Sample Size Determination for Designing a Strata-Matched Case-Control Study to Detect Multiple Risk Factors

Investigations of sample size for planning case-control studies have usually been limited to detecting a single factor. In this paper, we investigate sample size for multiple risk factors in strata-matched case-control studies. We construct an omnibus statistic for testing M different risk factors based on the jointly sufficient statistics of parameters associated with the risk factors. The statistic is non-iterative, and it reduces to the Cochran statistic when M = 1. The asymptotic power function of the test is a non-central chi-square with M degrees of freedom and the sample size required for a specific power can be obtained by the inverse relationship. We find that the equal sample allocation is optimum. A Monte Carlo experiment demonstrates that an approximate formula for calculating sample size is satisfactory in typical epidemiologic studies. An approximate sample size obtained using Bonferroni's method for multiple comparisons is much larger than that obtained using the omnibus test. Approximate sample size formulas investigated in this paper using the omnibus test, as well as the individual tests, can be useful in designing case-control studies for detecting multiple risk factors.     

Evaluating sampling designs by computer simulation: a case study with the Missouri bladderpod

To effectively manage rare populations, accurate monitoring data are critical. Yet many monitoring programs are initiated without careful consideration of whether chosen sampling designs will provide accurate estimates of population parameters. Obtaining accurate estimates is especially difficult when natural variability is high, or limited budgets determine that only a small fraction of the population can be sampled. The Missouri bladderpod, Lesquerella filiformis Rollins, is a federally threatened winter annual that has an aggregated distribution pattern and exhibits dramatic interannual population fluctuations. Using the simulation program SAMPLE, we evaluated five candidate sampling designs appropriate for rare populations, based on 4 years of field data: (1) simple random sampling, (2) adaptive simple random sampling, (3) grid-based systematic sampling, (4) adaptive grid-based systematic sampling, and (5) GIS-based adaptive sampling. We compared the designs based on the precision of density estimates for fixed sample size, cost, and distance traveled. Sampling fraction and cost were the most important factors determining precision of density estimates, and relative design performance changed across the range of sampling fractions. Adaptive designs did not provide uniformly more precise estimates than conventional designs, in part because the spatial distribution of L. filiformis was relatively widespread within the study site. Adaptive designs tended to perform better as sampling fraction increased and when sampling costs, particularly distance traveled, were taken into account. The rate that units occupied by L. filiformis were encountered was higher for adaptive than for conventional designs. Overall, grid-based systematic designs were more efficient and practically implemented than the others. Electronic supplementary material  The online version of this article (doi:) contains supplementary material, which is available to authorized users.     

Relative Efficiency of the Case-Control to the Cohort Design in Epidemiology

In deriving the efficiency of the stratified to the simple random sample design in survey research, the critical link between the designs is the population analysis of variance. Analogously, the efficiency of the case-control to the cohort design in epidemiologic research can be derived using Bayes' theorem as the essential connection between the designs. Prior information on the odds of the disease is also required. A numerical example using data from Fleiss' text is used to illustrate the result.     

Adaptive Two Stage Designs and the Conditional Error Function

Proschan and Hunsberger (1995) suggest the use of a conditional error function to construct a two stage test that meets the α level and allows a very flexible reassessment of the sample size after the interim analysis. In this note we show that several adaptive designs can be formulated in terms of such an error function. The conditional power function defined similarly provides a simple method for sample size reassessment in adaptive two stage designs.     

A General Unified Framework to Assess the Sampling Variance of Heritability Estimates Using Pedigree or Marker-Based Relationships

Heritability is a population parameter of importance in evolution, plant and animal breeding, and human medical genetics. It can be estimated using pedigree designs and, more recently, using relationships estimated from markers. We derive the sampling variance of the estimate of heritability for a wide range of experimental designs, assuming that estimation is by maximum likelihood and that the resemblance between relatives is solely due to additive genetic variation. We show that well-known results for balanced designs are special cases of a more general unified framework. For pedigree designs, the sampling variance is inversely proportional to the variance of relationship in the pedigree and it is proportional to 1/N, whereas for population samples it is approximately proportional to 1/N², where N is the sample size. Variation in relatedness is a key parameter in the quantification of the sampling variance of heritability. Consequently, the sampling variance is high for populations with large recent effective population size (e.g., humans) because this causes low variation in relationship. However, even using human population samples, low sampling variance is possible with high N.     

Statistical Inference for a Two‐Stage Outcome‐Dependent Sampling Design with a Continuous Outcome

Summary The two‐stage case–control design has been widely used in epidemiology studies for its cost‐effectiveness and improvement of the study efficiency ( White, 1982 , American Journal of Epidemiology 115, 119–128; Breslow and Cain, 1988 , Biometrika 75, 11–20). The evolution of modern biomedical studies has called for cost‐effective designs with a continuous outcome and exposure variables. In this article, we propose a new two‐stage outcome‐dependent sampling (ODS) scheme with a continuous outcome variable, where both the first‐stage data and the second‐stage data are from ODS schemes. We develop a semiparametric empirical likelihood estimation for inference about the regression parameters in the proposed design. Simulation studies were conducted to investigate the small‐sample behavior of the proposed estimator. We demonstrate that, for a given statistical power, the proposed design will require a substantially smaller sample size than the alternative designs. The proposed method is illustrated with an environmental health study conducted at National Institutes of Health.     

Power and sample size estimation in microarray studies

Background  

Before conducting a microarray experiment, one important issue that needs to be determined is the number of arrays required in order to have adequate power to identify differentially expressed genes. This paper discusses some crucial issues in the problem formulation, parameter specifications, and approaches that are commonly proposed for sample size estimation in microarray experiments. Common methods for sample size estimation are formulated as the minimum sample size necessary to achieve a specified sensitivity (proportion of detected truly differentially expressed genes) on average at a specified false discovery rate (FDR) level and specified expected proportion (π ₁) of the true differentially expression genes in the array. Unfortunately, the probability of detecting the specified sensitivity in such a formulation can be low. We formulate the sample size problem as the number of arrays needed to achieve a specified sensitivity with 95% probability at the specified significance level. A permutation method using a small pilot dataset to estimate sample size is proposed. This method accounts for correlation and effect size heterogeneity among genes.     

Adaptive Cluster Sampling in the Context of Restoration

Abundance is an important population state variable for monitoring restoration progress. Efficient sampling often proves difficult, however, when populations are sparse and patchily distributed, such as early after restoration planting. Adaptive cluster sampling (ACS) can help by concentrating search effort in high density areas, improving the encounter rate and the ability to detect a population change over time. To illustrate the problem, I determined conventional design sample sizes for estimating abundance of 12 natural populations and 24 recently planted populations (divided among two preserves) of Lupinus perennis L. (wild blue lupine). I then determined the variance efficiency of ACS relative to simple random sampling at fixed effort and cost for 10 additional planted populations in two habitats (field vs. shrubland). Conventional design sample sizes to estimate lupine stem density with 10% or 20% margins of error were many times greater than initial sample size and would require sampling at least 90% of the study area. Differences in effort requirements were negligible for the two preserves and natural versus planted populations. At fixed sample size, ACS equaled or outperformed simple random sampling in 40% of populations; this shifted to 50% after correcting for travel time among sample units. ACS appeared to be a better strategy for inter‐seeded shrubland habitat than for planted field habitat. Restoration monitoring programs should consider adaptive sampling designs, especially when reliable abundance estimation under conventional designs proves elusive.     

Cost-efficient study designs for binary response data with Gaussian covariate measurement error.

When mismeasurement of the exposure variable is anticipated, epidemiologic cohort studies may be augmented to include a validation study, where a small sample of data relating the imperfect exposure measurement method to the better method is collected. Optimal study designs (i.e., least expensive subject to specified power constraints) are developed that give the overall sample size and proportion of the overall sample size allocated to the validation study. If better exposure measurements can be collected on a sample of subjects, an optimal design can be suggested that conforms to realistic budgetary constraints. The properties of three designs--those that include an internal validation study, those where the validated subsample is derived from subjects external to the primary investigation, and those that use the better method of exposure assessment on all subjects--are compared. The proportion of overall study resources allocated to the validation substudy increases with increasing sample disease frequency, decreasing unit cost of the superior exposure measurement relative to the imperfect one, increasing unit cost of outcome ascertainment, increasing distance between two alternative values of the relative risk between which the study is designed to discriminate, and increasing magnitude of hypothesized values. This proportion also depends in a nonlinear fashion on the severity of measurement error, and when the validation study is internal, measurement error reaches a point after which the optimal design is the smaller, fully validated one.     

Blinded sample size recalculation in multiple composite population designs with normal data and baseline adjustments

The increasing interest in subpopulation analysis has led to the development of various new trial designs and analysis methods in the fields of personalized medicine and targeted therapies. In this paper, subpopulations are defined in terms of an accumulation of disjoint population subsets and will therefore be called composite populations. The proposed trial design is applicable to any set of composite populations, considering normally distributed endpoints and random baseline covariates. Treatment effects for composite populations are tested by combining p-values, calculated on the subset levels, using the inverse normal combination function to generate test statistics for those composite populations while the closed testing procedure accounts for multiple testing. Critical boundaries for intersection hypothesis tests are derived using multivariate normal distributions, reflecting the joint distribution of composite population test statistics given no treatment effect exists. For sample size calculation and sample size, recalculation multivariate normal distributions are derived which describe the joint distribution of composite population test statistics under an assumed alternative hypothesis. Simulations demonstrate the absence of any practical relevant inflation of the type I error rate. The target power after sample size recalculation is typically met or close to being met.     

Testing Equivalence Simultaneously for Location and Dispersion of two Normally Distributed Populations

In clinical trials with an active control usually therapeutical equivalence of a new treatment is investigated by looking at a location parameter of the distributions of the primary efficacy variable. But even if the location parameters are close to each other existing differences in variability may be connected with different risks for under or over treatment in an individual patient. Assuming normally distributed responses a multiple test procedure applying two shifted one-sided t-tests for the mean and accordingly two one-sided F-tests for the variances is proposed. Equivalence in location and variability is established if all four tests lead to a rejection at the (one-sided) level α. A conservative procedure “correcting” the t-tests for heteroscedasticity is derived. The choice of a design in terms of the global level α, the global power, the relevant deviations in the population means and variances, as well as the sample size is outlined. Numerical calculations of the actual level and power for the proposed designs show, that for balanced sample sizes the classical uncorrected one-sided t-tests can be used safely without exaggerating the global type I error probability. Finally an example is given.     

The relative power of genome scans to detect local adaptation depends on sampling design and statistical method

Although genome scans have become a popular approach towards understanding the genetic basis of local adaptation, the field still does not have a firm grasp on how sampling design and demographic history affect the performance of genome scans on complex landscapes. To explore these issues, we compared 20 different sampling designs in equilibrium (i.e. island model and isolation by distance) and nonequilibrium (i.e. range expansion from one or two refugia) demographic histories in spatially heterogeneous environments. We simulated spatially complex landscapes, which allowed us to exploit local maxima and minima in the environment in ‘pair’ and ‘transect’ sampling strategies. We compared F_ST outlier and genetic–environment association (GEA) methods for each of two approaches that control for population structure: with a covariance matrix or with latent factors. We show that while the relative power of two methods in the same category (F_ST or GEA) depended largely on the number of individuals sampled, overall GEA tests had higher power in the island model and F_ST had higher power under isolation by distance. In the refugia models, however, these methods varied in their power to detect local adaptation at weakly selected loci. At weakly selected loci, paired sampling designs had equal or higher power than transect or random designs to detect local adaptation. Our results can inform sampling designs for studies of local adaptation and have important implications for the interpretation of genome scans based on landscape data.     

Measures of precision for dissimilarity‐based multivariate analysis of ecological communities

Ecological studies require key decisions regarding the appropriate size and number of sampling units. No methods currently exist to measure precision for multivariate assemblage data when dissimilarity‐based analyses are intended to follow. Here, we propose a pseudo multivariate dissimilarity‐based standard error (MultSE) as a useful quantity for assessing sample‐size adequacy in studies of ecological communities. Based on sums of squared dissimilarities, MultSE measures variability in the position of the centroid in the space of a chosen dissimilarity measure under repeated sampling for a given sample size. We describe a novel double resampling method to quantify uncertainty in MultSE values with increasing sample size. For more complex designs, values of MultSE can be calculated from the pseudo residual mean square of a permanova model, with the double resampling done within appropriate cells in the design. R code functions for implementing these techniques, along with ecological examples, are provided.     

Disease and Polygenic Architecture: Avoid Trio Design and Appropriately Account for Unscreened Control Subjects for Common Disease

Genome-wide association studies (GWASs) are an optimal design for discovery of disease risk loci for diseases whose underlying genetic architecture includes many common causal loci of small effect (a polygenic architecture). We consider two designs that deserve careful consideration if the true underlying genetic architecture of the trait is polygenic: parent-offspring trios and unscreened control subjects. We assess these designs in terms of quantification of the total contribution of genome-wide genetic markers to disease risk (SNP heritability) and power to detect an associated risk allele. First, we show that trio designs should be avoided when: (1) the disease has a lifetime risk > 1%; (2) trio probands are ascertained from families with more than one affected sibling under which scenario the SNP heritability can drop by more than 50% and power can drop as much as from 0.9 to 0.15 for a sample of 20,000 subjects; or (3) assortative mating occurs (spouse correlation of the underlying liability to the disorder), which decreases the SNP heritability but not the power to detect a single locus in the trio design. Some studies use unscreened rather than screened control subjects because these can be easier to collect; we show that the estimated SNP heritability should then be scaled by dividing by (1 − K × u)² for disorders with population prevalence K and proportion of unscreened control subjects u. When omitting to scale appropriately, the SNP heritability of, for example, major depressive disorder (K = 0.15) would be underestimated by 28% when none of the control subjects are screened.     

Analysis of an SEIRS epidemic model with two delays

 A disease transmission model of SEIRS type with exponential demographic structure is formulated. All newborns are assumed susceptible, there is a natural death rate constant, and an excess death rate constant for infective individuals. Latent and immune periods are assumed to be constants, and the force of infection is assumed to be of the standard form, namely proportional to I(t)/N(t) where N(t) is the total (variable) population size and I(t) is the size of the infective population. The model consists of a set of integro-differential equations. Stability of the disease free proportion equilibrium, and existence, uniqueness, and stability of an endemic proportion equilibrium, are investigated. The stability results are stated in terms of a key threshold parameter. More detailed analyses are given for two cases, the SEIS model (with no immune period), and the SIRS model (with no latent period). Several threshold parameters quantify the two ways that the disease can be controlled, by forcing the number or the proportion of infectives to zero. Received 8 May 1995; received in revised form 7 November 1995     

Impact of mating design on selection response in Brassica rapa L.

The impact of four mating designs on selection response for leaf area was assessed at four different population sizes, using fast-cycling Brassica rapa L. Mating designs were either balanced (partial diallel or pair mating) or unbalanced (factorial mating designs with either one or two testers). When balanced, the mating designs required different numbers of crossings for the same number of parents: the partial diallel design, in the configuration retained here, required three times as many crossings as pair mating. Population sizes were 4, 8, 16, and 32. The percentage of selected individuals was kept constant at 25%. Despite an average estimated heritability around 0.4, the overall response to selection after five generations was fairly weak in all three replicates. For a given population size, selection response was larger under balanced mating designs than under unbalanced ones. There was no difference among balanced mating designs. Both results indicate that effective population size is more important than population size or the number of crossings in maintaining genetic gain.     

Sample Size Calculations for the Mean in a Two Component Nonstandard Mixture Distribution

We are concerned with calculating the sample size required for estimating the mean of the continuous distribution in the context of a two component nonstandard mixture distribution (i.e., a mixture of an identifiable point degenerate function F at a constant with probability P and a continuous distribution G with probability 1 – P). A common ad hoc procedure of escalating the naïve sample size n (calculated under the assumption of no point degenerate function F) by a factor of 1/(1 – P), has about 0.5 probability of achieving the pre‐specified statistical power. Such an ad hoc approach may seriously underestimate the necessary sample size and jeopardize inferences in scientific investigations. We argue that sample size calculations in this context should have a pre‐specified probability of power ≥1 – β set by the researcher at a level greater than 0.5. To that end, we propose an exact method and an approximate method to calculate sample size in this context so that the pre‐specified probability of achieving a desired statistical power is determined by the researcher. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Optimization of traps for live trapping of Pine Wood Nematode vector Monochamus galloprovincialis

The pine sawyer beetle Monochamus galloprovincialis, a secondary pest of pines in Europe and North Africa, has become important as it was identified as the vector in Europe of Bursaphelenchus xylophilus, the causal agent of pine wilt disease (PWD). An effective trapping system is needed, not only for monitoring the insect vector but also for direct control of its population. Trapping may also provide key information on the nematode load carried by the beetles, allowing early detection of infections, provided that captured beetles remain alive within the trap. Highly effective attractants have been developed in recent years that are commonly used in combination with diverse standard trap designs. In this study, several trap designs were developed and compared to commercial standard models in order to determine which designs maximized the number of attracted insects actually caught and the proportion of them remaining alive. In total, 12 trap designs were evaluated in five field experiments carried out in France, Spain and Portugal. Teflon coating applied to the whole trap and extended, ventilated collecting cups resulted in a significant improvement of trap performance. These modifications led to significant increases of pine sawyer catches, up to 275%, when applied to multiple‐funnel or black cross‐vane traps, compared to standard designs. Furthermore, a significant proportion of the captured beetles remained alive within the trap. These findings have been used to develop new commercial traps (Econex Multifunnel‐12^® and Crosstrap^®; Econex, Murcia, Spain) available to forest managers. A model for insect survival within the trap was also fitted. Elapsed time between consecutive samplings, mean relative humidity and maximum radiation were the three most significant variables. Thus, traps should provide a suitable sample of live insects if sun exposure of the trap is minimized and a reasonable sampling schedule is implemented.     

Hierarchical multi-scale occupancy estimation for monitoring wildlife populations

Occupancy estimation is an effective analytic framework, but requires repeated surveys of a sample unit to estimate the probability of detection. Detection rates can be estimated from spatially replicated rather than temporally replicated surveys, but this may violate the closure assumption and result in biased estimates of occupancy. We present a new application of a multi-scale occupancy model that permits the simultaneous use of presence–absence data collected at 2 spatial scales and uses a removal design to estimate the probability of detection. Occupancy at the small scale corresponds to local territory occupancy, whereas occupancy at the large scale corresponds to regional occupancy of the sample units. Small-scale occupancy also corresponds to a spatial availability or coverage parameter where a species may be unavailable for sampling at a fraction of the survey stations. We applied the multi-scale occupancy model to a hierarchical sample design for 2 bird species in the Black Hills National Forest: brown creeper (Certhia americana) and lark sparrow (Chondestes grammacus). Our application of the multi-scale occupancy model is particularly well suited for hierarchical sample designs, such as spatially replicated survey stations within sample units that are typical of avian monitoring programs. The model appropriately accounts for the non-independence of the spatially replicated survey stations, addresses the closure assumption for the spatially replicated survey stations, and is useful for decomposing the observation process into detection and availability parameters. This analytic approach is likely to be useful for monitoring at local and regional scales, modeling multi-scale habitat relationships, and estimating population state variables for rare species of conservation concern. © 2011 The Wildlife Society.     

Adaptive patient enrichment designs in therapeutic trials

The utility of clinical trial designs with adaptive patient enrichment is investigated in an adequate and well‐controlled trial setting. The overall treatment effect is the weighted average of the treatment effects in the mutually exclusive subsets of the originally intended entire study population. The adaptive enrichment approaches permit assessment of treatment effect that may be applicable to specific nested patient (sub)sets due to heterogeneous patient characteristics and/or differential response to treatment, e.g. a responsive patient subset versus a lack of beneficial patient subset, in all patient (sub)sets studied. The adaptive enrichment approaches considered include three adaptive design scenarios: (i) total sample size fixed and with futility stopping, (ii) sample size adaptation and futility stopping, and (iii) sample size adaptation without futility stopping. We show that regardless of whether the treatment effect eventually assessed is applicable to the originally studied patient population or only to the nested patient subsets; it is possible to devise an adaptive enrichment approach that statistically outperforms one‐size‐fits‐all fixed design approach and the fixed design with a pre‐specified multiple test procedure. We emphasize the need of additional studies to replicate the finding of a treatment effect in an enriched patient subset. The replication studies are likely to need fewer number of patients because of an identified treatment effect size that is larger than the diluted overall effect size. The adaptive designs, when applicable, are along the line of efficiency consideration in a drug development program.