Introduction and Data Description
In this example, we illustrate how to use Bayesian dynamic borrowing
(BDB) with the inclusion of inverse probability weighting to balance
baseline covariate distributions between external and internal datasets.
This particular example considers a hypothetical trial with a binary
outcome, and our objective is to use BDB with IPWs to construct a
posterior distribution for the control response rate \(\theta_C\). We will use simulated internal
and external datasets from the package where each dataset has a binary
response variable (1: positive response; 0: otherwise) and four baseline
covariates which we will balance.
The external control dataset has a sample size of 150 participants,
and the distributions of the four covariates are as follows: - Covariate
1: normal with a mean and standard deviation of approximately 65 and 10,
respectively - Covariate 2: binary (0 vs. 1) with approximately 30% of
participants with level 1 - Covariate 3: binary (0 vs. 1) with
approximately 40% of participants with level 1 - Covariate 4: binary (0
vs. 1) with approximately 50% of participants with level 1
The internal dataset has 160 participants with 80 participants in
each of the control arm and the active treatment arms. The covariate
distributions of each arm are as follows: - Covariate 1: normal with a
mean and standard deviation of approximately 62 and 8, respectively -
Covariate 2: binary (0 vs. 1) with approximately 40% of participants
with level 1 - Covariate 3: binary (0 vs. 1) with approximately 40% of
participants with level 1 - Covariate 4: binary (0 vs. 1) with
approximately 60% of participants with level 1
library(beastt)
library(distributional)
library(dplyr)
#>
#> Attaching package: 'dplyr'
#> The following objects are masked from 'package:stats':
#>
#> filter, lag
#> The following objects are masked from 'package:base':
#>
#> intersect, setdiff, setequal, union
library(ggplot2)
set.seed(1234)
summary(int_binary_df)
#> subjid cov1 cov2 cov3
#> Min. : 1.00 Min. :46.00 Min. :0.0000 Min. :0.0000
#> 1st Qu.: 40.75 1st Qu.:57.00 1st Qu.:0.0000 1st Qu.:0.0000
#> Median : 80.50 Median :62.00 Median :0.0000 Median :0.0000
#> Mean : 80.50 Mean :61.83 Mean :0.3688 Mean :0.3625
#> 3rd Qu.:120.25 3rd Qu.:67.00 3rd Qu.:1.0000 3rd Qu.:1.0000
#> Max. :160.00 Max. :85.00 Max. :1.0000 Max. :1.0000
#> cov4 trt y
#> Min. :0.0000 Min. :0.0 Min. :0.00
#> 1st Qu.:0.0000 1st Qu.:0.0 1st Qu.:0.00
#> Median :1.0000 Median :0.5 Median :1.00
#> Mean :0.5563 Mean :0.5 Mean :0.65
#> 3rd Qu.:1.0000 3rd Qu.:1.0 3rd Qu.:1.00
#> Max. :1.0000 Max. :1.0 Max. :1.00
summary(ex_binary_df)
#> subjid cov1 cov2 cov3
#> Min. : 1.00 Min. :37.00 Min. :0.0000 Min. :0.0000
#> 1st Qu.: 38.25 1st Qu.:58.00 1st Qu.:0.0000 1st Qu.:0.0000
#> Median : 75.50 Median :64.00 Median :0.0000 Median :0.0000
#> Mean : 75.50 Mean :64.28 Mean :0.3533 Mean :0.4533
#> 3rd Qu.:112.75 3rd Qu.:70.00 3rd Qu.:1.0000 3rd Qu.:1.0000
#> Max. :150.00 Max. :90.00 Max. :1.0000 Max. :1.0000
#> cov4 y
#> Min. :0.0000 Min. :0.0000
#> 1st Qu.:0.0000 1st Qu.:0.0000
#> Median :0.0000 Median :1.0000
#> Mean :0.4733 Mean :0.5133
#> 3rd Qu.:1.0000 3rd Qu.:1.0000
#> Max. :1.0000 Max. :1.0000
Propensity Scores and Inverse Probability Weights
With the covariate data from both the external and internal datasets,
we can calculate the propensity scores and ATT inverse probability
weights (IPWs) for the internal and external control participants using
the calc_prop_scr function. This creates a propensity score
object which we can use for calculating an inverse probability weighted
power prior in the next step.
Note: when reading external and internal datasets into
calc_prop_scr, be sure to include only the arms in which
you want to balance the covariate distributions (typically the internal
and external control arms). In this example, we want to balance
the covariate distributions of the external control arm to be similar to
those of the internal control arm, so we will exclude the internal
active treatment arm data from this function.
ps_obj <- calc_prop_scr(internal_df = filter(int_binary_df, trt == 0),
external_df = ex_binary_df,
id_col = subjid,
model = ~ cov1 + cov2 + cov3 + cov4)
ps_obj
#>
#> ── Model ───────────────────────────────────────────────────────────────────────
#> • cov1 + cov2 + cov3 + cov4
#>
#> ── Propensity Scores and Weights ───────────────────────────────────────────────
#> # A tibble: 150 × 4
#> subjid Internal `Propensity Score` `Inverse Probability Weight`
#> <int> <lgl> <dbl> <dbl>
#> 1 1 FALSE 0.333 0.500
#> 2 2 FALSE 0.288 0.405
#> 3 3 FALSE 0.539 1.17
#> 4 4 FALSE 0.546 1.20
#> 5 5 FALSE 0.344 0.524
#> 6 6 FALSE 0.393 0.646
#> 7 7 FALSE 0.390 0.639
#> 8 8 FALSE 0.340 0.515
#> 9 9 FALSE 0.227 0.294
#> 10 10 FALSE 0.280 0.389
#> # ℹ 140 more rows
#>
#> ── Absolute Standardized Mean Difference ───────────────────────────────────────
#> # A tibble: 4 × 3
#> covariate diff_unadj diff_adj
#> <chr> <dbl> <dbl>
#> 1 cov1 0.339 0.0461
#> 2 cov2 0.0450 0.0204
#> 3 cov3 0.160 0.000791
#> 4 cov4 0.308 0.00857
In order to check the suitability of the external data, we can create
a variety of diagnostic plots. The first plot we might want is a
histogram of the overlapping propensity score distributions from both
datasets. To get this, we use the prop_scr_hist function.
This function takes in the propensity score object made in the previous
step, and we can optionally supply the variable we want to look at
(either the propensity score or the IPW). By default, it will plot the
propensity scores. Additionally, we can look at the densities rather
than histograms by using the prop_scr_dens function. When
looking at the IPWs with either the histogram or the density functions,
it is important to note that only the IPWs for external control
participants will be shown because the ATT IPWs for all internal control
participants are equal to 1.
prop_scr_dens(ps_obj, variable = "ipw")
The final plot we might want to look at is a love plot to visualize
the absolute standardized mean differences (both unadjusted and adjusted
by the IPWs) of the covariates between the internal and external data.
To do this, we use the prop_scr_love function. Like the
previous function, the only required parameter for this function is the
propensity score object, but we can also provide a location along the
x-axis for a vertical reference line.
prop_scr_love(ps_obj, reference_line = 0.1)
Posterior Distributions
To create a posterior distribution for \(\theta_C\), we can pass the resulting RMP
to the calc_post_beta function. We see that the resulting
posterior distribution is also a mixture of beta components.
Note: when reading internal data directly into
calc_post_beta, be sure to include only the arm of interest
(e.g., the internal control arm if creating a posterior distribution for
\(\theta_C\)).
post_control <- calc_post_beta(filter(int_binary_df, trt == 0),
response = y,
prior = mix_prior)
plot_dist(post_control)
Next, we create a posterior distribution for the response rate of the
active treatment arm \(\theta_T\) by
reading the internal data for the corresponding arm into the
calc_post_beta function. In this case, we assume a vague
beta prior.
As noted earlier, be sure to read in only the data for the
internal active treatment arm while excluding the internal control
data.
post_treated <- calc_post_beta(internal_data = filter(int_binary_df, trt == 1),
response = y,
prior = vague_prior)
plot_dist("Control Posterior" = post_control,
"Treatment Posterior" = post_treated)
Posterior Summary Statistics and Samples
With our posterior distributions for \(\theta_C\) and \(\theta_T\) saved as distributional objects,
we can use several functions from the distributional
package to calculate posterior summary statistics and sample from the
distributions. Using the posterior distribution for \(\theta_C\) as an example, we illustrate
several of these functions below.
- Posterior summary statistics:
c(mean = mean(post_control),
median = median(post_control),
variance = variance(post_control))
#> mean median variance
#> 0.541262322 0.541589059 0.001697325
- Highest density regions using the
hdr function:
hdr(post_control) # 95% HDR
#> <hdr[1]>
#> [1] [0.4605526, 0.621634]95
hdr(post_control, 90) # 90% HDR
#> <hdr[1]>
#> [1] [0.4740822, 0.6087946]90
- Credible intervals using either the
hilo function or
the quantile function:
hilo(post_control) # 95% credible interval
#> <hilo[1]>
#> [1] [0.4594412, 0.6211411]95
hilo(post_control, 90) # 90% credible interval
#> <hilo[1]>
#> [1] [0.4732915, 0.6081643]90
quantile(post_control, c(.025, .975))[[1]] # 95% CrI via quantile function
#> [1] 0.4594412 0.6211411
- Posterior probabilities (e.g., \(Pr(\theta_C < 0.5 | D)\)) using the
cdf function:
cdf(post_control, q = .5) # Pr(theta_C < 0.5 | D)
#> [1] 0.1552946
- Posterior (log) densities at a given value:
density(post_control, at = .5) # density at 0.5
#> [1] 5.732071
density(post_control, at = .5, log = TRUE) # log density at 0.5
#> [1] 1.746077
In addition to calculating posterior summary statistics, we can
sample from posterior distributions using the generate
function. Here, we randomly sample 100,000 draws from the posterior
distribution for \(\theta_C\) and plot
a histogram of the sample.
samp_control <- generate(x = post_control, times = 100000)[[1]]
ggplot(data.frame(samp = samp_control), aes(x = samp)) +
labs(y = "Density", x = expression(theta[C])) +
ggtitle(expression(paste("Posterior Samples of ", theta[C]))) +
geom_histogram(aes(y = after_stat(density)), color = "#5398BE", fill = "#5398BE",
position = "identity", binwidth = .01, alpha = 0.5) +
geom_density(color = "black") +
theme_bw()
Similarly, we sample from the posterior distribution for \(\theta_T\).
samp_treated <- generate(x = post_treated, times = 100000)[[1]]
ggplot(data.frame(samp = samp_treated), aes(x = samp)) +
labs(y = "Density", x = expression(theta[T])) +
ggtitle(expression(paste("Posterior Samples of ", theta[T]))) +
geom_histogram(aes(y = after_stat(density)), color = "#FFA21F", fill = "#FFA21F",
position = "identity", binwidth = .01, alpha = 0.5) +
geom_density(color = "black") +
theme_bw()
We define our marginal treatment effect to be the difference between
the active treatment response rate and the control response rate (i.e.,
\(\theta_T - \theta_C\)). We can obtain
a sample from the posterior distribution for \(\theta_T - \theta_C\) by subtracting the
posterior sample of \(\theta_C\) from
the posterior sample of \(\theta_T\).
samp_trt_diff <- samp_treated - samp_control
ggplot(data.frame(samp = samp_trt_diff), aes(x = samp)) +
labs(y = "Density", x = expression(paste(theta[T], " - ", theta[C]))) +
ggtitle(expression(paste("Posterior Samples of ", theta[T], " - ", theta[C]))) +
geom_histogram(aes(y = after_stat(density)), color = "#FF0000", fill = "#FF0000",
position = "identity", binwidth = .01, alpha = 0.5) +
geom_density(color = "black") +
theme_bw()
Suppose we want to test the hypotheses \(H_0: \theta_T - \theta_C \le 0\) versus
\(H_1: \theta_T - \theta_C > 0\). We
can use our posterior sample for \(\theta_T -
\theta_C\) to calculate the posterior probability \(Pr(\theta_T - \theta_C > 0 \mid D)\)
(i.e., the probability in favor of \(H_1\)), and we conclude that we have
sufficient evidence in favor of the alternative hypothesis if \(Pr(\theta_T - \theta_C > 0 \mid D) >
0.975\).
mean(samp_trt_diff > 0)
#> [1] 0.99953
We see that this posterior probability is greater than 0.975, and
hence we have sufficient evidence to support the alternative
hypothesis.
Using the parameters function from the
distributional package, we can extract the parameters of a
posterior distribution that consists of a single component (i.e., a
single beta distribution). For example, we can extract the shape 1 and
shape 2 parameters of the beta posterior distribution for \(\theta_T\).
parameters(post_treated)
#> shape1 shape2
#> 1 61.5 19.5
We can also use the parameters function to extract the
mixture weights associated with the two beta components of the posterior
distribution for \(\theta_C\).
parameters(post_control)$w[[1]]
#> informative vague
#> 0.8879774 0.1120226
Lastly, we calculate the effective sample size of the posterior
distribution for \(\theta_C\) using the
method by Pennello and Thompson (2008). To do so, we first must
construct the posterior distribution of \(\theta_C\) without borrowing from the
external control data (e.g., using a vague prior).
post_control_no_brrw <- calc_post_beta(filter(int_binary_df, trt == 0),
response = y,
prior = vague_prior)
n_int_ctrl <- nrow(filter(int_binary_df, trt == 0)) # sample size of internal control arm
var_no_brrw <- variance(post_control_no_brrw) # post variance of theta_C without borrowing
var_brrw <- variance(post_control) # post variance of theta_C with borrowing
ess <- n_int_ctrl * var_no_brrw / var_brrw # effective sample size
ess
#> [1] 142.9097
