Department of Biostatistics and Computational Biology

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Department of Biostatistics and Computational Biology

University of Rochester School of Medicine and Dentistry

2012 Yakovlev Colloquium*

Ying Kuen K. Cheung, Ph.D.

Associate Professor of Biostatistics

Columbia University

Mailman School of Public Health

“On the Efficiency of Nonparametric Variance

Estimation in Sequential Dose Finding”

Thursday, September 6, 2011

3:30 P.M.

Whipple Auditorium 2-6424

Abstract:

Phase I clinical trials are experiments in which a drug is administered to humans to determine the maximum tolerated dose, defined as the maximum test dose that causes a toxicity with a target probability. As such, phase I dose-finding is often formulated as a quantile estimation problem. In this talk, I will focus on clinical scenarios where toxicity is defined by dichotomizing a continuous outcome, for which a correct specification of the variance function of the outcomes is important. This is especially true for sequential study where the variance assumption directly involves in the generation of the design points and hence sensitivity analysis may not be feasible after the data are collected. In this light, there is a strong reason for avoiding parametric assumptions on the variance function, although this may incur efficiency loss. This talk will show how much information one may retrieve by making additional parametric assumptions on the variance in the context of a sequential least squares recursion. By asymptotic comparison and simulation study, we demonstrate that assuming homoscedasticity achieves only a modest efficiency gain when compared to nonparametric variance estimation: when homoscedasticity in truth holds, the latter is at worst 88% as efficient as the former in the limiting case, and often achieves well over 90% efficiency for most practical situations.

* To honor Dr. Andrei Yakovlev’s major contributions to the department, our first colloquium each academic year is dedicated to his memory.

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