2016
DOI: 10.1002/pst.1736
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Idle thoughts of a ‘well‐calibrated’ Bayesian in clinical drug development

Abstract: The use of Bayesian approaches in the regulated world of pharmaceutical drug development has not been without its difficulties or its critics. The recent Food and Drug Administration regulatory guidance on the use of Bayesian approaches in device submissions has mandated an investigation into the operating characteristics of Bayesian approaches and has suggested how to make adjustments in order that the proposed approaches are in a sense calibrated. In this paper, I present examples of frequentist calibration … Show more

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Cited by 34 publications
(49 citation statements)
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References 113 publications
(125 reference statements)
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“…However, it seems to be hidden knowledge in the Bayesian community that no power gain is possible when type I error needs to be controlled, which has been stated before by, for example, Psioda and Ibrahim (): “If one wishes to control the type I error rate in the traditional frequentist sense, all prior information must be disregarded in the analysis.” These authors also give a formal proof in case of the one‐sample one‐sided test of a normal endpoint in the context of power priors with fixed power parameter, that is, a situation where the same amount of prior information is incorporated independent of the data. Similarly, Grieve (), again in the context of constant borrowing of information, acknowledges, referring to FDA and CDRH (): “[...] requiring strict control of the type I error results in 100% discounting of the prior information. [...] This [...] is important in the context of the remark in the FDA's Bayesian guidance that ‘it may be appropriate to control the type I error at a less stringent level than when no prior information is used’.…”
Section: Introductionmentioning
confidence: 99%
“…However, it seems to be hidden knowledge in the Bayesian community that no power gain is possible when type I error needs to be controlled, which has been stated before by, for example, Psioda and Ibrahim (): “If one wishes to control the type I error rate in the traditional frequentist sense, all prior information must be disregarded in the analysis.” These authors also give a formal proof in case of the one‐sample one‐sided test of a normal endpoint in the context of power priors with fixed power parameter, that is, a situation where the same amount of prior information is incorporated independent of the data. Similarly, Grieve (), again in the context of constant borrowing of information, acknowledges, referring to FDA and CDRH (): “[...] requiring strict control of the type I error results in 100% discounting of the prior information. [...] This [...] is important in the context of the remark in the FDA's Bayesian guidance that ‘it may be appropriate to control the type I error at a less stringent level than when no prior information is used’.…”
Section: Introductionmentioning
confidence: 99%
“…The cut-points would have to change if we used vague priors. If the subgroup data are not consistent with the informative priors, the result could result in decreased power, particularly if δ values are not adjusted [6]. …”
Section: Discussionmentioning
confidence: 99%
“…Multiplicity adjustment is required to preserve the overall Type I error rate [5]. We calibrated [6] the operating characteristics in simulations to ensure the overall Type I error rate was close to 0.05 (one-sided) in all designs that used different statistical models.…”
Section: Introductionmentioning
confidence: 99%
“…Although Bayesian methods do not rely on the frequentist paradigm of repeated testing, it is still useful to test the frequentist operating characteristics of Bayesian methods (Rubin, 1984;Grieve, 2016). Unlike frequentist methods, whose operating characteristics are often well defined by construction, Bayesian methods are more flexible and so simulation studies must be used to determine how they perform.…”
Section: Operating Characteristics Definitionsmentioning
confidence: 99%
“…While a large increase is not acceptable, Grieve (2016) argues that a small increase should not prevent the use of Bayesian methods. Bayesian methods with informative priors necessarily have some increase in type I error probability compared to standard frequentist methods.…”
Section: Type I Errormentioning
confidence: 99%