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Borrowing historical information for non-inferiority trials on Covid-19 vaccines

  • Fulvio De Santis and Stefania Gubbiotti EMAIL logo
Published/Copyright: April 27, 2022

Abstract

Non-inferiority vaccine trials compare new candidates to active controls that provide clinically significant protection against a disease. Bayesian statistics allows to exploit pre-experimental information available from previous studies to increase precision and reduce costs. Here, historical knowledge is incorporated into the analysis through a power prior that dynamically regulates the degree of information-borrowing. We examine non-inferiority tests based on credible intervals for the unknown effects-difference between two vaccines on the log odds ratio scale, with an application to new Covid-19 vaccines. We explore the frequentist properties of the method and we address the sample size determination problem.


Corresponding author: Stefania Gubbiotti, Dipartimento di Scienze Statistiche, Sapienza University of Rome, Piazzale Aldo Moro n. 5, 00185 Roma, Italy, E-mail:

Ackwowledgements

The Authors would like to thank two anonymous reviewers for their helpful comments.

  1. Author contribution: All the authors have accepted responsibility for the entire content of this submitted manuscript and approved submission.

  2. Research funding: None declared.

  3. Conflict of interest statement: The authors declare no conflicts of interest regarding this article.

Appendix A

To determine the values of the power function η(ζ) defined in Eq. (4) we proceed as follows.

  1. Specify x h, n h, n e, n c, κ, δ, 1 − γ.

  2. Fix a design value θ c for θ c and find ξ c = log θ c 1 θ c .

  3. Set ξ e = ξ c δ ζ , with ζ = 0 under H 0 and ζ > 0 under H 1.

  4. Find θ e = e ξ e / 1 + e ξ e .

  5. Generate M values x c ( j ) from Binom n c , θ c and M values x e ( j ) from Binom n e , θ e .

  6. Compute ξ ̂ h = log x ̄ h 1 x ̄ h , ξ ̂ c ( j ) = log x ̄ c ( j ) 1 x ̄ c ( j ) , ξ ̂ e ( j ) = log x ̄ e ( j ) 1 x ̄ e ( j ) , j = 1, …, M.

  7. For each ξ ̂ c ( j ) , set a = 1 for full borrowing, a = 0 for null borrowing or compute a as a function of ξ ̂ c ( j ) and ξ ̂ h for dynamic borrowing (see Section 2.1).

  8. For each j = 1, …, M compute L ( j ) = θ ̂ ( j ) z 1 γ 2 / τ ̂ ( j ) (see step 7 of Section 2) where θ ̂ ( j ) and τ ̂ ( j ) are determined following steps 5 and 6 of Section 2.

  9. Compute the fraction of L (j) > δ and obtain the empirical type-I error (if ζ = 0) or the empirical power (if ζ > 0).

This scheme, used for Tables 1 and 2 and for Figures 2 and 3, is implemented with R [44]. Code is available upon request.

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Received: 2021-11-17
Revised: 2022-02-15
Accepted: 2022-03-28
Published Online: 2022-04-27

© 2022 Walter de Gruyter GmbH, Berlin/Boston

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