Journal
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
Volume 85, Issue 3, Pages 575-596Publisher
OXFORD UNIV PRESS
DOI: 10.1093/jrsssb/qkad017
Keywords
counterfactual outcome; least favourable confidence interval; non-regularity; precision medicine; pre-test estimator; semiparametric efficiency
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We propose a test-based elastic integrative analysis that combines randomised trial and real-world data to estimate treatment effect heterogeneity. Our approach allows for efficient estimation by using the trial design to decide whether to incorporate real-world data. We provide a data-adaptive procedure for selecting a test threshold that minimises mean square error and offer an elastic confidence interval with good finite-sample coverage.
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.
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