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EBM: Clinical Trial Statistics
Stefan Tigges MD MSCR
Department of Radiology, Emory
University 1
2
External Industry RelationshipsExternal Industry Relationships ** Company Name(s)Company Name(s) RoleRole
Equity, stock, or options in biomedicalEquity, stock, or options in biomedical
industry companies or publishersindustry companies or publishers****
General Electric and Microsoft Stockholder
Board of Directors or officerBoard of Directors or officer None
Royalties from Emory or from externalRoyalties from Emory or from external
entityentity
None
Industry funds to Emory for my researchIndustry funds to Emory for my research None
OtherOther None
*Consulting, scientific advisory board, industry-sponsored CME, expert witness for company, FDA
representative for company, publishing contract, etc.
**Does not include stock in publicly-traded companies in retirement funds and other pooled
investment accounts managed by others.
Stefan Tigges,
Personal/Professional Financial Relationships with Industry within the past year
Lecture/Reading Goals and Objectives
• Define: probability, distribution, variability and
central tendency.
• Explain how a sample may be biased and the
difference between bias and random sampling error.
• Explain how and why hypothesis testing and
statistical inference are used in clinical trial analysis.
• Define: confidence intervals, statistical significance,
type I error, type II error, power, p-value, alpha and
beta.
• Describe the effect of increasing sample size on type I
and type II error.
• Describe the effect of sample size, effect variability,
level of alpha, and effect size on power.
3
Learning Approach
1) Readings, 2 Comix
2) Lecture
3) Homework
1) Optional
2) Based on student ?s
3) Hard
4) E-mail me
4
Big Question: Approach to Claims
5
Three Explanations
• Truth
• Dumb luck
• Fishy
6
Antihypertensive Trial: Result is Positive
7
No Effect−10−20−30 +10 +20 +30
Explanations:
1)Real Effect: HA true
2)FP: Random Error (α)
3)FP: Bias
New
Drug
Old
Drug
FP  Alpha (random) error
8
Antihypertensive Trial: Result is Negative
9
No Effect−10−20−30 +10 +20 +30
Explanations:
1)Real Effect: H0 true
2)FN: Random Error (β)
3)FN: Bias
New
Drug
Old
Drug
FN  Beta error, effect exists, not detected
10
Diagnostic Tests, 2x2 Table
11
Test
Finding
Disease
Positive
Disease
Negative
Positive TP FP → PPV
Negative FN TN → NPV
↓
Sensitivity
↓
Specificity
Total
Clinical Research, 2x2 Table
12
Trial
Result
HA
True
HA
False
Positive TP FP (α)
Type I
→ PPV
Negative FN (β)
Type II
TN → NPV
↓
Power
↓
*p value
Total
Randomized Clinical Trial Steps
13
Population
of interest
Sample
Drug
A
Drug
B
Time
Drug A
∆ BP
Drug B
∆ BP
Time Compare,
publish,
accept
Nobel
prize
H0: A=B
HA: A≠B
Bias vs.
random
error
Bias:
Systematic
errors in data
collection &
interpretation
14
15
16
Voters
Sample
17
$ $
$
$
$
$
$
$
$
$
Types of Statistics
• Descriptive
– Summarize/display data
– Mean, median, mode, σ etc.
• Inferential
– Use sample to make
conclusions about population
– Example: Hypertension
• Test population: all w/ ↑ BP
– Definitive, descriptive stats only
• Test sample
– Hypothesis testing
– P(Observed results given H0)
13%
17%
57%
13%
1st Qtr
2nd Qtr
3rd Qtr
4th Qtr
18
Population:
all w/↑ BP
Sample
Hypothesis Testing: Is H0 plausible?
EUSM vs. NBA Mean Height
19
H0
: Expected
Trial: Observed
When you stare into the abyss [of statistics], the abyss stares back into you.
Statistics:
P(O given H0)
p<.05
reject H0
p≥.05, cannot
reject H0190
H0:μEUSM=μNBA(190)
HA:μEUSM≠μNBA (190)
170
Determining p value: Normal Distribution
20
0 1 2−2 −1
Central Tendency:
Mean, median and mode
Dispersion:
Standard deviation
√Σ(x-μ)2
/N
68%
95%
Normal Distribution: EUSM M1 Height
21
170
σEUSM=10 cm
Population: EUSM M1 Heights (cm)
22
170 180150 160 190
EUSMEUSM
Class of ‘18Class of ‘18
Number of σs from mean is probability
23
3σ from mean, p=.0027
140 cm
Example: Heights
24
170 cm 190 cm160 cm
μ= 160, 170,190
σ=10, α=.05
ie, 2σ
Example 1: EUSM M-1s vs. NBA Heights
• Is mean height of EUSM M-1s different than mean
height of NBA players?
• H0:μEUSM=μNBA(190 cm) with σ=10 cm
• HA:μEUSM≠μNBA(190 cm) with σ=10 cm
• 25 M-1 heights, mean=170 cm, ∆=20 cm
• SEM= σ/√n=10/√ 25=2
• 20/2= 10 σ, p<.0001
• Reject H0at α of .05
• α predetermined for
H0rejection 25
O
bserve: 170
Expect: 190
M-1 vs. NBA Heights: H0 is False (TP)
26
160
190
170
190
170
190
150
160
170
150
180
170
170
180
160
160
180
180
160
150
150
170
160
170
180
180
150
160
180
190
170
190
180
150
190
180
150
170
<150
170
160
170
170
160
170
160
160
170
150
180
150
180
150
>190
190
170
170
170
170
170
<150
170
180
170
180
180
170
170
150
170
180
160
170
160
170
190
160
170
190
160
160
190
180
180
160
170
170
160
150
>190
190
170
>190
190
150
180
180
160
190
150
> Mean
170 cm
Mean
< Mean
170
↓20
0 1 2−2 −1
Example 2: Heights
27
170 cm 190 cm160 cm
Example 2: EUSM M-1s vs. Brand X M-1s
• Is mean height of EUSM M-1s different than
mean height of M-1s at Brand X medical school?
• H0:μEUSM=μBrandX(170 cm) with σ=10 cm
• HA:μEUSM≠μBrandX(170 cm) with σ=10 cm
• 25 M-1 heights, mean=170 cm, ∆=0 cm
• SEM= σ/√n=10/√ 25=2
• 0/2= 0 σ, p=1
• Don’t reject H0
28
O
bserve: 170
Expect: 170
M-1 vs. Brand X Heights: H0 is True (TN)
29
160
190
170
190
170
190
150
160
170
150
180
170
170
180
160
160
180
180
160
150
150
170
160
170
180
180
150
160
180
190
170
190
180
150
190
180
150
170
<150
170
160
170
170
160
170
160
160
170
150
180
150
180
150
>190
190
170
170
170
170
170
<150
170
180
170
180
180
170
170
150
170
180
160
170
160
170
190
160
170
190
160
160
190
180
180
160
170
170
160
150
>190
190
170
>190
190
150
180
180
160
190
150
> Mean
170 cm
Mean
< Mean
170
0 1 2−2 −1
M-1 vs. Brand X Heights: Type I error (FP)
30
160
190
170
190
170
190
150
160
170
150
180
170
170
180
160
160
180
180
160
150
150
170
160
170
180
180
150
160
180
190
170
190
180
150
190
180
150
170
<150
170
160
170
170
160
170
160
160
170
150
180
150
180
150
>190
190
170
170
170
170
170
<150
170
180
170
180
180
170
170
150
170
180
160
170
160
170
190
160
170
190
160
160
190
180
180
160
170
170
160
150
>190
190
170
>190
190
150
180
180
160
190
150
> Mean
170 cm
Mean
< Mean
180
↑10
0 1 2−2 −1
Example 2: Heights
31
BrandX
Example 3: Heights
32
170 cm 190 cm160 cm
Example 3: EUSM M-1s vs. Jockeys
• Is mean height of EUSM M-1s different than
mean height of Jockeys?
• H0:μEUSM=μJockey(160 cm) with σ=10 cm
• HA:μEUSM≠μJockey(160 cm) with σ=10 cm
• 25 M-1 heights, mean=170 cm, ∆=10 cm
• SEM= σ/√n=10/√ 25=2
• 10/2= 5 σ, p=.0062
• Reject H0at α of .05
33
Observe:170
Expect: 160
M-1 vs. Jockey Heights: HA is True (TP)
34
160
190
170
190
170
190
150
160
170
150
180
170
170
180
160
160
180
180
160
150
150
170
160
170
180
180
150
160
180
190
170
190
180
150
190
180
150
170
<150
170
160
170
170
160
170
160
160
170
150
180
150
180
150
>190
190
170
170
170
170
170
<150
170
180
170
180
180
170
170
150
170
180
160
170
160
170
190
160
170
190
160
160
190
180
180
160
170
170
160
150
>190
190
170
>190
190
150
180
180
160
190
150
> Mean
170 cm
Mean
< Mean
170
↑10
0 1 2−2 −1
M-1 vs. Jockey Heights: Type II Error (FN)
35
160
190
170
190
170
190
150
160
170
150
180
170
170
180
160
160
180
180
160
150
150
170
160
170
180
180
150
160
180
190
170
190
180
150
190
180
150
170
<150
170
160
170
170
160
170
160
160
170
150
180
150
180
150
>190
190
170
170
170
170
170
<150
170
180
170
180
180
170
170
150
170
180
160
170
160
170
190
160
170
190
160
160
190
180
180
160
170
170
160
150
>190
190
170
>190
190
150
180
180
160
190
150
> Mean
170 cm
Mean
< Mean
160
0 1 2−2 −1
Putting random
errors and p-
values in context
36
Meaning of P Value
• P value tells us about plausibility of H0,(A=B)
– Assumes H0 is true, what is probability of observed given
expected
– Example: Hypertension trial, Drug A>Drug B, p=.031, reject H0
– Example: Coin toss, 5 heads in a row  chance
37
.500.500 .250.250 .125.125 .063.063 .031.031
Multiple p values
3899.4%100
92.3%50
72.3%25
40.1%10
22.6%5
18.5%4
14.3%3
9.8%2
5%1
P(≤1 Test Sig)Test #
Statistical Significance≠ Clinical
Significance
39
Drug A ↓ BP 11 mm HgDrug A ↓ BP 11 mm Hg
Drug B ↓ BP 10 mm HgDrug B ↓ BP 10 mm Hg
∆∆=1 mm Hg, p=.01, n=100k=1 mm Hg, p=.01, n=100k
P value: Effect Size & SNR (variability)
• Example: Weight loss pills vs. placebo:
• Precise pill: 2 lb loss w/ sem of .9 lbs, p value < .05, reject H0
• Noisy pill: 10 lb loss w/ sem of 6 lbs, p value > .05, don’t
reject H0
• Which pill is more effective?
40
0lbs
2 lbs 10 lbs
Confidence limits vs. p values
• P value says nothing about effect size or variability
• 95% confidence limits: sample mean±2(sem)
• Estimate of effect size and precision (variability)
• 95%CI≠95% chance μ is w/in CI, more complex
• CI does not include bias
• Can be used for significance testing
4112 lbs10 lbs8 lbs0 lbs
95% CI
What effects β Error/Power?
• Power is P(Detecting real effect)  Sensitivity
• β is P(Missing a real effect)  FN, random
effects
• Power=1-β
• Power effects:
–Level of α
– Effect size
– Sample variability
– Sample size
42
Clinical Research, 2x2 Table
43
Trial
Result
HA
True
HA
False
Positive TP FP (α)
Type I
→ PPV
Negative FN (β)
Type II
TN → NPV
↓
Power
↓
*p value
Total
44
α=.20, .05, .01
45
TP
FP
α=.20, Big Hole to reject H0
46
TP
FP
α=.05, Just Right Hole to reject H0
47
TP
FP
α=.01, Small Hole to reject H0
What effects Power?
48
Use SNR Analogy
Waldo=effect (signal),
Others=variability/σ (noise)
Waldo
Power and sample size: Rachel’s coin
49
Clinical Research, 2x2 Table
50
Trial
Result
HA
True
HA
False
Positive TP FP (α)
Type I
→ PPV
Negative FN (β)
Type II
TN → NPV
↓
Power
↓
*p value
Total
Prior Probability and Trial PPV/NPV
51
Eye of newt
Rest of newt
Placebo vs. Emesis for Plague
52
Summary: Clinical Trial Results
53
True? Random? Bias?
54
AT
I G
GE
S P
RO
D
C
U
T
I O
NN
S .

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Clinical Trial Statstics 2016

  • 1. EBM: Clinical Trial Statistics Stefan Tigges MD MSCR Department of Radiology, Emory University 1
  • 2. 2 External Industry RelationshipsExternal Industry Relationships ** Company Name(s)Company Name(s) RoleRole Equity, stock, or options in biomedicalEquity, stock, or options in biomedical industry companies or publishersindustry companies or publishers**** General Electric and Microsoft Stockholder Board of Directors or officerBoard of Directors or officer None Royalties from Emory or from externalRoyalties from Emory or from external entityentity None Industry funds to Emory for my researchIndustry funds to Emory for my research None OtherOther None *Consulting, scientific advisory board, industry-sponsored CME, expert witness for company, FDA representative for company, publishing contract, etc. **Does not include stock in publicly-traded companies in retirement funds and other pooled investment accounts managed by others. Stefan Tigges, Personal/Professional Financial Relationships with Industry within the past year
  • 3. Lecture/Reading Goals and Objectives • Define: probability, distribution, variability and central tendency. • Explain how a sample may be biased and the difference between bias and random sampling error. • Explain how and why hypothesis testing and statistical inference are used in clinical trial analysis. • Define: confidence intervals, statistical significance, type I error, type II error, power, p-value, alpha and beta. • Describe the effect of increasing sample size on type I and type II error. • Describe the effect of sample size, effect variability, level of alpha, and effect size on power. 3
  • 4. Learning Approach 1) Readings, 2 Comix 2) Lecture 3) Homework 1) Optional 2) Based on student ?s 3) Hard 4) E-mail me 4
  • 6. Three Explanations • Truth • Dumb luck • Fishy 6
  • 7. Antihypertensive Trial: Result is Positive 7 No Effect−10−20−30 +10 +20 +30 Explanations: 1)Real Effect: HA true 2)FP: Random Error (α) 3)FP: Bias New Drug Old Drug
  • 8. FP  Alpha (random) error 8
  • 9. Antihypertensive Trial: Result is Negative 9 No Effect−10−20−30 +10 +20 +30 Explanations: 1)Real Effect: H0 true 2)FN: Random Error (β) 3)FN: Bias New Drug Old Drug
  • 10. FN  Beta error, effect exists, not detected 10
  • 11. Diagnostic Tests, 2x2 Table 11 Test Finding Disease Positive Disease Negative Positive TP FP → PPV Negative FN TN → NPV ↓ Sensitivity ↓ Specificity Total
  • 12. Clinical Research, 2x2 Table 12 Trial Result HA True HA False Positive TP FP (α) Type I → PPV Negative FN (β) Type II TN → NPV ↓ Power ↓ *p value Total
  • 13. Randomized Clinical Trial Steps 13 Population of interest Sample Drug A Drug B Time Drug A ∆ BP Drug B ∆ BP Time Compare, publish, accept Nobel prize H0: A=B HA: A≠B Bias vs. random error
  • 15. 15
  • 18. Types of Statistics • Descriptive – Summarize/display data – Mean, median, mode, σ etc. • Inferential – Use sample to make conclusions about population – Example: Hypertension • Test population: all w/ ↑ BP – Definitive, descriptive stats only • Test sample – Hypothesis testing – P(Observed results given H0) 13% 17% 57% 13% 1st Qtr 2nd Qtr 3rd Qtr 4th Qtr 18 Population: all w/↑ BP Sample
  • 19. Hypothesis Testing: Is H0 plausible? EUSM vs. NBA Mean Height 19 H0 : Expected Trial: Observed When you stare into the abyss [of statistics], the abyss stares back into you. Statistics: P(O given H0) p<.05 reject H0 p≥.05, cannot reject H0190 H0:μEUSM=μNBA(190) HA:μEUSM≠μNBA (190) 170
  • 20. Determining p value: Normal Distribution 20 0 1 2−2 −1 Central Tendency: Mean, median and mode Dispersion: Standard deviation √Σ(x-μ)2 /N 68% 95%
  • 21. Normal Distribution: EUSM M1 Height 21 170 σEUSM=10 cm
  • 22. Population: EUSM M1 Heights (cm) 22 170 180150 160 190 EUSMEUSM Class of ‘18Class of ‘18
  • 23. Number of σs from mean is probability 23 3σ from mean, p=.0027 140 cm
  • 24. Example: Heights 24 170 cm 190 cm160 cm μ= 160, 170,190 σ=10, α=.05 ie, 2σ
  • 25. Example 1: EUSM M-1s vs. NBA Heights • Is mean height of EUSM M-1s different than mean height of NBA players? • H0:μEUSM=μNBA(190 cm) with σ=10 cm • HA:μEUSM≠μNBA(190 cm) with σ=10 cm • 25 M-1 heights, mean=170 cm, ∆=20 cm • SEM= σ/√n=10/√ 25=2 • 20/2= 10 σ, p<.0001 • Reject H0at α of .05 • α predetermined for H0rejection 25 O bserve: 170 Expect: 190
  • 26. M-1 vs. NBA Heights: H0 is False (TP) 26 160 190 170 190 170 190 150 160 170 150 180 170 170 180 160 160 180 180 160 150 150 170 160 170 180 180 150 160 180 190 170 190 180 150 190 180 150 170 <150 170 160 170 170 160 170 160 160 170 150 180 150 180 150 >190 190 170 170 170 170 170 <150 170 180 170 180 180 170 170 150 170 180 160 170 160 170 190 160 170 190 160 160 190 180 180 160 170 170 160 150 >190 190 170 >190 190 150 180 180 160 190 150 > Mean 170 cm Mean < Mean 170 ↓20 0 1 2−2 −1
  • 27. Example 2: Heights 27 170 cm 190 cm160 cm
  • 28. Example 2: EUSM M-1s vs. Brand X M-1s • Is mean height of EUSM M-1s different than mean height of M-1s at Brand X medical school? • H0:μEUSM=μBrandX(170 cm) with σ=10 cm • HA:μEUSM≠μBrandX(170 cm) with σ=10 cm • 25 M-1 heights, mean=170 cm, ∆=0 cm • SEM= σ/√n=10/√ 25=2 • 0/2= 0 σ, p=1 • Don’t reject H0 28 O bserve: 170 Expect: 170
  • 29. M-1 vs. Brand X Heights: H0 is True (TN) 29 160 190 170 190 170 190 150 160 170 150 180 170 170 180 160 160 180 180 160 150 150 170 160 170 180 180 150 160 180 190 170 190 180 150 190 180 150 170 <150 170 160 170 170 160 170 160 160 170 150 180 150 180 150 >190 190 170 170 170 170 170 <150 170 180 170 180 180 170 170 150 170 180 160 170 160 170 190 160 170 190 160 160 190 180 180 160 170 170 160 150 >190 190 170 >190 190 150 180 180 160 190 150 > Mean 170 cm Mean < Mean 170 0 1 2−2 −1
  • 30. M-1 vs. Brand X Heights: Type I error (FP) 30 160 190 170 190 170 190 150 160 170 150 180 170 170 180 160 160 180 180 160 150 150 170 160 170 180 180 150 160 180 190 170 190 180 150 190 180 150 170 <150 170 160 170 170 160 170 160 160 170 150 180 150 180 150 >190 190 170 170 170 170 170 <150 170 180 170 180 180 170 170 150 170 180 160 170 160 170 190 160 170 190 160 160 190 180 180 160 170 170 160 150 >190 190 170 >190 190 150 180 180 160 190 150 > Mean 170 cm Mean < Mean 180 ↑10 0 1 2−2 −1
  • 32. Example 3: Heights 32 170 cm 190 cm160 cm
  • 33. Example 3: EUSM M-1s vs. Jockeys • Is mean height of EUSM M-1s different than mean height of Jockeys? • H0:μEUSM=μJockey(160 cm) with σ=10 cm • HA:μEUSM≠μJockey(160 cm) with σ=10 cm • 25 M-1 heights, mean=170 cm, ∆=10 cm • SEM= σ/√n=10/√ 25=2 • 10/2= 5 σ, p=.0062 • Reject H0at α of .05 33 Observe:170 Expect: 160
  • 34. M-1 vs. Jockey Heights: HA is True (TP) 34 160 190 170 190 170 190 150 160 170 150 180 170 170 180 160 160 180 180 160 150 150 170 160 170 180 180 150 160 180 190 170 190 180 150 190 180 150 170 <150 170 160 170 170 160 170 160 160 170 150 180 150 180 150 >190 190 170 170 170 170 170 <150 170 180 170 180 180 170 170 150 170 180 160 170 160 170 190 160 170 190 160 160 190 180 180 160 170 170 160 150 >190 190 170 >190 190 150 180 180 160 190 150 > Mean 170 cm Mean < Mean 170 ↑10 0 1 2−2 −1
  • 35. M-1 vs. Jockey Heights: Type II Error (FN) 35 160 190 170 190 170 190 150 160 170 150 180 170 170 180 160 160 180 180 160 150 150 170 160 170 180 180 150 160 180 190 170 190 180 150 190 180 150 170 <150 170 160 170 170 160 170 160 160 170 150 180 150 180 150 >190 190 170 170 170 170 170 <150 170 180 170 180 180 170 170 150 170 180 160 170 160 170 190 160 170 190 160 160 190 180 180 160 170 170 160 150 >190 190 170 >190 190 150 180 180 160 190 150 > Mean 170 cm Mean < Mean 160 0 1 2−2 −1
  • 36. Putting random errors and p- values in context 36
  • 37. Meaning of P Value • P value tells us about plausibility of H0,(A=B) – Assumes H0 is true, what is probability of observed given expected – Example: Hypertension trial, Drug A>Drug B, p=.031, reject H0 – Example: Coin toss, 5 heads in a row  chance 37 .500.500 .250.250 .125.125 .063.063 .031.031
  • 39. Statistical Significance≠ Clinical Significance 39 Drug A ↓ BP 11 mm HgDrug A ↓ BP 11 mm Hg Drug B ↓ BP 10 mm HgDrug B ↓ BP 10 mm Hg ∆∆=1 mm Hg, p=.01, n=100k=1 mm Hg, p=.01, n=100k
  • 40. P value: Effect Size & SNR (variability) • Example: Weight loss pills vs. placebo: • Precise pill: 2 lb loss w/ sem of .9 lbs, p value < .05, reject H0 • Noisy pill: 10 lb loss w/ sem of 6 lbs, p value > .05, don’t reject H0 • Which pill is more effective? 40 0lbs 2 lbs 10 lbs
  • 41. Confidence limits vs. p values • P value says nothing about effect size or variability • 95% confidence limits: sample mean±2(sem) • Estimate of effect size and precision (variability) • 95%CI≠95% chance μ is w/in CI, more complex • CI does not include bias • Can be used for significance testing 4112 lbs10 lbs8 lbs0 lbs 95% CI
  • 42. What effects β Error/Power? • Power is P(Detecting real effect)  Sensitivity • β is P(Missing a real effect)  FN, random effects • Power=1-β • Power effects: –Level of α – Effect size – Sample variability – Sample size 42
  • 43. Clinical Research, 2x2 Table 43 Trial Result HA True HA False Positive TP FP (α) Type I → PPV Negative FN (β) Type II TN → NPV ↓ Power ↓ *p value Total
  • 46. 46 TP FP α=.05, Just Right Hole to reject H0
  • 48. What effects Power? 48 Use SNR Analogy Waldo=effect (signal), Others=variability/σ (noise) Waldo
  • 49. Power and sample size: Rachel’s coin 49
  • 50. Clinical Research, 2x2 Table 50 Trial Result HA True HA False Positive TP FP (α) Type I → PPV Negative FN (β) Type II TN → NPV ↓ Power ↓ *p value Total
  • 51. Prior Probability and Trial PPV/NPV 51 Eye of newt Rest of newt
  • 52. Placebo vs. Emesis for Plague 52
  • 53. Summary: Clinical Trial Results 53 True? Random? Bias?