Elastic integrative analysis of randomised trial and real-world data for treatment heterogeneity estimation
Shu Yang, Chenyin Gao, Donglin Zeng, Xiaofei Wang
Journal of the Royal Statistical Society: Series B (Statistical Methodology) · 2023 · Volume 85 · Issue 3
Abstract
We propose a test-based elastic integrative analysis of the randomised trial and real-world data to estimate treatment effect heterogeneity with a vector of known effect modifiers. When the real-world data are not subject to bias, our approach combines the trial and real-world data for efficient estimation. Utilising the trial design, we construct a test to decide whether or not to use real-world data. We characterise the asymptotic distribution of the test-based estimator under local alternatives. We provide a data-adaptive procedure to select the test threshold that promises the smallest mean square error and an elastic confidence interval with a good finite-sample coverage property.
Keywords
counterfactual outcome, least favourable confidence interval, non-regularity, precision medicine, pre-test estimator, semiparametric efficiency
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