covid-19

S. Senn: “Beta testing”: The Pfizer/BioNTech statistical analysis of their Covid-19 vaccine trial (guest post)

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Stephen Senn

Consultant Statistician
Edinburgh, Scotland

The usual warning

Although I have researched on clinical trial design for many years, prior to the COVID-19 epidemic I had had nothing to do with vaccines. The only object of these amateur musings is to amuse amateurs by raising some issues I have pondered and found interesting.

Coverage matters

In this blog I am going to cover the statistical analysis used by Pfizer/BioNTech (hereafter referred to as P&B) in their big phase III trial of a vaccine for COVID-19. I considered this in some previous posts, in particular Heard Immunity, and Infectious Enthusiasm. The first of these posts compared the P&N trial to two others, a trial run by Moderna and another by Astra Zeneca and Oxford University (hereafter referred to as AZ&Ox) and the second discussed the results that P&N reported.

Figure 1 Stopping boundaries for three trials. Labels are anticipated numbers of cases at the looks.

All three trials were sequential in nature and, as is only proper, all three protocols gave details of the proposed stopping boundaries. These are given in Figure 1. AZ&Ox proposed to have two looks, Moderna to have three and P&B to have five. As things turned out, there was only one interim look at the P&B trial and so two, and not five, in total.

Moderna and AZ&Ox specified a frequentist approach in their protocols and P&B a Bayesian one. It is aspects of this Bayesian approach that I propose to consider.

Some symbol stuff

It is common to measure vaccine efficacy in terms of a relative risk reduction expressed as a percentage. The percentage is a nuisance and instead I shall express it as a simple ratio. If ψ, πc, πv are the true vaccine efficacy and the probabilities of being infected in the control and vaccine groups respectively, then

 

 

Note that if we have Yc, Ycases in the control and vaccine arms respectively and nc, nsubjects then an intuitively reasonable estimate of ψ is

 

 

 

where VE is the observed vaccine efficacy.

If the total number of subjects is N and we have ncrN, nv = (1 − r)N, with r being the proportion of subjects on the control arm, then we have

Note that if r = 1 − r = 1/2, that is to say that there are equal numbers of subjects on both arms, then (3) simply reduces to one minus the ratio of observed cases. VE thus has the curious property that its maximum value is 1 (when there are no cases in the vaccine group) but its minimum value is −∞ (when there are no cases in the control group and at least one in the vaccine group).

A contour plot of vaccine efficacy as a function of the control and vaccine group probabilities of infection is given in Figure 2.

Figure 2 Vaccine efficacy as a function of the probability of infection in the control and vaccine groups.

Scaly beta

P&B specified a prior distribution for their analysis but very sensibly shied away from attempting to do one for vaccine efficacy directly. Instead, they considered a transformation, or re-scaling, of the parameter defining

 

 

 

This looks rather strange but in fact it can be re-expressed as

 


 

 

Figure 3 Contour plot of transformed vaccine efficacy, θ. 

Its contour plot is given in Figure 3. The transformation is the ratio of the probability of infection in the vaccine group to the sum of the probabilities in the two groups. It thus takes on a value between 0 and 1 and this in turn implies that it behaves like a probability. In fact if we have equal numbers of subjects on both arms and condition on the total numbers of cases we can regard it as being the probability that a randomly chosen case will be in the vaccine group and therefore as an estimate of the efficacy of the vaccine. The lower this probability, the more effective the vaccine.

In fact, this simple analysis, captures much of what the data have to tell and in estimating vaccine efficacy in previous posts. I simply used this ratio as a probability and estimated ‘exact’ confidence intervals using the binomial distribution. Having calculated the intervals on this scale, I back-transformed them to the vaccine efficacy scale

A prior distribution that is commonly used for modelling data using the binomial distribution  is the beta-distribution (see pp. 55-61 of Forbes et al[1], 2011), hence the title of this post. This is a two parameter distribution with parameters (say) ν, ω and mean

 

and variance

 

Thus, the relative value of the two parameters governs the mean and, the larger the parameter values, the smaller the variance. A special case of the beta distribution is the uniform distribution, which can be obtained by setting both parameter values to 1. The resulting mean is 1/2 and the variance is 1/12. Parameter values of ½ and ½ give a distribution with the same mean but a larger variance of 1/8. For comparison, the mean and variance of a binomial proportion are p, p(1 − p)/and if you set = 1/2, n = 2 you get the same mean and variance. This gives a feel for how much information is contained in a prior distribution.

Of Ps and Qs

P&B chose a beta distribution for θ with ν = 0.700102, ω = 1. The prior distribution is plotted in Figure 4. This has a mean of 0.4118 and a variance of approximately 1/11. I now propose to discuss and speculate how these values were arrived at. I come to a rather cynical conclusion and before I give you my reasoning, I want to make two points quite clear:

a) My cynicism does not detract from my admiration for what P&B have done. I think the achievement is magnificent, not only in terms of the basic science but also in terms of trial design, management and delivery.

b) I am not criticising the choice of a Bayesian analysis. In fact, I found that rather interesting.

However, I think it is appropriate to establish what exactly is incorporated in any prior distribution and that is what I propose to do.

First note the extraordinary number of significant figures (6) for the first parameter, of the beta distribution, which has a value of 0.700102 . The distribution itself (as established by its variance) is not very informative but at first sight there would seem to be a great deal of information about the prior distribution itself. This is a feature of some analyses that I have drawn attention to before. See Dawid’s Selection Paradox.

Figure 4 Prior distribution for θ

So this is what I think happened. P&B reached for a common default uniform distribution, a beta with parameters 1,1. However, this would yield an expected value of θ = 0 . On the other hand, they wished to show that the vaccine efficacy ψ was greater than 0.3. They thus asked the question, what value of θ corresponds to a value of ψ = 0.3? Substituting in (4) the answer is 0.4117647 or 0.4118 to four decimal places. They explained this in the protocol as follows: ‘The prior is centered at θ = 0.4118 (VE = 30%) which may be considered pessimistic’.

Figure 5 Combination of parameters for the prior distribution yielding the required mean. The diagonal light blue line gives the combination of values that will produce the desired mean. The red diamond gives the parameter combination chosen by P&B. The blue circle gives the parameter combination that would also have produced the mean chosen but also the same variance as a beta(1,1). The contour lines show the variance of the distribution as a function of the two parameters.

Note that the choice of word centered is odd. The mean of the distribution is 0.4118 but the distribution is not really centered there.  Be that as it may, they now had an infinite possible combination of values for ν, ω that would yield an expected value of 0.4118. Note that solving (6) for ν, ω yields

 

 

and plugging in μ = 0.4118, ω = 1 gives ν = 0.700102. Possible choices of parameter combinations yielding the same mean are given in Figure 5. An alternative to the beta(0.700102,1) they chose might have been beta(0.78516,1.1215). This would have yielded the same mean but given the equivalent variance to a conventional beta(1,1).

It is also somewhat debatable as to whether pessimistic is the right word. The distribution is certainly very uninformative. Note also that just because if the mean value on the scale is transformed to the vaccine efficacy scale it gives a value of 0.30. It does not follow that this is the mean value of the vaccine efficacy. Only medians can be guaranteed to be invariant under transformation. The median of the distribution of θ is 0.3716 and this corresponds to a median vaccine efficacy of 0.4088.

Can you beta Bayesian?

Perhaps unfairly, I could ask, ‘what has the Bayesian element added to the analysis?’ A Bayesian might reply, ‘what advantage does subtracting the Bayesian element bring to the analysis?’ Nevertheless, the choice of prior distribution here points a problem. It clearly does not reflect what anybody believed about the vaccine efficacy before the trial began. Of course, establishing reasonable prior parameters for any statistical analysis is extremely difficult[2].

On the other hand, if a purely conventional prior is required why not choose beta(1,1) or beta(1/2,1/2), say? I think the 0.3 hypothesised value for vaccine efficacy is a red herring here. What should be of interest to a Bayesian is the posterior probability that the vaccine efficacy is greater than 30%. This does not require that the prior distribution is ‘centred’ on this value.

Of course the point is that provided that the variance of the prior distribution is large enough, the posterior inference is scarcely affected. In any case a Bayesian might reply, ‘if you don’t like the prior distribution choose your own’. To which a diehard frequentist might reply, ‘it is a bit late for choosing prior distributions’.

I take two lessons from this, however. First, where Bayesian analyses are being used we should all try to understand what the prior distribution implies: in what we now ‘believe’ and how data would update such belief[3]. Second, disappointing as this may be to inferential enthusiasts, this sort of thing is not where the action is. The trial was well conceived, designed and conducted and the product was effective. My congratulations to all the scientists involved, including, but not limited to, the statisticians.

References

  1. Forbes, C., et al., Statistical distributions. 2011: John Wiley & Sons.
  2. Senn, S.J., Trying to be precise about vagueness. Statistics in Medicine, 2007. 26: p. 1417-1430.
  3. Senn, S.J., You may believe you are a Bayesian but you are probably wrong. Rationality, Markets and Morals, 2011. 2: p. 48-66.

Categories: covid-19, PhilStat/Med, S. Senn | 8 Comments

S. Senn: “A Vaccine Trial from A to Z” with a Postscript (guest post)

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Stephen Senn
Consultant Statistician
Edinburgh, Scotland

Alpha and Omega (or maybe just Beta)

Well actually, not from A to Z but from AZ. That is to say, the trial I shall consider is the placebo- controlled trial of the Oxford University vaccine for COVID-19 currently being run by AstraZeneca (AZ) under protocol AZD1222 – D8110C00001 and which I considered in a previous blog, Heard Immunity. A summary of the design  features is given in Table 1. The purpose of this blog is to look a little deeper at features of the trial and the way I am going to do so is with the help of geometric representations of the sample space, that is to say the possible results the trial could produce. However, the reader is warned that I am only an amateur in all this. The true professionals are the statisticians at AZ who, together with their life science colleagues in AZ and Oxford, designed the trial. Continue reading

Categories: covid-19, RCTs, Stephen Senn | 9 Comments

Stephen Senn: Losing Control (guest post)

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Stephen Senn
Consultant Statistician
Edinburgh

Losing Control

Match points

The idea of local control is fundamental to the design and analysis of experiments and contributes greatly to a design’s efficiency. In clinical trials such control is often accompanied by randomisation and the way that the randomisation is carried out has a close relationship to how the analysis should proceed. For example, if a parallel group trial is carried out in different centres, but randomisation is ‘blocked’ by centre then, logically, centre should be in the model (Senn, S. J. & Lewis, R. J., 2019). On the other hand if all the patients in a given centre are allocated the same treatment at random, as in a so-called cluster randomised trial, then the fundamental unit of inference becomes the centre and patients are regarded as repeated measures on it. In other words, the way in which the allocation has been carried out effects the degree of matching that has been achieved and this, in turn, is related to the analysis that should be employed. A previous blog of mine, To Infinity and Beyond,  discusses the point. Continue reading

Categories: covid-19, randomization, RCTs, S. Senn | 14 Comments

Colleges & Covid-19: Time to Start Pool Testing

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I. “Colleges Face Rising Revolt by Professors,” proclaims an article in today’s New York Times, in relation to returning to in-person teaching:

Thousands of instructors at American colleges and universities have told administrators in recent days that they are unwilling to resume in-person classes because of the pandemic. More than three-quarters of colleges and universities have decided students can return to campus this fall. But they face a growing faculty revolt.
Continue reading

Categories: covid-19 | Tags: | 8 Comments

Paradigm Shift in Pandemic (Vent) Protocols?

Lung Scans[0]

 

As much as doctors and hospitals are raising alarms about a shortage of ventilators for Covid-19 patients, some doctors have begun to call for entirely reassessing the standard paradigm for their use–according to a cluster of articles to appear in the last week. “What’s driving this reassessment is a baffling observation about Covid-19: Many patients have blood oxygen levels so low they should be dead. But they’re not gasping for air, their hearts aren’t racing, and their brains show no signs of blinking off from lack of oxygen.”[1] Within that group of patients, some doctors wonder if the standard use of mechanical ventilators does more harm than good.[2] The issue is controversial; I’ll just report what I find in the articles over the past week. Please share ongoing updates in the comments. Continue reading

Categories: covid-19 | 62 Comments

The Corona Princess: Learning from a petri dish cruise (i)

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Q. Was it a mistake to quarantine the passengers aboard the Diamond Princess in Japan?

A. The original statement, which is not unreasonable, was that the best thing to do with these people was to keep them safely quarantined in an infection-control manner on the ship. As it turned out, that was very ineffective in preventing spread on the ship. So the quarantine process failed. I mean, I’d like to sugarcoat it and try to be diplomatic about it, but it failed. I mean, there were people getting infected on that ship. So something went awry in the process of quarantining on that ship. I don’t know what it was, but a lot of people got infected on that ship. (Dr. A Fauci, Feb 17, 2020)

This is part of an interview of Dr. Anthony Fauci, the coronavirus point person we’ve been seeing so much of lately. Fauci has been the director of the National Institute of Allergy and Infectious Diseases since all the way back to 1984! You might find his surprise surprising. Even before getting our recent cram course on coronavirus transmission, tales of cruises being hit with viral outbreaks are familiar enough. The horror stories from passengers on the floating petri dish were well known by this Feb 17 interview. Even if everything had gone as planned, the quarantine was really only for the (approximately 3700) passengers because the 1000 or so crew members still had to run the ship, as well as cook and deliver food to the passenger’s cabins. Moreover, the ventilation systems on cruise ships can’t filter out particles smaller than 5000 or 1000 nanometers.[1] Continue reading

Categories: covid-19 | 55 Comments

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