Categorical Data Ziad Taib Biostatistics AstraZeneca February 2014 Types of Data Continuous Blood pressure Time to event Categorical sex quantitative qualitative Discrete No of relapses Ordered Categorical Pain level Types of data analysis (Inference) Parametric Vs Non parametric Model based Vs Data driven Frequentist Vs Bayesian Categorical data In a RCT, endpoints and surrogate endpoints can be categorical or ordered categorical variables. In the simplest cases we have binary responses (e.g. responders non-responders). In Outcomes research it is common to use many ordered categories (no improvement, moderate improvement, high improvement). Binary variables • • • • Sex Mortality Presence/absence of an AE Responder/non-responder according to some pre-defined criteria • Success/Failure Inference problems 1. Binary data (proportions) • • 2. 3. 4. 5. 6. One sample Paired data Ordered categorical data Combining categorical data Logistic regression A Bayesian alternative ODDS and NNT Categorical data In a RCT, endpoints and surrogate endpoints can be categorical or ordered categorical variables. In the simplest cases we have binary responses (e.g. responders non-responders). In Outcomes research it is common to use many ordered categories (no improvement, moderate improvement, high improvement). Bernoulli experiment 1 Success With probability p Random experience 0 Failure Hole in one? With probability1-p Binary variables • • • • Sex Mortality Presence/absence of an AE Responder/non-responder according to some pre-defined criteria • Success/Failure Estimation • Assume that a treatment has been applied to n patients and that at the end of the trial they were classified according to how they responded to the treatment: 0 meaning not cured and 1 meaning cured. The data at hand is thus a sample of n independent binary variables • The probability of being cured by this treatment can be estimated by satisfying Hypothesis testing • We can test the null hypothesis • Using the test statistic • When n is large, Z follows, under the null hypothesis, the standard normal distribution (obs! Not when p very small or very large). Hypothesis testing • For moderate values of n we can use the exact Bernoulli distribution of leading to the sum being Binomially distributed i.e. • As with continuous variables, tests can be used to build confidence intervals. Example 1: Hypothesis test based on binomial distr. Consider testing against H0: P=0.5 Ha: P>0.5 and where: n=10 and y=number of successes=8 p-value=(probability of obtaining a result at least as extreme as the one observed)= Prob(8 or more responders)=P8+ P9+ P10= ={using the binomial formula}=0.0547 Example 2 RCT of two analgesic drugs A and B given in a random order to each of 100 patients. After both treatment periods, each patient states a preference for one of the drugs. Result: 65 patients preferred A and 35 B Example (cont’d) Hypotheses: H0: P=0.5 against H1: P0.5 Observed test-statistic: z=2.90 p-value: p=0.0037 (exact p-value using the binomial distr. = 0.0035) 95% CI for P: (0.56 ; 0.74) Two proportions • Sometimes we want to compare the proportion of successes in two separate groups. For this purpose we take two samples of sizes n1 and n2. We let yi1 and pi1 be the observed number of subjects and the proportion of successes in the ith group. The difference in population proportions of successes and its large sample variance can be estimated by Two proportions (continued) • Assume we want to test the null hypothesis that there is no difference between the proportions of success in the two groups (p =p ). Under the null hypothesis, we can estimate the common proportion by 11 12 • Its large sample variance is estimated by • Leading to the test statistic Example In a trial for acute ischemic stroke T re atm en t rt-P A p lac eb o n re sp o n d ers* 312 312 1 4 7 (4 7 .1 % ) 1 2 2 (3 9 .1 % ) *early improvement defined on a neurological scale Point estimate: 0.080 (s.e.=0.0397) 95% CI: (0.003 ; 0.158) p-value: 0.043 Two proportions (Chi square) • The problem of comparing two proportions can sometimes be formulated as a problem of independence! Assume we have two groups as above (treatment and placebo). Assume further that the subjects were randomized to these groups. We can then test for independence between belonging to a certain group and the clinical endpoint (success or failure). The data can be organized in the form of a contingency table in which the marginal totals and the total number of subjects are considered as fixed. 2 x 2 Contingency table RESPONSE T R E A T M E N T Failure Success Total Drug 165 147 312 Placebo 190 122 312 Total 355 462 N=624 2 x 2 Contingency table RESPONSE T R E A T M E N T Failure Success Total Drug Y10 Y11 Y1. Placebo Y20 Y21 Y2. Total Y.0 Y.1 N=Y.. Hyper geometric distribution •n balls are drawn at random without replacement. •Y is the number of white balls (successes) •Y follows the Hyper geometric Distribution with parameters (N, W, n) Urn containing W white balls and R red balls: N=W+R Contingency tables • • • • • N subjects in total y.1 of these are special (success) y1. are drawn at random Y11 no of successes among these y1. Y11 is HG(N,y.1,y 1.) in general Contingency tables • The null hypothesis of independence is tested using the chi square statistic • Which, under the null hypothesis, is chi square distributed with one degree of freedom provided the sample sizes in the two groups are large (over 30) and the expected frequency in each cell is non negligible (over 5) Contingency tables • For moderate sample sizes we use Fisher’s exact test. According to this calculate the desired probabilities using the exact Hyper-geometric distribution. The variance can then be calculated. To illustrate consider: • Using this and expectation m11 we have the randomization chi square statistic. With fixed margins only one cell is allowed to vary. Randomization is crucial for this approach. The (Pearson) Chi-square test O th er factor O n e F actor A B C D E i n iA n iB n iC n iD n iE ni ii n iiA n iiB n iiC n iiD n iiE n ii iii n iiiA n iiiB n iiiC n iiiD n iiiE n iii nA nB nC nD nE n iA 35 contingency table The Chi-square test is used for testing the independence between the two factors The (Pearson) Chi-square test The test-statistic is: 2 p i (O ij E ij ) j 2 E ij where Oij = observed frequencies and Eij = expected frequencies (under independence) the test-statistic approximately follows a chi-square distribution Example 5 Chi-square test for a 22 table Examining the independence between two treatments and a classification into responder/non-responder is equivalent to comparing the proportion of responders in the two groups n o n -re s p re s p o n d e r rt-P A 165 147 312 p la c e b o 190 122 312 355 269 n o n -re s p re s p o n d e r rt-P A 1 7 7 .5 1 3 4 .5 312 p la c e b o 1 7 7 .5 1 3 4 .5 312 355 269 NINDS again Observed frequencies Expected frequencies • p0=(122+147)/(324)=0.43 • v(p0)=0.00157 which gives a p-value of 0.043 in all these cases. This implies the drug is better than placebo. However when using Fisher’s exact test or using a continuity correction the chi square test the p-value is 0.052. TABLE OF GRP BY Y S A S | o u t p u t Frequency‚ Row Pct ‚nonresp ‚resp ‚ Total ƒƒƒƒƒƒƒƒƒˆƒƒƒƒƒƒƒƒˆƒƒƒƒƒƒƒƒˆ placebo ‚ 190 ‚ 122 ‚ ‚ 60.90 ‚ 39.10 ‚ 312 ƒƒƒƒƒƒƒƒƒˆƒƒƒƒƒƒƒƒˆƒƒƒƒƒƒƒƒˆ rt-PA ‚ 165 ‚ 147 ‚ ‚ 52.88 ‚ 47.12 ‚ 312 ƒƒƒƒƒƒƒƒƒˆƒƒƒƒƒƒƒƒˆƒƒƒƒƒƒƒƒˆ Total 355 269 624 STATISTICS FOR TABLE OF GRP BY Y Statistic DF Value Prob ƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒ Chi-Square 1 4.084 0.043 Likelihood Ratio Chi-Square 1 4.089 0.043 Continuity Adj. Chi-Square 1 3.764 0.052 Mantel-Haenszel Chi-Square 1 4.077 0.043 Fisher's Exact Test (Left) 0.982 (Right) 0.026 (2-Tail) 0.052 Phi Coefficient 0.081 Contingency Coefficient 0.081 Cramer's V 0.081 Sample Size = 624 Odds, Odds Ratios and relative Risks The odds of success in group i is estimated by The odds ratio of success between the two groups i is estimated by Define risk for success in the ith group as the proportion of cases with success. The relative risk between the two groups is estimated by Categorical data • Nominal – E.g. patient residence at end of follow-up (hospital, nursing home, own home, etc.) • Ordinal (ordered) – E.g. some global rating • • • • • • • Normal, not at all ill Borderline mentally ill Mildly ill Moderately ill Markedly ill Severely ill Among the most extremely ill patients Categorical data & Chi-square test O th er factor O n e F actor A B C D E i n iA n iB n iC n iD n iE ni ii n iiA n iiB n iiC n iiD n iiE n ii iii n iiiA n iiiB n iiiC n iiiD n iiiE n iii nA nB nC nD nE n iA The chi-square test is useful for detection of a general association between treatment and categorical response (in either the nominal or ordinal scale), but it cannot identify a particular relationship, e.g. a location shift. Nominal categorical data D ise a s e ca te g o ry d ip sn ip fu p bop o th e r tre a tm e n t A 33 15 34 26 8 116 g ro u p B 28 18 34 20 14 114 61 33 68 46 22 230 Chi-square test: 2 = 3.084 , df=4 , p = 0.544 Ordered categorical data • Here we assume two groups one receiving the drug and one placebo. The response is assumed to be ordered categorical with J categories. • The null hypothesis is that the distribution of subjects in response categories is the same for both groups. • Again the randomization and the HG distribution lead to the same chi square test statistic but this time with (J-1) df. Moreover the same relationship exists between the two versions of the chi square statistic. The Mantel-Haensel statistic The aim here is to combine data from several (H) strata for comparing two groups drug and placebo. The expected frequency and the variance for each stratum are used to define the MantelHaensel statistic which is chi square distributed with one df. Logistic regression • Consider again the Bernoulli situation, where Y is a binary r.v. (success or failure) with p being the success probability. Sometimes Y can depend on some other factors or covariates. Since Y is binary we cannot use usual regression. Logistic regression • Logistic regression is part of a category of statistical models called generalized linear models (GLM). This broad class of models includes ordinary regression and ANOVA, as well as multivariate statistics such as ANCOVA and loglinear regression. An excellent treatment of generalized linear models is presented in Agresti (1996). • Logistic regression allows one to predict a discrete outcome, such as group membership, from a set of variables that may be continuous, discrete, dichotomous, or a mix of any of these. Generally, the dependent or response variable is dichotomous, such as presence/absence or success/failure. Simple linear regression Table 1 Age and systolic blood pressure (SBP) among 33 adult women Age SBP Age SBP Age SBP 22 23 24 27 28 29 30 32 33 35 40 131 128 116 106 114 123 117 122 99 121 147 41 41 46 47 48 49 49 50 51 51 51 139 171 137 111 115 133 128 183 130 133 144 52 54 56 57 58 59 63 67 71 77 81 128 105 145 141 153 157 155 176 172 178 217 SBP (mm Hg) 220 SBP 81.54 1.222 Age 200 180 160 140 120 100 80 20 30 40 50 60 70 Age (years) adapted from Colton T. Statistics in Medicine. Boston: Little Brown, 1974 80 90 Simple linear regression • Relation between 2 continuous variables (SBP and age) y Slope y α β1x 1 x • Regression coefficient b1 – Measures association between y and x – Amount by which y changes on average when x changes by one unit – Least squares method Multiple linear regression • Relation between a continuous variable and a set of i continuous variables y α β1x 1 β 2 x 2 ... βi x i • Partial regression coefficients bi – Amount by which y changes on average when xi changes by one unit and all the other xis remain constant – Measures association between xi and y adjusted for all other xi • Example – SBP versus age, weight, height, etc Multiple linear regression y Predicted Response variable variables Outcome variable Dependent variables α β1x 1 β 2 x 2 ... βi x i Predictor variables Explanatory Covariables Independent Logistic regression Table 2 Age and signs of coronary heart disease (CD) Age CD Age CD Age CD 22 23 24 27 28 30 30 32 33 35 38 0 0 0 0 0 0 0 0 0 1 0 40 41 46 47 48 49 49 50 51 51 52 0 1 0 0 0 1 0 1 0 1 0 54 55 58 60 60 62 65 67 71 77 81 0 1 1 1 0 1 1 1 1 1 1 How can we analyse these data? • Compare mean age of diseased and nondiseased – Non-diseased: 38.6 years – Diseased: 58.7 years (p<0.0001) • Linear regression? Dot-plot: Data from Table 2 S ig n s o f co ro n a ry d ise a se Yes No 0 20 40 A GE (ye a rs) 60 80 100 Logistic regression (2) Table 3 Prevalence (%) of signs of CD according to age group Diseased Age group # in group # % 20 - 29 5 0 0 30 - 39 6 1 17 40 - 49 7 2 29 50 - 59 7 4 57 60 - 69 5 4 80 70 - 79 2 2 100 80 - 89 1 1 100 Dot-plot: Data from Table 3 Diseased % 100 80 60 40 20 0 0 2 4 Age group 6 8 Logistic function (1) Probability of disease 1,0 0,8 e bx P( y x ) 1 e bx 0,6 0,4 0,2 0,0 x Transformation P (y x) 1 P (y x) 1,0 { P( y x) ln bx 1 P ( y x ) logit of P(y|x) 0,8 0,6 0,4 0,2 0,0 P( y x) e bx 1 e bx Fitting equation to the data • Linear regression: Least squares or Maximum likelihood • Logistic regression: Maximum likelihood • Likelihood function – Estimates parameters and b – Practically easier to work with log-likelihood L ( ) ln l ( ) n y ln ( x ) (1 y ) ln 1 ( x ) i i 1 i i i Maximum likelihood • Iterative computing (Newton-Raphson) – Choice of an arbitrary value for the coefficients (usually 0) – Computing of log-likelihood – Variation of coefficients’ values – Reiteration until maximisation (plateau) • Results – Maximum Likelihood Estimates (MLE) for and b – Estimates of P(y) for a given value of x Multiple logistic regression • More than one independent variable – Dichotomous, ordinal, nominal, continuous … P ln α β1x1 β2 x 2 ... βi xi 1- P • Interpretation of bi – Increase in log-odds for a one unit increase in xi with all the other xis constant – Measures association between xi and logodds adjusted for all other xi Statistical testing • Question – Does model including given independent variable provide more information about dependent variable than model without this variable? • Three tests – Likelihood ratio statistic (LRS) – Wald test – Score test Likelihood ratio statistic • Compares two nested models Log(odds) = + b1x1 + b2x2 + b3x3 (model 1) Log(odds) = + b1x1 + b2x2 (model 2) • LR statistic -2 log (likelihood model 2 / likelihood model 1) = -2 log (likelihood model 2) minus -2log (likelihood model 1) LR statistic is a 2 with DF = number of extra parameters in model Example 6 Fitting a Logistic regression model to the NINDS data, using only one covariate (treatment group). NINDS again Observed frequencies non-resp responder rt-PA 165 147 312 placebo 190 122 312 355 269 S A S | o u t p u t The LOGISTIC Procedure Response Profile Ordered Value 1 2 Binary Outcome Count EVENT NO EVENT 269 355 Model Fitting Information and Testing Global Null Hypothesis BETA=0 Criterion AIC SC -2 LOG L Score Intercept Only Intercept and Covariates 855.157 859.593 853.157 . 853.069 861.941 849.069 . Chi-Square for Covariates . . 4.089 with 1 DF (p=0.0432) 4.084 with 1 DF (p=0.0433) Analysis of Maximum Likelihood Estimates Variable DF INTERCPT GRP 1 1 Parameter Estimate Standard Error Wald Chi-Square Pr > Chi-Square Standardized Estimate Odds Ratio -0.4430 0.3275 0.1160 0.1622 14.5805 4.0743 0.0001 0.0435 . 0.090350 . 1.387 Logistic regression example • AZ trial (CLASS) in acute stroke comparing clomethiazole (n=678) with placebo (n=675) • Response defined as a Barthel Index score 60 at 90 days • Covariates: – – – – STRATUM (time to start of trmt: 0-6, 6-12) AGE SEVERITY (baseline SSS score) TRT (treatment group) S A S | o u t p u t Response Profile Ordered Value BI_60 Count 1 1 750 2 0 603 Analysis of Maximum Likelihood Estimates Parameter Standard Variable DF Estimate Error Wald Pr > Standardized Chi-Square Chi-Square Estimate Odds Ratio INTERCPT 1 2.4244 0.5116 22.4603 0.0001 TRT 1 0.1299 0.1310 0.9838 0.3213 0.035826 1.139 STRATUM 1 0.1079 0.1323 0.6648 0.4149 0.029751 1.114 AGE 1 -0.0673 0.00671 100.6676 0.0001 -0.409641 0.935 SEVERITY 1 0.0942 0.00642 215.0990 0.0001 0.621293 1.099 Conditional Odds Ratios and 95% Confidence Intervals Wald Confidence Limits Odds Variable Unit Ratio Lower Upper TRT 1.0000 1.139 0.881 1.472 STRATUM 1.0000 1.114 0.859 1.444 AGE 1.0000 0.935 0.923 0.947 SEVERITY 1.0000 1.099 1.085 1.113 Risk Odds and NNT David Brennan (former) CEO of AstraZenec ? Risk, Odds and probability • Risk or chance can be measures by: – p= probabilities – O=Odds = p/(1-p) • Probability and odds contain the same information and are equally valid as measures of chance. In case of infrequent events the distinction is unimportant. For frequent events they can be quite different. 4 measures of association (effect) – Quite often we are interested in risk and probabilty only as a way to measure association or effect: Risk is lower in the drug group = cure is associated with drug = the drug has an effect – This can be done in different ways 1. 2. 3. 4. Absolute Risk (Prospective Studies) Relative Risk (Prospective Studies) Odds Ratio (Prospective or Retrospective) (Number Needed to Treat) (Prospective Studies) • An article in a leading medical journal reporting on a population-based case-control study of breast cancer stated that “women who used aspirin over a five-year period had a 20% reduction in breast cancer”. Here the 20% represents the relative risk, derived by • 1.6% = risk of breast cancer reported for women who took aspirin. • 2.0% = risk of breast cancer in women not taking aspirin. Thus, the absolute risk reduction was 2.0% – 1.6%% = 0.4%, which translates to 4 fewer cases per 1,000 women. But the relative risk reduction = 1 – 1.6%/2.0% = 0.20 so the impressive 20% figure was advertised. Computations of relative risk reduction will always appear impressively large when actual event rates are low. • • Man använder relativa tal för gynnsamma effekter, så att de ser stora ut, och absoluta tal för skadliga effekter, så att de ser små ut. Detta knep använder sig Törnberg och Nyström också av när de säger att den positiva effekten är 30 procent, medan den skadliga effekten drabbar endast 0,1 procent av kvinnorna …… Detta är manipulation när den är som värst … »Om man undersöker 2 000 kvinnor med mammografi regelbundet i 10 år, kommer 1 av dem att ha nytta av mammografin eftersom hon kommer att undgå att dö av bröstcancer. Samtidigt kommer 10 friska kvinnor av de 2 000 deltagarna på grund av mammografin att få diagnosen bröstcancer och bli behandlade i onödan«. The Relative Risk Versus p-value • A big relative risk does not necessarily mean that the p-value is small • The big relative risk could have occurred by chance if the sample size were small • The p-value depends both on the magnitude of the relative risk as well as the sample size. Reciprocal fractionsare funny Relative risk: Fractions • • Assume we computed 2.5 as the relative risk. In this calculation we divided the probability for group 1 by its counterpart for group 2. If we had divided the group 2 probability by the group 1 probability, we would have obtained a relative risk of 0.4. This is fine because 0.4 (2/5) and 2.5 (5/2) are reciprocal fractions. 0.8 (4/5) 1.25 (5/4) 0.75 (3/4) 1.33 (4/3) 0.67 (2/3) 1.50 (3/2) 0.50 (1/2) 2.00 (2/1) The scale of the odds ratios: • The variability of the odds ratio is typically based in the logarithmic scale due to assymetric character of odds ratio. 0 0.5 1 2 OR -0.693 0 0.693 Log(OR) • This is especially important when deriving confidence intervals Odds ratio vs. relative risk On Estonia: •There were 485 female passengers: 14 survived and 471 died. •There were 504 male passengers: 80 survived and 424 died For Alive Dead Total Female 14 471 485 Male 80 424 504 Total 94 895 989 females, the odds were 33 to 1 against surviving (471/14=33.65). For males, the odds were almost 5 to 1 in favor of death (424/80=5.3). The odds ratio is 0.15 (5.3/33.5). There is a 6.6 fold greater odds of death for females than for males. • The relative risk: For females, the probability of death is 97% (471/485=0.97). For males, the probability is 84% (424/504=0.84). The relative risk of death is 0.87 (0.84/0.97 =1/1.15 ). There is a 1.15 greater probability of death for females than for males. • There is quite a difference. Both measurements show that women were more likely to die. But the odds ratio (6.6) implies that women are much worse off than the relative risk 1.15. Which number is a fairer comparison? There are three issues here: –(I) The relative risk measures events in a way that is interpretable and consistent with the way “people” really think. –(II) The relative risk, though, cannot always be computed in a research design. –(III) Also, the relative risk can sometimes lead to ambiguous and confusing conclusions. RELATIVE RISK AND ODDS RATIO • Suppose there are two groups, one with a 25% chance of mortality and the other with a 50% chance of mortality. Most people would say that the latter group has it twice as bad. But the odds ratio is 3, which seems too big. 0.25/(1-0.25) / 0.50/(1-0.50) = 1/3 • Even more extreme examples are possible. A change from 25% to 75% mortality represents a relative risk of 3, but an odds ratio of 9. RELATIVE RISK vs. ODDS RATIO • • • • • Why would we even bother calculating the odds ratio when we can calculate relative risk? The odds ratio turns out to be important because you can calculate it either in cohort studies or case-control studies The relative risk can only be calculated from cohort studies OR can be close to the relative risk: If the disease is very rare, it is almost exactly the relative risk How rare? Rough rule of thumb: If proportion with disease is less than 1%. If disease is not rare, OR still follows same direction as RR, but may not be a very accurate estimate of RR Number needed to treat: NNT NNT 1 AR 1 ^ ˆ 1 ˆ 2 NNT should be completed with follow up period and unfavourable event avoided. • Statistical properties? Confidence intervals? • When AR = 0, NNT becomes infinite! • NNT presupposes that there is statistically significant difference (*). • The distribution of NNT is complicated because its behaviour around AR = 0; • How much NNT is good? No magic figure: (10-500) risky surgerey – standard inexpensive drug with no side effect – active treatment – preventive treatment etc. • The moments of NNT do not exist; • Simple calculations with NNT like addition can give nonsensical results. •