Simulation Results

Setup

Proportional hazard models

Equal Event Rates for Historical Data

Setup

  • Event Rate for historical data = 0.3

  • Event Rate for current data = 0.3

  • HR for historical data =0.6

  • HR for current data =0.6

  • Sample size for historical data =800

  • Sample size for current data =900

Tables

##      Time_Int True HR    Est_HR 5%_est_HR 95%_est_HR    cox_HR Est_HR_borrow
## [1,]        1     0.6 0.6262723 0.4224158  0.9421768 0.6269876     0.6351524
## [2,]        2     0.6 0.6582519 0.4095119  1.0309835 0.6584178     0.6678336
## [3,]        3     0.6 0.6017352 0.3660200  0.9545976 0.6021226     0.6127302
## [4,]        4     0.6 0.6413781 0.3521869  1.0015094 0.6419785     0.6537163
## [5,]        5     0.6 0.6415007 0.3322103  1.0511746 0.6410855     0.6505167
## [6,]        6     0.6 0.6543227 0.3157534  1.0355099 0.6538766     0.6666931
## [7,]        7     0.6 0.6492380 0.3523447  1.0517613 0.6507111     0.6600200
## [8,]        8     0.6 0.6793119 0.3423537  1.2115969 0.6782697     0.6882511
##      5%_y_est_HR 95%_y_est_HR
## [1,]   0.4324312    0.9172447
## [2,]   0.4198885    1.0078552
## [3,]   0.3817849    0.9635884
## [4,]   0.3817810    0.9991035
## [5,]   0.3489675    1.0664518
## [6,]   0.3300194    0.9978377
## [7,]   0.3887578    1.0057411
## [8,]   0.3687186    1.1416212

Bias

HR estimation

Event rates for current data is greater than the event rates for true/usual (historical) data.

Setup

  • Event Rate for historical data = 0.3

  • Event Rate for current data = 0.4

  • HR for historical data =0.6

  • HR for current data =0.6

  • Sample size for historical data =800

  • Sample size for current data =900

Tables

##      Time_Int True HR    Est_HR 5%_est_HR 95%_est_HR    cox_HR Est_HR_borrow
## [1,]        1     0.6 0.6233981 0.4511261  0.8363525 0.6231557     0.6692790
## [2,]        2     0.6 0.6220302 0.4160930  0.9291435 0.6219083     0.6653315
## [3,]        3     0.6 0.6206975 0.3870406  0.9029128 0.6214206     0.6687640
## [4,]        4     0.6 0.6157674 0.4011699  0.9323714 0.6158206     0.6668540
## [5,]        5     0.6 0.6194539 0.3563194  0.8983480 0.6191717     0.6693557
## [6,]        6     0.6 0.6334969 0.3915588  1.1217408 0.6332312     0.6922785
## [7,]        7     0.6 0.6349140 0.3776134  0.9674411 0.6349776     0.7021818
## [8,]        8     0.6 0.6780703 0.3597402  1.0870007 0.6786205     0.7423400
##      5%_y_est_HR 95%_y_est_HR
## [1,]   0.4726092    0.8885987
## [2,]   0.4326146    0.9594580
## [3,]   0.4121570    1.0158464
## [4,]   0.4256111    0.9653060
## [5,]   0.3707004    0.9916584
## [6,]   0.4239015    1.1542953
## [7,]   0.4270339    1.0696849
## [8,]   0.3896620    1.2267948

Bias

HR estimation

Event rates for current data is lower than the event rates for true/usual (historical) data.

Setup

  • Event Rate for historical data = 0.3

  • Event Rate for current data = 0.25

  • HR for historical data =0.6

  • HR for current data =0.6

  • Sample size for historical data =900

  • Sample size for current data =900

Tables

##      Time_Int True HR    Est_HR 5%_est_HR 95%_est_HR    cox_HR Est_HR_borrow
## [1,]        1     0.6 0.6077887 0.3947382  0.8627060 0.6079796     0.5793919
## [2,]        2     0.6 0.6565594 0.4326266  0.9163769 0.6566531     0.6323982
## [3,]        3     0.6 0.6437558 0.3516121  1.0108220 0.6440839     0.6220166
## [4,]        4     0.6 0.6262344 0.3753594  0.9118636 0.6263961     0.6203086
## [5,]        5     0.6 0.6170303 0.3307877  1.0840495 0.6169368     0.6123612
## [6,]        6     0.6 0.6546694 0.3743803  1.0872543 0.6546788     0.6621578
## [7,]        7     0.6 0.6793174 0.3229004  1.2464561 0.6788342     0.6948763
## [8,]        8     0.6 0.6528191 0.3142469  1.1808945 0.6533926     0.6757409
##      5%_y_est_HR 95%_y_est_HR
## [1,]   0.3688648    0.8450003
## [2,]   0.4159021    0.8832484
## [3,]   0.3497376    0.9844081
## [4,]   0.3803740    0.8954898
## [5,]   0.3511892    1.0435563
## [6,]   0.3919356    1.1954479
## [7,]   0.3550455    1.3106007
## [8,]   0.3470871    1.2538429

Bias

HR estimation

Non-Proportional hazard models

Equal Event Rates for Historical Data

Setup

  • Event Rate for historical data = 0.3

  • Event Rate for current data = 0.3

  • HR for historical data =0.6, 0.4

  • HR for current data =0.6, 0.4

  • Sample size for historical data = 800

  • Sample size for current data = 900

Tables

##      Time_Int True HR    Est_HR 5%_est_HR 95%_est_HR    cox_HR Est_HR_borrow
## [1,]        1     0.9 0.9392929 0.6403865  1.3771834 0.9402050     0.9569987
## [2,]        2     0.9 0.9412777 0.7060575  1.4050062 0.9414951     0.9652451
## [3,]        3     0.6 0.6342978 0.3866306  0.9736019 0.6338602     0.6405491
## [4,]        4     0.6 0.6207246 0.3625493  0.9528250 0.6208712     0.6283158
## [5,]        5     0.6 0.6319010 0.3258246  0.9366568 0.6323435     0.6504819
## [6,]        6     0.6 0.6390416 0.3659963  1.1109447 0.6395110     0.6497869
## [7,]        7     0.6 0.6532937 0.3549605  1.1219127 0.6532828     0.6733605
## [8,]        8     0.6 0.6485214 0.3583650  1.0963829 0.6493011     0.6701435
##      5%_y_est_HR 95%_y_est_HR
## [1,]   0.6784414    1.3760126
## [2,]   0.7072333    1.3832263
## [3,]   0.3993213    1.0087298
## [4,]   0.3937601    0.9417595
## [5,]   0.3282611    1.0741855
## [6,]   0.3854399    1.0711034
## [7,]   0.3748896    1.1786802
## [8,]   0.3801997    1.1185199

Bias

HR estimation

Event rates for current data is greater than the event rates for true/usual (historical) data

Setup

  • Event Rate for historical data = 0.3

  • Event Rate for current data = 0.4

  • HR for historical data =0.6, 0.4

  • HR for current data =0.6, 0.4

  • Sample size for historical data = 800

  • Sample size for current data = 900

Tables

##      Time_Int True HR    Est_HR 5%_est_HR 95%_est_HR    cox_HR Est_HR_borrow
## [1,]        1     0.9 0.9313349 0.6641617  1.2293114 0.9316268     1.0003032
## [2,]        2     0.9 0.9282126 0.6109323  1.3748837 0.9280659     0.9944413
## [3,]        3     0.6 0.6248056 0.3954876  0.8957159 0.6243848     0.6718724
## [4,]        4     0.6 0.6186859 0.3952936  0.9560129 0.6185068     0.6688152
## [5,]        5     0.6 0.6160705 0.3534927  0.8806196 0.6163151     0.6658858
## [6,]        6     0.6 0.6343815 0.3724007  1.1334172 0.6346638     0.6936094
## [7,]        7     0.6 0.6320211 0.3776346  1.0005613 0.6310615     0.6980989
## [8,]        8     0.6 0.6772826 0.3482383  1.0986099 0.6788463     0.7424516
##      5%_y_est_HR 95%_y_est_HR
## [1,]   0.6975733    1.3431221
## [2,]   0.6476169    1.4791851
## [3,]   0.4158897    0.9949328
## [4,]   0.4318449    1.0103563
## [5,]   0.3679884    0.9791280
## [6,]   0.4074217    1.1324861
## [7,]   0.4239607    1.0918633
## [8,]   0.3829745    1.1992181

Bias

HR estimation

Event rates for current data is lower than the event rates for true/usual (historical) data

Setup

  • Event Rate for historical data = 0.3

  • Event Rate for current data = 0.25

  • HR for historical data =0.6, 0.4

  • HR for current data =0.6, 0.4

  • Sample size for historical data = 800

  • Sample size for current data = 900

Tables

##      Time_Int True HR    Est_HR 5%_est_HR 95%_est_HR    cox_HR Est_HR_borrow
## [1,]        1     0.9 0.9409496 0.5937264  1.3552388 0.9408852     0.8972136
## [2,]        2     0.9 0.9556685 0.6487346  1.4342293 0.9550902     0.9180057
## [3,]        3     0.6 0.6460053 0.3598721  1.0175902 0.6456314     0.6241308
## [4,]        4     0.6 0.6290101 0.3709885  0.9609838 0.6289864     0.6227141
## [5,]        5     0.6 0.6179912 0.3354584  1.1047419 0.6167216     0.6128929
## [6,]        6     0.6 0.6520069 0.3720471  1.1219569 0.6519702     0.6593842
## [7,]        7     0.6 0.6843680 0.3239721  1.2957890 0.6850730     0.7005224
## [8,]        8     0.6 0.6536861 0.3268332  1.1953146 0.6539861     0.6779432
##      5%_y_est_HR 95%_y_est_HR
## [1,]   0.5908943    1.3401549
## [2,]   0.6362803    1.3280308
## [3,]   0.3617479    0.9482513
## [4,]   0.3727634    0.9406897
## [5,]   0.3534999    1.0394797
## [6,]   0.3827467    1.0847017
## [7,]   0.3443625    1.3860134
## [8,]   0.3503105    1.3131275

Bias

HR estimation