TY - JOUR

T1 - On the inappropriateness of an EM algorithm based procedure for blinded sample size re-estimation.

AU - Friede, Tim

AU - Kieser, Meinhard A.

PY - 2002/1/30

Y1 - 2002/1/30

N2 - When planning a clinical trial the sample size calculation is commonly based on an a priori estimate of the variance of the outcome variable. Misspecification of the variance can have substantial impact on the power of the trial. It is therefore attractive to update the planning assumptions during the ongoing trial using an internal estimate of the variance. For this purpose, an EM algorithm based procedure for blinded variance estimation was proposed for normally distributed data. Various simulation studies suggest a number of appealing properties of this procedure. In contrast, we show that (i) the estimates provided by this procedure depend on the initialization, (ii) the stopping rule used is inadequate to guarantee that the algorithm converges against the maximum likelihood estimator, and (iii) the procedure corresponds to the special case of simple randomization which, however, in clinical trials is rarely applied. Further, we show that maximum likelihood estimation leads to no reasonable results for blinded sample size re-estimation due to bias and high variability. The problem is illustrated by a clinical trial in asthma.

AB - When planning a clinical trial the sample size calculation is commonly based on an a priori estimate of the variance of the outcome variable. Misspecification of the variance can have substantial impact on the power of the trial. It is therefore attractive to update the planning assumptions during the ongoing trial using an internal estimate of the variance. For this purpose, an EM algorithm based procedure for blinded variance estimation was proposed for normally distributed data. Various simulation studies suggest a number of appealing properties of this procedure. In contrast, we show that (i) the estimates provided by this procedure depend on the initialization, (ii) the stopping rule used is inadequate to guarantee that the algorithm converges against the maximum likelihood estimator, and (iii) the procedure corresponds to the special case of simple randomization which, however, in clinical trials is rarely applied. Further, we show that maximum likelihood estimation leads to no reasonable results for blinded sample size re-estimation due to bias and high variability. The problem is illustrated by a clinical trial in asthma.

KW - sample size re-estimation

KW - EM algorithm

KW - maximum likelihood estimation

KW - finite mixture distributions

U2 - 10.1002/sim.977

DO - 10.1002/sim.977

M3 - Journal article

VL - 21

SP - 165

EP - 176

JO - Statistics in Medicine

JF - Statistics in Medicine

SN - 1097-0258

IS - 2

ER -