randomization, Stratification, and Outcome-Adaptive Allocation 215

Oleksandr Sverdlov and Yevgen Ryeznik
11.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 215
11.2 Simple and Restricted Randomization . . . . . . . . . . . . . . . . . . . . 218
11.3 Stratified and Covariate-Adaptive Randomization . . . . . . . . . . . . . . 225
11.4 Outcome-Adaptive Randomization . . . . . . . . . . . . . . . . . . . . . . 233
11.5 Concluding Remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 236
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 238

12 Background to Sample Size Calculations 243

Jo Rothwell, Cindy Cooper, Steven Julious and Mike Campbell
12.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 244
12.2 Types of Trials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 244
12.2.1 Parallel group trials . . . . . . . . . . . . . . . . . . . . . . . . . . . 244
12.2.2 Cross-over trials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 245
12.3 Continuous Outcomes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 246
12.3.1 Superiority trials . . . . . . . . . . . . . . . . . . . . . . . . . . . . 246
12.3.1.1 Parallel group trials . . . . . . . . . . . . . . . . . . . . . 247
12.3.1.2 Quick results . . . . . . . . . . . . . . . . . . . . . . . . . 248
12.3.1.3 Worked example 1 . . . . . . . . . . . . . . . . . . . . . . 249
12.3.1.4 Cross-over trials . . . . . . . . . . . . . . . . . . . . . . . 249
12.3.1.5 Quick results . . . . . . . . . . . . . . . . . . . . . . . . . 250
12.3.1.6 Worked example 2 . . . . . . . . . . . . . . . . . . . . . . 251
12.3.2 Equivalence trials . . . . . . . . . . . . . . . . . . . . . . . . . . . . 251
12.3.2.1 Parallel group trials . . . . . . . . . . . . . . . . . . . . . 253
12.3.2.2 Worked example 3 . . . . . . . . . . . . . . . . . . . . . . 255
12.3.2.3 Cross-over trials . . . . . . . . . . . . . . . . . . . . . . . 255
12.3.2.4 Worked example 4 . . . . . . . . . . . . . . . . . . . . . . 257
12.3.3 Non-inferiority trials . . . . . . . . . . . . . . . . . . . . . . . . . . 259
12.3.3.1 Parallel group trials . . . . . . . . . . . . . . . . . . . . . 259
12.3.3.2 Worked example 5 . . . . . . . . . . . . . . . . . . . . . . 259
12.3.3.3 Cross-over trials . . . . . . . . . . . . . . . . . . . . . . . 260
12.3.3.4 Worked example 6 . . . . . . . . . . . . . . . . . . . . . . 260
xii Contents

12.4 Binary Outcomes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 262

12.4.1 Superiority trials . . . . . . . . . . . . . . . . . . . . . . . . . . . . 262
12.4.1.1 Parallel group trials . . . . . . . . . . . . . . . . . . . . . 262
12.4.1.2 Method 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . 264
12.4.1.3 Worked example 7 . . . . . . . . . . . . . . . . . . . . . . 264
12.4.1.4 Cross-over trials . . . . . . . . . . . . . . . . . . . . . . . 266
12.4.1.5 Worked example 8 . . . . . . . . . . . . . . . . . . . . . . 267
12.4.2 Equivalence trials . . . . . . . . . . . . . . . . . . . . . . . . . . . . 269
12.4.2.1 Parallel group trials . . . . . . . . . . . . . . . . . . . . . 269
12.4.2.2 Worked example 9 . . . . . . . . . . . . . . . . . . . . . . 269
12.4.2.3 Cross-over trials . . . . . . . . . . . . . . . . . . . . . . . 270
12.4.3 Non-inferiority trials . . . . . . . . . . . . . . . . . . . . . . . . . . 270
12.4.3.1 Parallel group trials . . . . . . . . . . . . . . . . . . . . . 270
12.4.3.2 Worked example 10 . . . . . . . . . . . . . . . . . . . . . . 271
12.5 Final Remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 272
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 272

13 Sample Size Estimation and Power Analysis: Time to Event Data 275
Oliver Bautista and Keaven Anderson
13.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 275
13.2 Methods for Sample Size Estimation and Power Analysis . . . . . . . . . 276
13.2.1 Approaches relating to acquisition of events . . . . . . . . . . . . . 276
13.2.2 Estimation of required number of events: no accounting of other
design parameters . . . . . . . . . . . . . . . . . . . . . . . . . . . . 277
13.2.3 Estimation of required number of events: with accounting of other
design parameters . . . . . . . . . . . . . . . . . . . . . . . . . . . . 278
13.3 Case Studies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 279
13.3.1 Rare events with non-proportional hazard ratio . . . . . . . . . . . 279
13.3.1.1 The study as designed . . . . . . . . . . . . . . . . . . . . 279
13.3.1.2 The study as it unfolded . . . . . . . . . . . . . . . . . . . 279
13.3.1.3 Insights gleaned from the study . . . . . . . . . . . . . . . 280
13.3.1.4 Alternative strategies . . . . . . . . . . . . . . . . . . . . . 281
13.3.1.5 Alternative strategy example . . . . . . . . . . . . . . . . 282
13.3.2 An oncology study . . . . . . . . . . . . . . . . . . . . . . . . . . . 284
13.3.3 A diabetes noninferiority study . . . . . . . . . . . . . . . . . . . . 289
13.4 Special Topics and Recent Developments . . . . . . . . . . . . . . . . . . . 293
13.4.1 Treatment effects beyond hazard ratios . . . . . . . . . . . . . . . . 293
13.4.2 Sample size re-estimation . . . . . . . . . . . . . . . . . . . . . . . . 294
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 297

14 Sample Size Estimation and Power Analysis: Longitudinal Data 301

Sin-Ho Jung
14.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 301
14.2 Generalized Estimating Equations (GEE) Method . . . . . . . . . . . . . 302
14.2.1 Continuous outcome variable case . . . . . . . . . . . . . . . . . . . 303
14.2.2 Binary outcome variable case . . . . . . . . . . . . . . . . . . . . . 304
14.3 Power Analysis and Sample Size Estimation . . . . . . . . . . . . . . . . . 305
14.3.1 Continuous outcome variable case . . . . . . . . . . . . . . . . . . . 306
14.3.2 Binary outcome variable case . . . . . . . . . . . . . . . . . . . . . 306
14.4 Modelling Missing Pattern and Correlation Structure . . . . . . . . . . . . 307
14.4.1 Missing pattern . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 308
Contents xiii

14.4.2 Correlation structure . . . . . . . . . . . . . . . . . . . . . . . . . . 308

14.5 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 308
14.5.1 Labor pain study (Continuous outcome case) . . . . . . . . . . . . 309
14.5.2 Design of an RCT based on GENISOS (binary outcome case) . . . 309
14.6 Discussions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 310
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 311

IV Monitoring of Randomized Controlled Trials 315

15 Group Sequential Methods 317
Michael Proschan
15.1 Group Sequential Methods . . . . . . . . . . . . . . . . . . . . . . . . . . 317
15.1.1 A unified framework . . . . . . . . . . . . . . . . . . . . . . . . . . 318
15.1.2 Boundaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 324
15.2 The Effect of Monitoring on Power . . . . . . . . . . . . . . . . . . . . . . 329
15.3 Futility/Stochastic Curtailment . . . . . . . . . . . . . . . . . . . . . . . . 330
15.4 Problems with Post-Trial Inference . . . . . . . . . . . . . . . . . . . . . . 334
15.5 Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 335
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 336

16 Sample Size Re-Estimation 339

Tobias Mütze and Tim Friede
16.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 339
16.2 Nuisance Parameter Based Sample Size Re-Estimation . . . . . . . . . . . 342
16.2.1 Sample size re-estimation for normal data . . . . . . . . . . . . . . 342
16.2.1.1 Motivating example . . . . . . . . . . . . . . . . . . . . . 342
16.2.1.2 Statistical model and sample size re-estimation . . . . . . 342
16.2.1.3 Unblinded nuisance parameter estimation . . . . . . . . . 343
16.2.1.4 Blinded nuisance parameter estimation . . . . . . . . . . . 344
16.2.1.5 Comparison of sample size re-estimation procedures . . . 345
16.2.2 Sample size re-estimation for count data . . . . . . . . . . . . . . . 349
16.2.2.1 Motivating example . . . . . . . . . . . . . . . . . . . . . 350
16.2.2.2 Negative binomial outcomes . . . . . . . . . . . . . . . . . 351
16.2.3 Further issues and recent developments . . . . . . . . . . . . . . . . 352
16.2.3.1 Non-inferiority trials . . . . . . . . . . . . . . . . . . . . . 352
16.2.3.2 Controlling the type I error rate . . . . . . . . . . . . . . 353
16.2.3.3 Size of the internal pilot study . . . . . . . . . . . . . . . 353
16.2.3.4 Covariates . . . . . . . . . . . . . . . . . . . . . . . . . . . 354
16.2.3.5 Other endpoints and more complex designs . . . . . . . . 355
16.2.3.6 Multi-arm trials . . . . . . . . . . . . . . . . . . . . . . . . 355
16.2.3.7 Incorporating historical data into the sample size re-
estimation . . . . . . . . . . . . . . . . . . . . . . . . . . . 356
16.3 Effect-Based Sample Size Re-Estimation . . . . . . . . . . . . . . . . . . . 356
16.3.1 Controlling the type I error rate . . . . . . . . . . . . . . . . . . . . 357
16.3.2 Sample size adaptation . . . . . . . . . . . . . . . . . . . . . . . . . 361
16.3.3 Further issues and recent developments . . . . . . . . . . . . . . . . 361
16.4 Discussion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 362
Acknowledgments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 363
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 363
xiv Contents

17 Adaptive Designs 371

Gernot Wassmer, Franz Koenig and Martin Posch
17.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 371
17.2 General Principles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 372
17.2.1 The combination testing principle . . . . . . . . . . . . . . . . . . . 373
17.2.2 The closed testing principle . . . . . . . . . . . . . . . . . . . . . . 375
17.2.3 Adaptive designs for multiple hypotheses . . . . . . . . . . . . . . . 375
17.2.4 Assessing the performance of an adaptive design . . . . . . . . . . . 377
17.3 Treatment Arm Selection Designs . . . . . . . . . . . . . . . . . . . . . . . 378
17.3.1 The procedure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 378
17.3.2 Binary and survival endpoints . . . . . . . . . . . . . . . . . . . . . 380
17.3.3 Case studies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 382
17.4 Population Enrichment Designs . . . . . . . . . . . . . . . . . . . . . . . . 382
17.4.1 The procedure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 383
17.4.2 Effect specification . . . . . . . . . . . . . . . . . . . . . . . . . . . 385
17.4.3 Binary and survival endpoints . . . . . . . . . . . . . . . . . . . . . 385
17.4.4 Case studies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 386
17.5 Discussion and Further Developments . . . . . . . . . . . . . . . . . . . . 386
Acknowledgments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 387
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 388

V Practical Issues in Analysis of Randomized Controlled

Trials 395
18 Multiple Testing 397
Yi Liu, Jason Hsu and Szu-Yu Tang
18.1 Error Rates in Multiple Comparisons . . . . . . . . . . . . . . . . . . . . . 398
18.2 Principles of Multiple Testing . . . . . . . . . . . . . . . . . . . . . . . . . 399
18.2.1 Partitioning principle . . . . . . . . . . . . . . . . . . . . . . . . . . 400
18.2.2 Closed testing principle . . . . . . . . . . . . . . . . . . . . . . . . . 401
18.3 A Simple Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 401
18.4 Shortcutting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 403
18.4.1 Holm’s method is a shortcut . . . . . . . . . . . . . . . . . . . . . . 405
18.4.2 Hochberg’s method is also a shortcut . . . . . . . . . . . . . . . . . 405
18.5 Paths in Decision-Making . . . . . . . . . . . . . . . . . . . . . . . . . . . 407
18.5.1 Decision path respecting principle . . . . . . . . . . . . . . . . . . . 408
18.5.2 A specific dose × endpoint example . . . . . . . . . . . . . . . . . . 409
18.6 Setting Priorities in Multiple Testing for Each Study . . . . . . . . . . . . 411
18.6.1 The graphical approach . . . . . . . . . . . . . . . . . . . . . . . . . 413
18.7 Logical Relationships Among Parameters Tested . . . . . . . . . . . . . . 415
18.7.1 Logic induced in multiple test construction . . . . . . . . . . . . . . 416
18.7.2 Logic inherent in scientific parameters . . . . . . . . . . . . . . . . 418
18.8 Going Forward . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 419
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 419

19 Subgroup Analysis 423

Rui Wang
19.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 423
19.2 Methods for Conducting Subgroup Analyses . . . . . . . . . . . . . . . . . 424
19.2.1 Commonly used methods . . . . . . . . . . . . . . . . . . . . . . . . 424
19.2.2 Qualitative interaction . . . . . . . . . . . . . . . . . . . . . . . . . 428
Contents xv

19.2.3 Graphical methods . . . . . . . . . . . . . . . . . . . . . . . . . . . 431

19.2.4 Multivariate tests of interaction . . . . . . . . . . . . . . . . . . . . 434
19.3 Power Consideration of Subgroup Analysis . . . . . . . . . . . . . . . . . 437
19.4 Subgroup Analysis Reporting and Interpretation . . . . . . . . . . . . . . 437
19.5 Final Remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 437
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 438

20 Competing Risks 443

Haesook Kim
20.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 443
20.2 Cumulative Incidence Function in the Presence of Competing Risks . . . 444
20.2.1 Cumulative incidence function . . . . . . . . . . . . . . . . . . . . . 445
20.2.2 Estimation of CIF in the presence of competing risks . . . . . . . . 445
20.3 Testing for Differences between Cumulative Incidence Curves in the Pres-
ence of Competing Risks . . . . . . . . . . . . . . . . . . . . . . . . . . . . 448
20.3.1 Gray test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 448
20.3.2 Estimation of Gray statistic . . . . . . . . . . . . . . . . . . . . . . 449
20.4 Competing Risks Regression Analysis . . . . . . . . . . . . . . . . . . . . 451
20.4.1 Cause-specific hazard regression model . . . . . . . . . . . . . . . . 452
20.4.2 Fine and Gray model . . . . . . . . . . . . . . . . . . . . . . . . . . 452
20.4.3 Klein and Andersen model . . . . . . . . . . . . . . . . . . . . . . . 453
20.4.4 Remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 456
20.5 Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 456
20.6 Computing Tools . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 457
Acknowledgments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 458
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 458

21 Joint Models for Longitudinal and Time to Event Data 463

Hélène Jacqmin-Gadda, Loı̈c Ferrer and Cécile Proust-Lima
21.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 463
21.2 Illustrative Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 465
21.3 Joint Shared Random-Effect Models . . . . . . . . . . . . . . . . . . . . . 467
21.3.1 Model definition for Gaussian markers . . . . . . . . . . . . . . . . 467
21.3.2 Model definition for discrete markers . . . . . . . . . . . . . . . . . 469
21.3.3 Estimation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 469
21.3.3.1 Likelihood . . . . . . . . . . . . . . . . . . . . . . . . . . . 469
21.3.3.2 Bayesian estimation . . . . . . . . . . . . . . . . . . . . . 470
21.3.3.3 Model diagnostic . . . . . . . . . . . . . . . . . . . . . . . 471
21.3.4 Joint shared random-effect models for clinical trials . . . . . . . . . 471
21.3.4.1 Distinguishing direct and indirect treatment effects . . . . 471
21.3.4.2 Incomplete data . . . . . . . . . . . . . . . . . . . . . . . 473
21.4 Joint Latent Class Models . . . . . . . . . . . . . . . . . . . . . . . . . . . 475
21.4.1 Model definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 475
21.4.2 Estimation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 476
21.4.2.1 Likelihood . . . . . . . . . . . . . . . . . . . . . . . . . . . 476
21.4.2.2 Model diagnostic . . . . . . . . . . . . . . . . . . . . . . . 476
21.4.3 Joint latent class models for clinical trials . . . . . . . . . . . . . . 477
21.5 Conclusion and Recent Developments . . . . . . . . . . . . . . . . . . . . 479
Acknowledgments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 480
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 480
xvi Contents

VI Miscellaneous Topics in Randomized Controlled Trials 485

22 Design and Analysis Methods for Developing Personalized Treatment
Rules 487
Emily Butler and Michael Kosorok
22.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 487
22.2 Study Design . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 488
22.3 Analysis Techniques: Single Stage . . . . . . . . . . . . . . . . . . . . . . . 492
22.4 Analysis Techniques: Multiple Stages . . . . . . . . . . . . . . . . . . . . . 496
22.5 Related Topics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 501
22.5.1 Variable selection . . . . . . . . . . . . . . . . . . . . . . . . . . . . 501
22.5.2 Multiple outcomes . . . . . . . . . . . . . . . . . . . . . . . . . . . 503
22.5.3 DTRs for observational data . . . . . . . . . . . . . . . . . . . . . . 504
22.6 Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 505
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 506

23 Safety Evaluation in Clinical Trials 509

H. Amy Xia, Brenda J. Crowe and Jesse A. Berlin
23.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 509
23.2 Elements of a Systematic Approach to Clinical Trial Safety Data Evaluation 511
23.2.1 The program safety analysis plan (PSAP) . . . . . . . . . . . . . . 511
23.2.2 Facilitating combining data across studies, including planning meta-
analyses (be prepared) . . . . . . . . . . . . . . . . . . . . . . . . . 512
23.3 Approaches to Characterizing the Product Safety Profile . . . . . . . . . . 512
23.3.1 Known or pre-specified safety issues . . . . . . . . . . . . . . . . . . 513
23.3.1.1 Specific safety issues that should always be considered for
all products . . . . . . . . . . . . . . . . . . . . . . . . . . 513
23.3.1.2 Product-specific adverse events of special interest (AESIs) 513
23.3.1.3 Adverse events not specified in advance . . . . . . . . . . 513
23.3.2 Data sources for safety evaluation including specific safety studies . 514
23.4 Planning for Clinical Data Collection and Standardization . . . . . . . . . 515
23.4.1 Definition of safety outcomes and adjudication . . . . . . . . . . . . 515
23.4.2 Standardization of safety data collection . . . . . . . . . . . . . . . 516
23.5 Safety Data Analysis and Reporting . . . . . . . . . . . . . . . . . . . . . 517
23.5.1 Considerations for individual studies . . . . . . . . . . . . . . . . . 518
23.5.1.1 Defining the safety analysis set . . . . . . . . . . . . . . . 518
23.5.1.2 Accounting for time on or off treatment . . . . . . . . . . 518
23.5.2 Meta-analysis of adverse event data . . . . . . . . . . . . . . . . . . 519
23.5.3 Multiplicity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 520
23.5.4 Signal detection for common events . . . . . . . . . . . . . . . . . 521
23.5.5 Descriptive analysis of infrequent adverse events . . . . . . . . . . 521
23.5.6 Reporting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 522
23.6 Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 522
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 523

24 Non-Inferiority Trials 527

Brian L. Wiens
24.1 Background and History . . . . . . . . . . . . . . . . . . . . . . . . . . . . 527
24.2 Basics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 528
24.2.1 Historical studies . . . . . . . . . . . . . . . . . . . . . . . . . . . . 528
24.2.2 Parameters and margins . . . . . . . . . . . . . . . . . . . . . . . . 529