Power calculations for matched case-control studies

Power calculations are derived for matched case-control studies in terms of the probability po of exposure among the control patients, the correlation coefficient phi for exposure between matched case and control patients, and the odds ratio psi for exposure in case and control patients. For given Type I and Type II error probabilities alpha and beta, the odds ratio that can be detected with a given sample size is derived as well as the sample size needed to detect a specified value of the odds ratio. Graphs are presented for paired designs that show the relationship between sample size and power for alpha = .05, beta = .2, and different values of po, phi, and psi. The sample size needed for designs involving M matched control patients can be derived from these graphs by means of a simple equation. These results quantify the loss of power associated with increasing correlation between the exposure status of matched case and control patients. Sample size requirements are also greatly increased for values of po near 0 or 1. The relationship between sample size, psi, phi, and po is discussed and illustrated by examples.     

Sample size determination for establishing equivalence/noninferiority via ratio of two proportions in matched-pair design

In this article, we propose approximate sample size formulas for establishing equivalence or noninferiority of two treatments in match-pairs design. Using the ratio of two proportions as the equivalence measure, we derive sample size formulas based on a score statistic for two types of analyses: hypothesis testing and confidence interval estimation. Depending on the purpose of a study, these formulas can be used to provide a sample size estimate that guarantees a prespecified power of a hypothesis test at a certain significance level or controls the width of a confidence interval with a certain confidence level. Our empirical results confirm that these score methods are reliable in terms of true size, coverage probability, and skewness. A liver scan detection study is used to illustrate the proposed methods.     

Sample size recalculation in multicenter randomized controlled clinical trials based on noncomparative data

Many late-phase clinical trials recruit subjects at multiple study sites. This introduces a hierarchical structure into the data that can result in a power-loss compared to a more homogeneous single-center trial. Building on a recently proposed approach to sample size determination, we suggest a sample size recalculation procedure for multicenter trials with continuous endpoints. The procedure estimates nuisance parameters at interim from noncomparative data and recalculates the sample size required based on these estimates. In contrast to other sample size calculation methods for multicenter trials, our approach assumes a mixed effects model and does not rely on balanced data within centers. It is therefore advantageous, especially for sample size recalculation at interim. We illustrate the proposed methodology by a study evaluating a diabetes management system. Monte Carlo simulations are carried out to evaluate operation characteristics of the sample size recalculation procedure using comparative as well as noncomparative data, assessing their dependence on parameters such as between-center heterogeneity, residual variance of observations, treatment effect size and number of centers. We compare two different estimators for between-center heterogeneity, an unadjusted and a bias-adjusted estimator, both based on quadratic forms. The type 1 error probability as well as statistical power are close to their nominal levels for all parameter combinations considered in our simulation study for the proposed unadjusted estimator, whereas the adjusted estimator exhibits some type 1 error rate inflation. Overall, the sample size recalculation procedure can be recommended to mitigate risks arising from misspecified nuisance parameters at the planning stage.     

Bayesian semiparametric modeling for matched case-control studies with multiple disease states

We present a Bayesian approach to analyze matched "case-control" data with multiple disease states. The probability of disease development is described by a multinomial logistic regression model. The exposure distribution depends on the disease state and could vary across strata. In such a model, the number of stratum effect parameters grows in direct proportion to the sample size leading to inconsistent MLEs for the parameters of interest even when one uses a retrospective conditional likelihood. We adopt a semiparametric Bayesian framework instead, assuming a Dirichlet process prior with a mixing normal distribution on the distribution of the stratum effects. We also account for possible missingness in the exposure variable in our model. The actual estimation is carried out through a Markov chain Monte Carlo numerical integration scheme. The proposed methodology is illustrated through simulation and an example of a matched study on low birth weight of newborns (Hosmer, D. A. and Lemeshow, S., 2000, Applied Logistic Regression) with two possible disease groups matched with a control group.     

Matched Case—Control Data Analysis with Selection Bias

Case-control studies offer a rapid and efficient way to evaluate hypotheses. On the other hand, proper selection of the controls is challenging, and the potential for selection bias is a major weakness. Valid inferences about parameters of interest cannot be drawn if selection bias exists. Furthermore, the selection bias is difficult to evaluate. Even in situations where selection bias can be estimated, few methods are available. In the matched case-control Northern Manhattan Stroke Study (NOMASS), stroke-free controls are sampled in two stages. First, a telephone survey ascertains demographic and exposure status from a large random sample. Then, in an in-person interview, detailed information is collected for the selected controls to be used in a matched case-control study. The telephone survey data provides information about the selection probability and the potential selection bias. In this article, we propose bias-corrected estimators in a case-control study using a joint estimating equation approach. The proposed bias-corrected estimate and its standard error can be easily obtained by standard statistical software.     

Case-control studies of genetic markers: power and sample size approximations for Armitage's test for trend

The association of a candidate gene with disease can be efficiently evaluated by a case-control study in which allele frequencies are compared for diseased cases and unaffected controls. However, when the distribution of genotypes in the population deviates from Hardy-Weinberg proportions, the frequency of genotypes--rather than alleles--should be compared by the Armitage test for trend. We present formulas for power and sample size for studies that use Armitage's trend test. The formulas make no assumptions about Hardy-Weinberg equilibrium, but do assume random ascertainment of cases and controls, all of whom are independent of one another. We demonstrate the accuracy of the formulas by simulations.     

A note on comparing exposure data to a regulatory limit in the presence of unexposed and a limit of detection

In some occupational health studies, observations occur in both exposed and unexposed individuals. If the levels of all exposed individuals have been detected, a two-part zero-inflated log-normal model is usually recommended, which assumes that the data has a probability mass at zero for unexposed individuals and a continuous response for values greater than zero for exposed individuals. However, many quantitative exposure measurements are subject to left censoring due to values falling below assay detection limits. A zero-inflated log-normal mixture model is suggested in this situation since unexposed zeros are not distinguishable from those exposed with values below detection limits. In the context of this mixture distribution, the information contributed by values falling below a fixed detection limit is used only to estimate the probability of unexposed. We consider sample size and statistical power calculation when comparing the median of exposed measurements to a regulatory limit. We calculate the required sample size for the data presented in a recent paper comparing the benzene TWA exposure data to a regulatory occupational exposure limit. A simulation study is conducted to investigate the performance of the proposed sample size calculation methods.     

Attributable risk estimation from matched case-control data

A methodology is proposed for obtaining summary estimators, variances, and confidence intervals for attributable risk measures from data obtained through a case-control study design where one or more controls have been matched to each case. The sampling design for obtaining these data is conceptualized as a simple random sample of cases being equivalent to a simple random sample of matched sets. By combining information across the strata determined by the matched sets, this approach provides all of the benefits associated with the Mantel-Haenszel procedure for the estimators of attributable risk among the exposed and population attributable risk. Asymptotic variances are derived under the assumption that the frequencies of the unique response patterns follow the multinomial distribution. Simulation results indicate that these methods fare very well with respect to bias and coverage probability.     

When species accumulation curves intersect: implications for ranking diversity using small samples

Diversity in biological communities frequently is compared using species accumulation curves, plotting observed species richness versus sample size. When species accumulation curves intersect, the ranking of communities by observed species richness depends on sample size, creating inconsistency in comparisons of diversity. We show that species accumulation curves for two communities are expected to intersect when the community with lower actual species richness has higher Simpson diversity (probability that two random individuals belong to different species). This may often occur when comparing communities that differ in habitat heterogeneity or disturbance, as we illustrate using data from neotropical butterflies. In contrast to observed species richness, estimated Simpson diversity always produces a consistent expected ranking among communities across sample sizes, with the statistical accuracy to confidently rank communities using small samples. Simpson diversity should therefore be particularly useful in rapid assessments to prioritize areas for conservation.     

Analysis of Matched Case–Control Data in Presence of Nonignorable Missing Exposure

Summary.   The present article deals with informative missing (IM) exposure data in matched case–control studies. When the missingness mechanism depends on the unobserved exposure values, modeling the missing data mechanism is inevitable. Therefore, a full likelihood-based approach for handling IM data has been proposed by positing a model for selection probability, and a parametric model for the partially missing exposure variable among the control population along with a disease risk model. We develop an EM algorithm to estimate the model parameters. Three special cases: (a) binary exposure variable, (b) normally distributed exposure variable, and (c) lognormally distributed exposure variable are discussed in detail. The method is illustrated by analyzing a real matched case–control data with missing exposure variable. The performance of the proposed method is evaluated through simulation studies, and the robustness of the proposed method for violation of different types of model assumptions has been considered.     

Analysis of matched case-control data in presence of nonignorable missing exposure.

The present article deals with informative missing (IM) exposure data in matched case-control studies. When the missingness mechanism depends on the unobserved exposure values, modeling the missing data mechanism is inevitable. Therefore, a full likelihood-based approach for handling IM data has been proposed by positing a model for selection probability, and a parametric model for the partially missing exposure variable among the control population along with a disease risk model. We develop an EM algorithm to estimate the model parameters. Three special cases: (a) binary exposure variable, (b) normally distributed exposure variable, and (c) lognormally distributed exposure variable are discussed in detail. The method is illustrated by analyzing a real matched case-control data with missing exposure variable. The performance of the proposed method is evaluated through simulation studies, and the robustness of the proposed method for violation of different types of model assumptions has been considered.     

Comparison of asymptotic population growth rates with heterogeneous variances

This report explores how the heterogeneity of variances affects randomization tests used to evaluate differences in the asymptotic population growth rate, λ. The probability of Type I error was calculated in four scenarios for populations with identical λ but different variance of λ: (1) Populations have different projection matrices: the same λ may be obtained from different sets of vital rates, which gives room for different variances of λ. (2) Populations have identical projection matrices but reproductive schemes differ and fecundity in one of the populations has a larger associated variance. The two other scenarios evaluate a sampling artifact as responsible for heterogeneity of variances. The same population is sampled twice, (3) with the same sampling design, or (4) with different sampling effort for different stages. Randomization tests were done with increasing differences in sample size between the two populations. This implies additional differences in the variance of λ. The probability of Type I error keeps at the nominal significance level (α = .05) in Scenario 3 and with identical sample sizes in the others. Tests were too liberal, or conservative, under a combination of variance heterogeneity and different sample sizes. Increased differences in sample size exacerbated the difference between observed Type I error and the nominal significance level. Type I error increases or decreases depending on which population has a larger sample size, the population with the smallest or the largest variance. However, by their own, sample size is not responsible for changes in Type I errors.     

Probability of detecting disease-associated single nucleotide polymorphisms in case-control genome-wide association studies

Some case-control genome-wide association studies (CCGWASs) select promising single nucleotide polymorphisms (SNPs) by ranking corresponding p-values, rather than by applying the same p-value threshold to each SNP. For such a study, we define the detection probability (DP) for a specific disease-associated SNP as the probability that the SNP will be "T-selected," namely have one of the top T largest chi-square values (or smallest p-values) for trend tests of association. The corresponding proportion positive (PP) is the fraction of selected SNPs that are true disease-associated SNPs. We study DP and PP analytically and via simulations, both for fixed and for random effects models of genetic risk, that allow for heterogeneity in genetic risk. DP increases with genetic effect size and case-control sample size and decreases with the number of nondisease-associated SNPs, mainly through the ratio of T to N, the total number of SNPs. We show that DP increases very slowly with T, and the increment in DP per unit increase in T declines rapidly with T. DP is also diminished if the number of true disease SNPs exceeds T. For a genetic odds ratio per minor disease allele of 1.2 or less, even a CCGWAS with 1000 cases and 1000 controls requires T to be impractically large to achieve an acceptable DP, leading to PP values so low as to make the study futile and misleading. We further calculate the sample size of the initial CCGWAS that is required to minimize the total cost of a research program that also includes follow-up studies to examine the T-selected SNPs. A large initial CCGWAS is desirable if genetic effects are small or if the cost of a follow-up study is large.     

Habitat filtering across tree life stages in tropical forest communities

Tropical tree communities are shaped by local-scale habitat heterogeneity in the form of topographic and edaphic variation, but the life-history stage at which habitat associations develop remains poorly understood. This is due, in part, to the fact that previous studies have not accounted for the widely disparate sample sizes (number of stems) that result when trees are divided into size classes. We demonstrate that the observed habitat structuring of a community is directly related to the number of individuals in the community. We then compare the relative importance of habitat heterogeneity to tree community structure for saplings, juveniles and adult trees within seven large (24–50 ha) tropical forest dynamics plots while controlling for sample size. Changes in habitat structuring through tree life stages were small and inconsistent among life stages and study sites. Where found, these differences were an order of magnitude smaller than the findings of previous studies that did not control for sample size. Moreover, community structure and composition were very similar among tree sub-communities of different life stages. We conclude that the structure of these tropical tree communities is established by the time trees are large enough to be included in the census (1 cm diameter at breast height), which indicates that habitat filtering occurs during earlier life stages.     

The use of mixed logit models to reflect heterogeneity in capture-recapture studies

We examine issues in estimating population size N with capture-recapture models when there is variable catchability among subjects. We focus on a logistic-normal mixed model, for which the logit of the probability of capture is an additive function of a random subject and a fixed sampling occasion parameter. When the probability of capture is small or the degree of heterogeneity is large, the log-likelihood surface is relatively flat and it is difficult to obtain much information about N. We also discuss a latent class model and a log-linear model that account for heterogeneity and show that the log-linear model has greater scope. Models assuming homogeneity provide much narrower intervals for N but are usually highly overly optimistic, the actual coverage probability being much lower than the nominal level.     

The optimal ratio of cases to controls for estimating the classification accuracy of a biomarker

The case-control design is frequently used to study the discriminatory accuracy of a screening or diagnostic biomarker. Yet, the appropriate ratio in which to sample cases and controls has never been determined. It is common for researchers to sample equal numbers of cases and controls, a strategy that can be optimal for studies of association. However, considerations are quite different when the biomarker is to be used for classification. In this paper, we provide an expression for the optimal case-control ratio, when the accuracy of the biomarker is quantified by the receiver operating characteristic (ROC) curve. We show how it can be integrated with choosing the overall sample size to yield an efficient study design with specified power and type-I error. We also derive the optimal case-control ratios for estimating the area under the ROC curve and the area under part of the ROC curve. Our methods are applied to a study of a new marker for adenocarcinoma in patients with Barrett's esophagus.     

Multilist population estimation with incomplete and partial stratification

Multilist capture-recapture methods are commonly used to estimate the size of elusive populations. In many situations, lists are stratified by distinguishing features, such as age or sex. Stratification has often been used to reduce biases caused by heterogeneity in the probability of list membership among members of the population; however, it is increasingly common to find lists that are structurally not active in all strata. We develop a general method to deal with cases when not all lists are active in all strata using an expectation maximization (EM) algorithm. We use a flexible log-linear modeling framework that allows for list dependencies and differential probabilities of ascertainment in each list. Finally, we apply our method of estimating population size to two examples.     

Inverse Adaptive Cluster Sampling

Consider a population in which the variable of interest tends to be at or near zero for many of the population units but a subgroup exhibits values distinctly different from zero. Such a population can be described as rare in the sense that the proportion of elements having nonzero values is very small. Obtaining an estimate of a population parameter such as the mean or total that is nonzero is difficult under classical fixed sample-size designs since there is a reasonable probability that a fixed sample size will yield all zeroes. We consider inverse sampling designs that use stopping rules based on the number of rare units observed in the sample. We look at two stopping rules in detail and derive unbiased estimators of the population total. The estimators do not rely on knowing what proportion of the population exhibit the rare trait but instead use an estimated value. Hence, the estimators are similar to those developed for poststratification sampling designs. We also incorporate adaptive cluster sampling into the sampling design to allow for the case where the rare elements tend to cluster within the population in some manner. The formulas for the variances of the estimators do not allow direct analytic comparison of the efficiency of the various designs and stopping rules, so we provide the results of a small simulation study to obtain some insight into the differences among the stopping rules and sampling approaches. The results indicate that a modified stopping rule that incorporates an adaptive sampling component and utilizes an initial random sample of fixed size is the best in the sense of having the smallest variance.     

Site occupancy models with heterogeneous detection probabilities

Models for estimating the probability of occurrence of a species in the presence of imperfect detection are important in many ecological disciplines. In these "site occupancy" models, the possibility of heterogeneity in detection probabilities among sites must be considered because variation in abundance (and other factors) among sampled sites induces variation in detection probability (p). In this article, I develop occurrence probability models that allow for heterogeneous detection probabilities by considering several common classes of mixture distributions for p. For any mixing distribution, the likelihood has the general form of a zero-inflated binomial mixture for which inference based upon integrated likelihood is straightforward. A recent paper by Link demonstrates that in closed population models used for estimating population size, different classes of mixture distributions are indistinguishable from data, yet can produce very different inferences about population size. I demonstrate that this problem can also arise in models for estimating site occupancy in the presence of heterogeneous detection probabilities. The implications of this are discussed in the context of an application to avian survey data and the development of animal monitoring programs.     

Two-stage case–control designs for rare genetic variants

The search for the association of rare genetic variants with common diseases is of high interest, yet challenging because of cost considerations. We present an efficient two-stage design that uses diseased cases to first screen for rare variants at stage-1. If too few cases are found to carry any variants, the study stops. Otherwise, the selected variants are screened at stage-2 in a larger set of cases and controls, and the frequency of variants is compared between cases and controls by an exact test that corrects for the stage-1 ascertainment. Simulations show that our new method provides conservative Type-I error rates, similar to the conservative aspect of Fisher’s exact test. We show that the probability of stopping at stage-1 increases with a smaller number of cases screened at stage-1, a larger stage-1 continuation threshold, or a smaller carrier probability. Our simulations also show how these factors impact the power at stage-2. To balance stopping early when there are few variant carriers versus continuation to stage-2 when the variants have a reasonable effect size on the phenotype, we provide guidance on designing an optimal study that minimizes the expected sample size when the null hypothesis is true, yet achieves the desired power.