Direkt zum Inhalt

Owner only: item control page
Zheng, Haiyan ; Jaki, Thomas ; Wason, James M.S.

Bayesian Sample Size Determination Using Commensurate Priors to Leverage Preexperimental Data

Zheng, Haiyan, Jaki, Thomas and Wason, James M.S. (2022) Bayesian Sample Size Determination Using Commensurate Priors to Leverage Preexperimental Data. Biometrics 79 (2), pp. 669-683.

Date of publication of this fulltext: 29 Sep 2025 06:35
Article
DOI to cite this document: 10.5283/epub.77847


Abstract

This paper develops Bayesian sample size formulae for experiments comparing two groups, where relevant preexperimental information from multiple sources can be incorporated in a robust prior to support both the design and analysis. We use commensurate predictive priors for borrowing of information and further place Gamma mixture priors on the precisions to account for preliminary belief about the ...

This paper develops Bayesian sample size formulae for experiments comparing two groups, where relevant preexperimental information from multiple sources can be incorporated in a robust prior to support both the design and analysis. We use commensurate predictive priors for borrowing of information and further place Gamma mixture priors on the precisions to account for preliminary belief about the pairwise (in)commensurability between parameters that underpin the historical and new experiments. Averaged over the probability space of the new experimental data, appropriate sample sizes are found according to criteria that control certain aspects of the posterior distribution, such as the coverage probability or length of a defined density region. Our Bayesian methodology can be applied to circumstances that compare two normal means, proportions, or event times. When nuisance parameters (such as variance) in the new experiment are unknown, a prior distribution can further be specified based on preexperimental data. Exact solutions are available based on most of the criteria considered for Bayesian sample size determination, while a search procedure is described in cases for which there are no closed-form expressions. We illustrate the application of our sample size formulae in the design of clinical trials, where pretrial information is available to be leveraged. Hypothetical data examples, motivated by a rare-disease trial with an elicited expert prior opinion, and a comprehensive performance evaluation of the proposed methodology are presented.



Involved Institutions


Details

Item typeArticle
Journal or Publication TitleBiometrics
Publisher:Oxford Academic, Oxford University Press
Open Access Type:CC-License
Volume:79
Number of Issue or Book Chapter:2
Page Range:pp. 669-683
Date6 March 2022
InstitutionsInformatics and Data Science > Department Machine Learning & Data Science > Lehrstuhl für Computational Statistics (Prof. Dr. Thomas Jaki)
Identification Number
ValueType
10.1111/biom.13649DOI
KeywordsBayesian experimental designs, historical data, rare-disease trials, robustness, sample size
Dewey Decimal Classification000 Computer science, information & general works > 004 Computer science
StatusPublished
RefereedYes, this version has been refereed
Created at the University of RegensburgPartially
URN of the UB Regensburgurn:nbn:de:bvb:355-epub-778478
Item ID77847

Export bibliographical data

Owner only: item control page

nach oben