Small-sample confidence limits for parameters under inequality constraints with application to quantal bioassay

A family of methods is presented for constructing confidence limits for the parameters of a collection of distributions when a simple ordering is assumed among the parameters. The methods are shown to yield confidence limits that are exact or conservative for finite samples. For discrete distributions, one of the methods produces confidence limits that are at least as tight as the limits produced by a commonly used single-sample procedure. Confidence limits are demonstrated for a binomial quantal bioassay problem assuming a nondecreasing dose-response function. Results of a simulation study show that competing asymptotic methods can produce serious discrepancies between nominal and actual coverage probabilities for binomial samples of sizes up to 30, and demonstrate that the new approach can be competitive with the asymptotic methods when the latter maintain their nominal error rates.     

Estimation of a parameter and its exact confidence interval following sequential sample size reestimation trials

For confirmatory trials of regulatory decision making, it is important that adaptive designs under consideration provide inference with the correct nominal level, as well as unbiased estimates, and confidence intervals for the treatment comparisons in the actual trials. However, naive point estimate and its confidence interval are often biased in adaptive sequential designs. We develop a new procedure for estimation following a test from a sample size reestimation design. The method for obtaining an exact confidence interval and point estimate is based on a general distribution property of a pivot function of the Self-designing group sequential clinical trial by Shen and Fisher (1999, Biometrics55, 190-197). A modified estimate is proposed to explicitly account for futility stopping boundary with reduced bias when block sizes are small. The proposed estimates are shown to be consistent. The computation of the estimates is straightforward. We also provide a modified weight function to improve the power of the test. Extensive simulation studies show that the exact confidence intervals have accurate nominal probability of coverage, and the proposed point estimates are nearly unbiased with practical sample sizes.     

Lower Confidence Limits for the Positive Linear Combination of two Variances

An alternative method for determining the approximate lower confidence limits for the positive linear combination of two variances based on an approach similar to BULMER (1957) has been proposed. The probability coverage of the proposed alternative limits has been compared with the other existing methods.     

On Confidence Regions in Multiple Assays

In multiple assays a ‘Standard’ preparation is compared in a single assay with two or more ‘Test’ preparations (Finney, 1978, ch. 11). In addition to the estimation of the relative potency of the ‘Test’ preparations the question arises as to simultaneous confidence limits, or else a joint confidence region for these relative potencies. This paper compares a joint confidence region using a LR statistic with separate limits based on Fieller's theorem. These results are presented in an Example on a multiple assay of two tuberculin preparations A, B compared with a Standard one (data of Wadley, Finney, 1978, Table 11.1).     

Adaptive design: estimation and inference with censored data in a semiparametric model

In this article, we provide a method of estimation for the treatment effect in the adaptive design for censored survival data with or without adjusting for risk factors other than the treatment indicator. Within the semiparametric Cox proportional hazards model, we propose a bias-adjusted parameter estimator for the treatment coefficient and its asymptotic confidence interval at the end of the trial. The method for obtaining an asymptotic confidence interval and point estimator is based on a general distribution property of the final test statistic from the weighted linear rank statistics at the interims with or without considering the nuisance covariates. The computation of the estimates is straightforward. Extensive simulation studies show that the asymptotic confidence intervals have reasonable nominal probability of coverage, and the proposed point estimators are nearly unbiased with practical sample sizes.     

An interval estimation of expected response to selection

Summary A method is presented here for obtaining an interval estimate of expected response to selection based on results of a progeny test experiment. The structure of the constructed confidence limits is then examined for the influence of the numbers of lines and replicates on the precision of predicting the expected response to selection.     

Comparison of normal distribution–based and nonparametric decision limits on the GH‐2000 score for detecting growth hormone misuse (doping) in sport

This paper is motivated by the GH‐2000 biomarker test, though the discussion is applicable to other diagnostic tests. The GH‐2000 biomarker test has been developed as a powerful technique to detect growth hormone misuse by athletes, based on the GH‐2000 score. Decision limits on the GH‐2000 score have been developed and incorporated into the guidelines of the World Anti‐Doping Agency (WADA). These decision limits are constructed, however, under the assumption that the GH‐2000 score follows a normal distribution. As it is difficult to affirm the normality of a distribution based on a finite sample, nonparametric decision limits, readily available in the statistical literature, are viable alternatives. In this paper, we compare the normal distribution–based and nonparametric decision limits. We show that the decision limit based on the normal distribution may deviate significantly from the nominal confidence level or nominal FPR when the distribution of the GH‐2000 score departs only slightly from the normal distribution. While a nonparametric decision limit does not assume any specific distribution of the GH‐2000 score and always guarantees the nominal confidence level and FPR, it requires a much larger sample size than the normal distribution–based decision limit. Due to the stringent FPR of the GH‐2000 biomarker test used by WADA, the sample sizes currently available are much too small, and it will take many years of testing to have the minimum sample size required, in order to use the nonparametric decision limits. Large sample theory about the normal distribution–based and nonparametric decision limits is also developed in this paper to help understanding their behaviours when the sample size is large.     

Nonparametric confidence intervals for the ratio of marginal hazard rates of paired survival times

Paired survival times with potential censoring are often observed from two treatment groups in clinical trials and other types of clinical studies. The ratio of marginal hazard rates may be used to quantify the treatment effect in these studies. In this paper, a recently proposed nonparametric kernel method is used to estimate the marginal hazard rate, and the method of variance estimates recovery (MOVER) is used for the construction of the confidence intervals of a time‐dependent hazard ratio based on the confidence limits of a single marginal hazard rate. Two methods are proposed: one uses the delta method and another adopts the transformation method to construct confidence limits for the marginal hazard rate. Simulations are performed to evaluate the performance of the proposed methods. Real data from two clinical trials are analyzed using the proposed methods.     

Confidence Intervals for Microbial Density Using Serial Dilutions with MPN Estimates

An alteration to Woodward's methods is recommended for deriving a 1 — α confidence interval for microbial density using serial dilutions with most-probable-number (MPN) estimates. Outcomes of the serial dilution test are ordered by their MPNs. A lower limit for the confidence interval corresponding to an outcome y is the density for which y and all higher ordered outcomes have total probability α/2. An upper limit is derived in the analogous way. An alteration increases the lowest lower limits and decreases the highest upper limits. For comparison, a method that is optimal in the sense of null hypothesis rejection is described. This method ranks outcomes dependent upon the microbial density in question, using proportional first derivatives of the probabilities. These and currently used methods are compared. The recommended method is shown to be more desirable in certain respects, although resulting in slightly wider confidence intervals than De Man's (1983) method.     

Confidence Limits for the Ratio of Two Binomial Proportions Based on Likelihood Scores: Non-Iterative Method

The interval estimation of the ratio of two binomial proportions based on the score statistic is superior over other methods. Iterative algorithms for calculating the approximate confidence interval have been provided by, e.g., KOOPMAN (1984, Biometrics 40:513–517) and GART and NAM (1988a, Biometrics 44:323–338). This note presents the analytical solutions for upper and lower confidence limits in a closed form and gives examples for numerical illustration. The non-iterative method is generally more desirable than the iterative method.     

Test‐compatible confidence intervals for adaptive two‐stage single‐arm designs with binary endpoint

Inference after two‐stage single‐arm designs with binary endpoint is challenging due to the nonunique ordering of the sampling space in multistage designs. We illustrate the problem of specifying test‐compatible confidence intervals for designs with nonconstant second‐stage sample size and present two approaches that guarantee confidence intervals consistent with the test decision. Firstly, we extend the well‐known Clopper–Pearson approach of inverting a family of two‐sided hypothesis tests from the group‐sequential case to designs with fully adaptive sample size. Test compatibility is achieved by using a sample space ordering that is derived from a test‐compatible estimator. The resulting confidence intervals tend to be conservative but assure the nominal coverage probability. In order to assess the possibility of further improving these confidence intervals, we pursue a direct optimization approach minimizing the mean width of the confidence intervals. While the latter approach produces more stable coverage probabilities, it is also slightly anti‐conservative and yields only negligible improvements in mean width. We conclude that the Clopper–Pearson‐type confidence intervals based on a test‐compatible estimator are the best choice if the nominal coverage probability is not to be undershot and compatibility of test decision and confidence interval is to be preserved.     

Unconditional Exact Tests for Equivalence or Noninferiority for Paired Binary Endpoints

Problems of establishing equivalence or noninferiority between two medical diagnostic procedures involve comparisons of the response rates between correlated proportions. When the sample size is small, the asymptotic tests may not be reliable. This article proposes an unconditional exact test procedure to assess equivalence or noninferiority. Two statistics, a sample-based test statistic and a restricted maximum likelihood estimation (RMLE)-based test statistic, to define the rejection region of the exact test are considered. We show the p-value of the proposed unconditional exact tests can be attained at the boundary point of the null hypothesis. Assessment of equivalence is often based on a comparison of the confidence limits with the equivalence limits. We also derive the unconditional exact confidence intervals on the difference of the two proportion means for the two test statistics. A typical data set of comparing two diagnostic procedures is analyzed using the proposed unconditional exact and asymptotic methods. The p-value from the unconditional exact tests is generally larger than the p-value from the asymptotic tests. In other words, an exact confidence interval is generally wider than the confidence interval obtained from an asymptotic test.     

An Alternative Approach for the Assessment of Bioequivalence Between Two Formulations of a Drug

The problem of the assessment of bioequivalence between a test formulation (T) and a reference formulation (R) of a drug using a two-way crossover experiment is considered. To claim bioequivalence between two formulations, it is required by the United States Food and Drug Administration (FDA) to demonstrate that the true ratio of means μT/μR of pharmacokinetic parameters of concern falls within some reasonable limits (e.g., (80%, 120%)) with certain assurance. A commonly used approach is to construct an approximate 90% confidence interval for μT/μR and compare it with (80%, 120%). In this paper, an exact approach according to the FDA's criteria is proposed. The proposed procedure is derived by constructing an exact confidence region (an ellipse) for (μR, μT) and comparing it with the region bounded by μT = 0.8 μR and μT = 1.2 μR. Bioequivalence is concluded if the ellipse is within the critical region.     

An Improvement of the Westlake Symmetric Confidence Interval

A common statistical method for assessing bioequivalence of two formulations of a chemical substance is the symmetric confidence interval of WESTLAKE (1972). As mentioned by WEST -LAKE (1981) and SCHUIRMAN (1981) a more powerful method consists of two one-sided t-tests. An (1-α)-confidence interval consistent with the two one-sided t-tests procedure is given by [min(α, 0), max (0, b)] where [a, b] is the conventional (1–2α)-confidence interval of the t-test. This “central” confidence interval is always a strict subset of the symmetric confidence interval and thus has more power in proving bioequivalence. The central confidence interval has properties comparable with those of the conventional one-sided confidence intervals.     

Symmetric tests and confidence intervals for survival probabilities and quantiles of censored survival data

We describe existing tests and introduce two new tests concerning the value of a survival function. These tests may be used to construct a confidence interval for the survival probability at a given time or for a quantile of the survival distribution. Simulation studies show that error rates can differ substantially from their nominal values, particularly at survival probabilities close to zero or one. We recommend our new constrained bootstrap test for its good overall performance.     

Confidence intervals for directly standardized rates using mid‐p gamma intervals

Directly standardized rates continue to be an integral tool for presenting rates for diseases that are highly dependent on age, such as cancer. Statistically, these rates are modeled as a weighted sum of Poisson random variables. This is a difficult statistical problem, because there are k observed Poisson variables and k unknown means. The gamma confidence interval has been shown through simulations to have at least nominal coverage in all simulated scenarios, but it can be overly conservative. Previous modifications to that method have closer to nominal coverage on average, but they do not achieve the nominal coverage bound in all situations. Further, those modifications are not central intervals, and the upper coverage error rate can be substantially more than half the nominal error. Here we apply a mid‐p modification to the gamma confidence interval. Typical mid‐p methods forsake guaranteed coverage to get coverage that is sometimes higher and sometimes lower than the nominal coverage rate, depending on the values of the parameters. The mid‐p gamma interval does not have guaranteed coverage in all situations; however, in the (not rare) situations where the gamma method is overly conservative, the mid‐p gamma interval often has at least nominal coverage. The mid‐p gamma interval is especially appropriate when one wants a central interval, since simulations show that in many situations both the upper and lower coverage error rates are on average less than or equal to half the nominal error rate.     

Benchmark dose calculation from epidemiological data

A threshold for dose-dependent toxicity is crucial for standards setting but may not be possible to specify from empirical studies. Crump (1984) instead proposed calculating the lower statistical confidence bound of the benchmark dose, which he defined as the dose that causes a small excess risk. This concept has several advantages and has been adopted by regulatory agencies for establishing safe exposure limits for toxic substances such as mercury. We have examined the validity of this method as applied to an epidemiological study of continuous response data associated with mercury exposure. For models that are linear in the parameters, we derived an approximative expression for the lower confidence bound of the benchmark dose. We find that the benchmark calculations are highly dependent on the choice of the dose-effect function and the definition of the benchmark dose. We therefore recommend that several sets of biologically relevant default settings be used to illustrate the effect on the benchmark results and to stimulate research that will guide an a priori choice of proper default settings.     

Unbiased Confidence Intervals for the Odds Ratio of Two Independent Binomial Samples with Application to Case–Control Data

The problem of confidence interval construction for the odds ratio of two independent binomial samples is considered. Two methods of eliminating the nuisance parameter from the exact likelihood, conditioning and maximization, are described. A conditionally exact tail method exists by putting together upper and lower bounds. A shorter interval can be obtained by simultaneous consideration of both tails. We present here new methods that extend the tail and simultaneous approaches to the maximized likelihood. The methods are unbiased and applicable to case-control data, for which the odds ratio is important. The confidence interval procedures are compared unconditionally for small sample sizes in terms of their expected length and coverage probability. A Bayesian confidence interval method and a large-sample chi2 procedure are included in the comparisons.     

Estimation of heritability from varietal trials data

We present the estimation of heritabilities of an observed trait in situations where evaluation of several pure breeding lines is performed in a trial at a single location and in trials from several locations. For the single location situation, we evaluate exact confidence intervals, the probability of invalid estimates, and the percentage points of the distribution of heritability. Simulations were performed to numerically verify the results. Additionally, approximations to the bias and standard error of the estimate were obtained and are presented along with their simulated values and coefficients of skewness and kurtosis. For trials in several locations, explicit expressions for exact values of confidence limits are not available. Further, one would require knowledge of one more parameter, represented by the ratio of genotype x environment (G x E) interaction variance to error variance, in addition to the number of genotypes, replication and true heritability value. Approximations were made for bias and the standard error of estimates of heritability. The evaluation of the distribution of heritability and its moments was recognized as a problem of the linear function of an independent chi-square. The methods have been illustrated by data from experiments on grain and straw yield of 64 barley genotypes evaluated at three locations.