A practical comparison of group-sequential and adaptive designs

Sequential methods provide a formal framework by which clinical trial data can be monitored as they accumulate. The results from interim analyses can be used either to modify the design of the remainder of the trial or to stop the trial as soon as sufficient evidence of either the presence or absence of a treatment effect is available. The circumstances under which the trial will be stopped with a claim of superiority for the experimental treatment, must, however, be determined in advance so as to control the overall type I error rate. One approach to calculating the stopping rule is the group-sequential method. A relatively recent alternative to group-sequential approaches is the adaptive design method. This latter approach provides considerable flexibility in changes to the design of a clinical trial at an interim point. However, a criticism is that the method by which evidence from different parts of the trial is combined means that a final comparison of treatments is not based on a sufficient statistic for the treatment difference, suggesting that the method may lack power. The aim of this paper is to compare two adaptive design approaches with the group-sequential approach. We first compare the form of the stopping boundaries obtained using the different methods. We then focus on a comparison of the power of the different trials when they are designed so as to be as similar as possible. We conclude that all methods acceptably control type I error rate and power when the sample size is modified based on a variance estimate, provided no interim analysis is so small that the asymptotic properties of the test statistic no longer hold. In the latter case, the group-sequential approach is to be preferred. Provided that asymptotic assumptions hold, the adaptive design approaches control the type I error rate even if the sample size is adjusted on the basis of an estimate of the treatment effect, showing that the adaptive designs allow more modifications than the group-sequential method.

The relationship between multi-species catch and effort: among fishery comparisons

The control of fishing mortality via fishing effort remains fundamental to most fisheries management strategies even at the local community or co-management level. Decisions to support such strategies require knowledge of the underlying response of the catch to changes in effort. Even under adaptive management strategies, imprecise knowledge of the response is likely to help accelerate the adaptive learning process. Data and institutional capacity requirements to employ multi-species biomass dynamics and age-structured models invariably render their use impractical particularly in less developed regions of the world. Surplus production models fitted to catch and effort data aggregated across all species offer viable alternatives. The current paper seeks models of this type that best describe the multi-species catch–effort responses in floodplain-rivers, lakes and reservoirs and reef-based fisheries based upon among fishery comparisons, building on earlier work. Three alternative surplus production models were fitted to estimates of catch per unit area (CPUA) and fisher density for 258 fisheries in Africa, Asia and South America. In all cases examined, the best or equal best fitting model was the Fox type, explaining up to 90% of the variation in CPUA. For lake and reservoir fisheries in Africa and Asia, the Schaefer and an asymptotic model fitted equally well. The Fox model estimates of fisher density (fishers km−2) at maximum yield (iMY) for floodplain-rivers, African lakes and reservoirs and reef-based fisheries are 13.7 (95% CI [11.8, 16.4]); 27.8 (95% CI [17.5, 66.7]) and 643 (95% CI [459,1075]), respectively and compare well with earlier estimates. Corresponding estimates of maximum yield are also given. The significantly higher value of iMY for reef-based fisheries compared to estimates for rivers and lakes reflects the use of a different measure of fisher density based upon human population size estimates. The models predict that maximum yield is achieved at a higher fishing intensity in Asian lakes compared to those in Africa. This may reflect the common practice in Asia of stocking lakes to augment natural recruitment. Because of the equilibrium assumptions underlying the models, all the estimates of maximum yield and corresponding levels of effort should be treated with caution.

Some general comparative points on Chao's and Zelterman's estimators of the population size

Two simple and frequently used capture–recapture estimates of the population size are compared: Chao's lower-bound estimate and Zelterman's estimate allowing for contaminated distributions. In the Poisson case it is shown that if there are only counts of ones and twos, the estimator of Zelterman is always bounded above by Chao's estimator. If counts larger than two exist, the estimator of Zelterman is becoming larger than that of Chao's, if only the ratio of the frequencies of counts of twos and ones is small enough. A similar analysis is provided for the binomial case. For a two-component mixture of Poisson distributions the asymptotic bias of both estimators is derived and it is shown that the Zelterman estimator can experience large overestimation bias. A modified Zelterman estimator is suggested and also the bias-corrected version of Chao's estimator is considered. All four estimators are compared in a simulation study.

Active-control trials with binary data: a comparison of methods for testing superiority or non-inferiority using the odds ratio

This paper considers methods for testing for superiority or non-inferiority in active-control trials with binary data, when the relative treatment effect is expressed as an odds ratio. Three asymptotic tests for the log-odds ratio based on the unconditional binary likelihood are presented, namely the likelihood ratio, Wald and score tests. All three tests can be implemented straightforwardly in standard statistical software packages, as can the corresponding confidence intervals. Simulations indicate that the three alternatives are similar in terms of the Type I error, with values close to the nominal level. However, when the non-inferiority margin becomes large, the score test slightly exceeds the nominal level. In general, the highest power is obtained from the score test, although all three tests are similar and the observed differences in power are not of practical importance. Copyright (C) 2007 John Wiley & Sons, Ltd.

Bayesian sample size for exploratory clinical trials incorporating historical data

This paper presents a simple Bayesian approach to sample size determination in clinical trials. It is required that the trial should be large enough to ensure that the data collected will provide convincing evidence either that an experimental treatment is better than a control or that it fails to improve upon control by some clinically relevant difference. The method resembles standard frequentist formulations of the problem, and indeed in certain circumstances involving 'non-informative' prior information it leads to identical answers. In particular, unlike many Bayesian approaches to sample size determination, use is made of an alternative hypothesis that an experimental treatment is better than a control treatment by some specified magnitude. The approach is introduced in the context of testing whether a single stream of binary observations are consistent with a given success rate p(0). Next the case of comparing two independent streams of normally distributed responses is considered, first under the assumption that their common variance is known and then for unknown variance. Finally, the more general situation in which a large sample is to be collected and analysed according to the asymptotic properties of the score statistic is explored. Copyright (C) 2007 John Wiley & Sons, Ltd.

Likelihood-based estimation of microsatellite mutation rates

Microsatellites are widely used in genetic analyses, many of which require reliable estimates of microsatellite mutation rates, yet the factors determining mutation rates are uncertain. The most straightforward and conclusive method by which to study mutation is direct observation of allele transmissions in parent-child pairs, and studies of this type suggest a positive, possibly exponential, relationship between mutation rate and allele size, together with a bias toward length increase. Except for microsatellites on the Y chromosome, however, previous analyses have not made full use of available data and may have introduced bias: mutations have been identified only where child genotypes could not be generated by transmission from parents' genotypes, so that the probability that a mutation is detected depends on the distribution of allele lengths and varies with allele length. We introduce a likelihood-based approach that has two key advantages over existing methods. First, we can make formal comparisons between competing models of microsatellite evolution; second, we obtain asymptotically unbiased and efficient parameter estimates. Application to data composed of 118,866 parent-offspring transmissions of AC microsatellites supports the hypothesis that mutation rate increases exponentially with microsatellite length, with a suggestion that contractions become more likely than expansions as length increases. This would lead to a stationary distribution for allele length maintained by mutational balance. There is no evidence that contractions and expansions differ in their step size distributions.

Mathematical model for low density lipoprotein (LDL) endocytosis by hepatocytes

Individuals with elevated levels of plasma low density lipoprotein (LDL) cholesterol (LDL-C) are considered to be at risk of developing coronary heart disease. LDL particles are removed from the blood by a process known as receptor-mediated endocytosis, which occurs mainly in the liver. A series of classical experiments delineated the major steps in the endocytotic process; apolipoprotein B-100 present on LDL particles binds to a specific receptor (LDL receptor, LDL-R) in specialized areas of the cell surface called clathrin-coated pits. The pit comprising the LDL-LDL-R complex is internalized forming a cytoplasmic endosome. Fusion of the endosome with a lysosome leads to degradation of the LDL into its constituent parts (that is, cholesterol, fatty acids, and amino acids), which are released for reuse by the cell, or are excreted. In this paper, we formulate a mathematical model of LDL endocytosis, consisting of a system of ordinary differential equations. We validate our model against existing in vitro experimental data, and we use it to explore differences in system behavior when a single bolus of extracellular LDL is supplied to cells, compared to when a continuous supply of LDL particles is available. Whereas the former situation is common to in vitro experimental systems, the latter better reflects the in vivo situation. We use asymptotic analysis and numerical simulations to study the longtime behavior of model solutions. The implications of model-derived insights for experimental design are discussed.

Velocity profiles and frictional pressure drop for shear thinning materials in lid-driven cavities with fully developed axial flow

A finite element numerical study has been carried out on the isothermal flow of power law fluids in lid-driven cavities with axial throughflow. The effects of the tangential flow Reynolds number (Re-U), axial flow Reynolds number (Re-W), cavity aspect ratio and shear thinning property of the fluids on tangential and axial velocity distributions and the frictional pressure drop are studied. Where comparison is possible, very good agreement is found between current numerical results and published asymptotic and numerical results. For shear thinning materials in long thin cavities in the tangential flow dominated flow regime, the numerical results show that the frictional pressure drop lies between two extreme conditions, namely the results for duct flow and analytical results from lubrication theory. For shear thinning materials in a lid-driven cavity, the interaction between the tangential flow and axial flow is very complex because the flow is dependent on the flow Reynolds numbers and the ratio of the average axial velocity and the lid velocity. For both Newtonian and shear thinning fluids, the axial velocity peak is shifted and the frictional pressure drop is increased with increasing tangential flow Reynolds number. The results are highly relevant to industrial devices such as screw extruders and scraped surface heat exchangers. (c) 2006 Elsevier Ltd. All rights reserved.

Bode's maximum available feedback and phase margin

'Maximum Available Feedback' is Bode's term for the highest possible loop gain over a given bandwidth, with specified stability margins, in a single loop feedback system. His work using asymptotic analysis allowed Bode to develop a methodology for achieving this. However, the actual system performance differs from that specified, due to the use of asymptotic approximations, and the author[2] has described how, for instance, the actual phase margin is often much lower than required when the bandwidth is high, and proposed novel modifications to the asymptotes to address the issue. This paper gives some new analysis of such systems, showing that the method also contravenes Bode's definition of phase margin, and shows how the author's modifications can be used for different amounts of bandwidth.

Achieving or exceeding maximum available feedback

A feedback system for control or electronics should have high loop gain, so that its output is close to its desired state, and the effects of changes in the system and of disturbances are minimised. Bode proposed a method for single loop feedback systems to obtain the maximum available feedback, defined as the largest possible loop gain over a bandwidth pertinent to the system, with appropriate gain and phase margins. The method uses asymptotic approximations, and this paper describes some novel adjustments to the asymptotes, so that the final system often exceeds the maximum available feedback. The implementation of the method requires the cascading of a series of lead-lag element. This paper describes a new way to determine how many elements should be used.

On two rational difference equations

In this paper, we study the oscillating property of positive solutions and the global asymptotic stability of the unique equilibrium of the two rational difference equations [GRAPHICS] and [GRAPHICS] where a is a nonnegative constant. (c) 2005 Elsevier Inc. All rights reserved.

On the recursive sequence Xn = axn-1+bxn-2/c+dxn-1xn-2

In this Paper, we study the invariant intervals, the global attractivity of the equilibrium points, and the asymptotic behavior of the solutions of the difference equation x(n) = ax(n-1) + bx(n-2) / c + dx(n-1)x(n-2), n =1, 2, ..., where a greater than or equal to 0, b, c, d > 0. (C) 2004 Elsevier Inc. All rights reserved.

The Structure of the chiral Pt{531} surface: a combined LEED and DFT study

The structure of the chiral kinked Pt{531} surface has been determined by low-energy electron diffraction intensity-versus-energy (LEED-IV) analysis and density functional theory (DFT). Large contractions and expansions of the vertical interlayer distances with respect to the bulk-terminated surface geometry were found for the first six layers (LEED: d(12) = 0.44 angstrom, d(23) = 0.69 angstrom, d(34) = 0.49 angstrom, d(45) = 0.95 angstrom, d(56) = 0.56 angstrom; DFT: d(12) = 0.51 angstrom, d(23) = 0.55 angstrom, d(34) = 0.74 angstrom, d(45) = 0.78 angstrom, d(56) = 0.63 angstrom; d(bulk) = 0.66 angstrom). Energy-dependent cancellations of LEED spots over unusually large energy ranges, up to 100 eV, can be explained by surface roughness and reproduced by applying a model involving 0.25 ML of vacancies and adatoms in the scattering calculations. The agreement between the results from LEED and DFT is not as good as in other cases, which could be due to this roughness of the real surface.

Studying reactive processes with classical dynamics: rebinding dynamics in MbNO

A new surface-crossing algorithm suitable for describing bond-breaking and bond-forming processes in molecular dynamics simulations is presented. The method is formulated for two intersecting potential energy manifolds which dissociate to different adiabatic states. During simulations, crossings are detected by monitoring an energy criterion. If fulfilled, the two manifolds are mixed over a finite number of time steps, after which the system is propagated on the second adiabat and the crossing is carried out with probability one. The algorithm is extensively tested (almost 0.5 mu s of total simulation time) for the rebinding of NO to myoglobin. The unbound surface ((FeNO)-N-...) is represented using a standard force field, whereas the bound surface (Fe-NO) is described by an ab initio potential energy surface. The rebinding is found to be nonexponential in time, in agreement with experimental studies, and can be described using two time constants. Depending on the asymptotic energy separation between the manifolds, the short rebinding timescale is between 1 and 9 ps, whereas the longer timescale is about an order of magnitude larger. NO molecules which do not rebind within 1 ns are typically found in the Xenon-4 pocket, indicating the high affinity of NO to this region in the protein.

Classification of instability modes in a model of aluminium reduction cells with a uniform magnetic field

A unified view on the interfacial instability in a model of aluminium reduction cells in the presence of a uniform, vertical, background magnetic field is presented. The classification of instability modes is based on the asymptotic theory for high values of parameter β, which characterises the ratio of the Lorentz force based on the disturbance current, and gravity. It is shown that the spectrum of the travelling waves consists of two parts independent of the horizontal cross-section of the cell: highly unstable wall modes and stable or weakly unstable centre, or Sele’s modes. The wall modes with the disturbance of the interface being localised at the sidewalls of the cell dominate the dynamics of instability. Sele’s modes are characterised by a distributed disturbance over the whole horizontal extent of the cell. As β increases these modes are stabilized by the field.