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Examples in this article were generated with
4.3.3
by the packages TeachingDemos
,^{1}
magicaxis
,^{2} PowerTOST
,^{3} Power2Stage
,^{4} nlme
,^{5}
lme4
,^{6} and lmerTest
.^{7}
Abbreviation | Meaning |
---|---|
ABE | Average Bioequivalence |
ABEL | Average Bioequivalence with Expanding Limits |
\(\small{CV}\) (\(\small{CV_\text{wT}}\), \(\small{CV_\text{wR}}\)) |
Within-subject Coefficient of Variation (of the Test and Reference treatment) |
GMR | Geometric Mean Ratio |
HVD(P) | Highly Variable Drug (Product) |
RSABE | Reference-scaled Average Bioequivalence |
SABE | Scaled Average Bioequivalence |
\(\small{s_\text{wR}}\) | Within-subject standard devtaion of the Reference treatment |
TOST | Two One-Sided Tests |
What are simulations and why may we need them?
In statistics (or better, in science in general) we prefer to obtain
results by an analytical calculation. Remember your classes in algebra
and calculus? That’s the stuff.
However, sometimes the desire for an ‘exact’ solution of a problem
reminds on the hunt for unobtainium.
If you know the movie Hidden Figures maybe you recall the scene where Katherine Johnson solved the transition from the elliptic orbit of the Mercury capsule to the parabolic re-entry trajectory by Euler’s approximations. Given, not a simulation but a numerical method since an algebraic solution simply did not – and will never – exist.
Least-squares and maximum-likelihood optimizations are part of our bread-and-butter jobs. Nobody complains that the result is not ‘exact’.
“Statistics. A sort of elementary form of mathematics which consists of adding things together and occasionally squaring them.
However, sometimes numerical methods are not feasible if the problem
gets too large. Large in this context means many parameters, a high
number of data points to fit, or both.
Two examples:
Approximate trajectories of three identical bodies located at the
vertices of a scalene triangle and having zero initial velocities. It is
seen that the center of mass, in accordance with the law of conservation
of momentum, remains in place.
©
Dnttllthmmnm @ wikimedia commons
When it comes to (bio)equivalence, we need simulations in various areas. One is power calculation / sample size estimation for Scaled Average Bioequivalence and the other for adaptive sequential Two-Stage Designs for parallel groups.
“Whenever a theory appears to you as the only possible one, take this as a sign that you have neither understood the theory nor the problem which it was intended to solve.
As we will see in the examples, in the Monte Carlo method values approach the exact one asymptotically.
# attach libraries to run the examples
library(TeachingDemos)
library(magicaxis)
library(PowerTOST)
library(Power2Stage)
library(nlme)
library(lmerTest)
All scripts were run on a Xeon E3-1245v3 @ 3.40GHz (1/4 cores)
16GB RAM with R
4.3.3 on
Windows 7 build 7601, Service Pack 1, Universal C Runtime
10.0.10240.16390
Here it’s easy to get the average sum of pips. If you remember probability and combinatorics, you will get the answer seven. If you are a gambler, you simply know it. If you have two at hand, roll them. Of course, you will get anything between the possible extremes (two and twelve) in a single roll. But you would need many rolls to come close to the theoretical average seven. Since this is a boring excercise (unless you find an idiot betting against seven), let R do the job (one to ten thousand rolls):
set.seed(123)
<- ceiling(10^(seq(0, 4, 0.01)))
nsims <- data.frame(nsims = nsims, sum.pips = NA)
df for (i in seq_along(nsims)) {
2] <- sum(dice(rolls = nsims[i],
df[i, ndice = 2, sides = 6))/nsims[i]
}<- c(2, 12)
ylim <- 10^(seq(0, 4, 1))
j <- numeric()
mean.j for (i in seq_along(j)) {
<- mean(df[df$nsims == j[i], 2])
mean.j[i]
}dev.new(width = 4.5, height = 4.5)
<- par(no.readonly = TRUE)
op par(mar = c(3, 3, 3, 0.1), cex.axis = 0.9,
mgp = c(2, 0.5, 0))
plot(df$nsims, df[, 1], type = "n",
ylim = ylim, axes = FALSE, log = "x",
xlab = "Number of simulated rolls",
ylab = "Average sum of pips")
mtext("Average at 1, 10, \u2026", 3, line = 2)
grid(); box()
abline(h = 7)
magaxis(1)
magaxis(2, minorn = 2, las = 1)
axis(3, labels = sprintf("%.2f", mean.j), at = j)
points(df$nsims, df[, 2], pch = 21,
col = "blue", bg = "#9090FF80", cex = 1.15)
par(op)
We generate a set of uniformly distributed coordinates \(\small{\left\{x|y\right\}}\) in the range
\(\small{\left\{-1|+1\right\}}\).
According to Mr. Pythagoras all \(\small{x^2+y^2\leq1}\) are at or within the
unit circle and
coded in blue. Since \(\small{A=\frac{\pi\,d^2}{4}}\) and \(\small{d=1}\), we get an estimate of \(\small{\pi}\) by 4 times the number of
coded points (the ‘area’) divided by the number of simulations. Here for
fifty thousand:
set.seed(12345678)
<- 5e4
nsims <- runif(nsims, -1, 1)
x <- runif(nsims, -1, 1)
y <- (x^2 + y^2) <= 1
is.inside <- 4 * sum(is.inside) / nsims
pi.estimate dev.new(width = 5.7, height = 5.7)
<- par(no.readonly = TRUE)
op par(pty = "s", cex.axis = 0.9, mgp = c(2, 0.5, 0))
<- bquote(italic(pi)*-estimate == .(pi.estimate))
main plot(c(-1, 1), c(-1, 1), type = "n", axes = FALSE,
xlim = c(-1, 1), ylim = c(-1, 1), font.main = 1,
xlab = expression(italic(x)),
ylab = expression(italic(y)), cex.main = 1.1,
main = main)
points(x[is.inside], y[is.inside], pch = '.',
col = "blue")
points(x[!is.inside], y[!is.inside], pch = '.',
col = "lightgrey")
magaxis(1:2, las = 1)
abline(h = 0, v = 0)
box()
par(op)
This was a lucky punch since the convergence is lousy. To get a
stable estimate with just four correct significant digits, we
need at least one hundred million (‼) simulations.
Another slowly converging approach is simulating Buffon’s needle.^{8}
# Cave: Extremely long runtime
set.seed(123456)
<- function(l, n = 1) {
buffon_needles <- rep(0, n)
H for (i in 1:n) {
<- runif(2)
M <- c(1, 1)
D while (norm(D, type = '2') > 1) {
<- runif(2)
D
}<- D/norm(D, type = '2')
DD <- M + l / 2 * DD
E1 <- M - l / 2 * DD
E2 <- (E1[1] < 0) |
H[i] 1] > 1) |
(E1[1] < 0) |
(E2[1] > 1)
(E2[
}return(H)
}<- 0.4
l <- as.integer(10^(seq(3, 7, 0.05)))
nsims <- txtProgressBar(0, 1, 0, width = NA, style = 3)
pb for (i in 1:nrow(df)) {
<- buffon_needles(l, n = df$nsims[i])
HHH $pi.estimate[i] <- 2 * l / mean(HHH)
dfsetTxtProgressBar(pb, i/nrow(df))
}close(pb)
tail(df, 1) # show last
dev.new(width = 4.5, height = 4.5)
<- par(no.readonly = TRUE)
op par(mar = c(3, 3, 0, 0), cex.axis = 0.9,
mgp = c(2, 0.5, 0))
plot(df$nsims, df$pi.estimate, type = "n",
log = "x", axes = FALSE,
xlab = "Number of simulations",
ylab = expression(italic(pi)*"-estimate"))
grid(); box()
abline(h = pi, col = "red")
magaxis(1:2, las = 1)
points(df$nsims, df$pi.estimate, pch = 21,
col = "blue", bg = "#9090FF80", cex = 1.15)
par(op)
Of course, there are extremely efficient methods like the Chudnovsky algorithm (with March 2024 the record holder with one 105 trillion digits).
<- 0:1L
q <- 0
pi.rep for (i in seq_along(q)) {
<- pi.rep -
pi.rep 12/640320^(3/2) *
factorial(6 * q[i]) * (13591409 + 545140134 *q[i])) /
(factorial(3 * q[i]) * factorial(q[i])^3 *
(-640320^(3 * q[i]))
}<- 1/pi.rep
pi.approx <- data.frame(q = as.integer(max(q)),
comp pi = sprintf("%.15f", pi),
pi.approx = sprintf("%.15f", pi.approx),
RE = sprintf("%-.15f%%",
100 * (pi.approx - pi) / pi))
print(comp, row.names = FALSE)
# q pi pi.approx RE
# 1 3.141592653589793 3.141592653589675 -0.000000000003746%
Note that increasing the number of iterations q
does not
improve the result. Since this is an extremely efficient
algorithm, we are already at the numeric resolution of a 64 bit numeric,
which is ~2.220446·10^{-16}.
The wonderland of representing numbers on digital computers is elaborated in another article.
A bioanalytical method should have a sufficiently low Limit of Quantification in order to assess potential carryover (subjects with pre-dose concentrations of \(\small{\gt 5\%\:C_\textrm{max}}\) can be excluded from the comparison) and avoid a large extrapolated \(\small{AUC}\).
Say, we have a bioanalytical method with \(\small{\textrm{LLOQ}=5\%\:C_\textrm{max}}\)
and a \(\small{CV}\) at the
LLOQ of 20%. Note,
that this has nothing to do with the maximum acceptable \(\small{CV}\) of 15% in method validation
(calibrators, quality control samples). The variability in pre-dose
samples might well be higher.
What is the probability to find subjects with pre-dose concentrations
\(\small{\gt\textrm{LLOQ}}\)?
set.seed(123456)
<- setNames(c(100, 0.2), c("mu", "CV"))
Cmax <- 5
pct.Cmax <- pct.Cmax * Cmax[["mu"]] / 100
LLOQ <- c(1e2, 5e2, 1e3, 5e3, 1e4, 5e4, 1e5)
nsims <- plnorm(LLOQ, mean = log(LLOQ) - 0.5 * log(Cmax[["CV"]]^2 + 1),
exact sd = sqrt(log(Cmax[["CV"]]^2 + 1)),
lower.tail = FALSE)
<- data.frame(simulations = nsims,
df exact = rep(exact, length(nsims)),
simulated = NA, SE = NA, RE = NA)
for (i in 1:nrow(df)) {
<- rlnorm(n = nsims[i],
pre.dose meanlog = log(Cmax[["mu"]]) -
0.5 * log(Cmax[["CV"]]^2 + 1),
sdlog = sqrt(log(Cmax[["CV"]]^2 + 1))) *
/ 100
pct.Cmax $simulated[i] <- signif(sum(pre.dose > LLOQ) / nsims[i], 4)
df$SE[i] <- signif(sqrt(0.025 / i), 4)
df$RE <- 100 * (df$simulated - exact) / exact
df
}$exact <- signif(df$exact, 4)
df$RE <- sprintf("%+.4f%%", df$RE)
df$simulations <- formatC(df$simulations, format = "f",
dfdigits = 0, big.mark=",")
names(df)[c(1, 3)] <- c("sim\u2019s", "sim\u2019d")
print(df, row.names = FALSE)
# sim’s exact sim’d SE RE
# 100 0.4606 0.4500 0.15810 -2.2930%
# 500 0.4606 0.5040 0.11180 +9.4318%
# 1,000 0.4606 0.4620 0.09129 +0.3125%
# 5,000 0.4606 0.4642 0.07906 +0.7902%
# 10,000 0.4606 0.4647 0.07071 +0.8987%
# 50,000 0.4606 0.4617 0.06455 +0.2474%
# 100,000 0.4606 0.4624 0.05976 +0.3993%
That’s surprisingly high, right? If you have twenty-four subjects in the study, you can expect at least eleven with pre-dose concentrations above the LLOQ. Hence, aim lower.
Furthermore, the probability depends on the variability. This time only the exact results.
<- c(0.2, 0.4)
CV <- setNames(c(100, CV[1]), c("mu", "CV"))
Cmax <- 5 * Cmax[["mu"]] / 100
limit <- 5L:2L
pct.Cmax <- pct.Cmax * Cmax[["mu"]] / 100
LLOQ <- data.frame(Cmax = rep(Cmax[["mu"]], length(LLOQ)),
df1 CV = Cmax[["CV"]], LLOQ = LLOQ, p = NA_real_)
for (i in 1:nrow(df1)) {
$p[i] <- plnorm(limit,
df1mean = log(df1$LLOQ[i]) - 0.5 * log(Cmax[["CV"]]^2 + 1),
sd = sqrt(log(Cmax[["CV"]]^2 + 1)),
lower.tail = FALSE)
}<- setNames(c(100, CV[2]), c("mu", "CV"))
Cmax <- data.frame(Cmax = rep(Cmax[["mu"]], length(LLOQ)),
df2 CV = Cmax[["CV"]], LLOQ = LLOQ, p = NA_real_)
for (i in 1:nrow(df2)) {
$p[i] <- plnorm(limit,
df2mean = log(df2$LLOQ[i]) - 0.5 * log(Cmax[["CV"]]^2 + 1),
sd = sqrt(log(Cmax[["CV"]]^2 + 1)),
lower.tail = FALSE)
}<- rbind(df1, df2)
df $p <- sprintf("%.5f%%", 100 * df$p)
dfnames(df)[4] <- "pre-dose > LLOQ"
print(df, row.names = FALSE)
# Cmax CV LLOQ pre-dose > LLOQ
# 100 0.2 5 46.05608%
# 100 0.2 4 11.01429%
# 100 0.2 3 0.36988%
# 100 0.2 2 0.00011%
# 100 0.4 5 42.36257%
# 100 0.4 4 22.01048%
# 100 0.4 3 6.44348%
# 100 0.4 2 0.50697%
If the \(\small{CV}\) is 20%, an LLOQ of 3% of \(\small{C_\textrm{max}}\) is sufficient. However, if it is 40%, it’s better to aim at ≤ 2% of \(\small{C_\textrm{max}}\).
Over the top, since an exact (analytical) solution exists.
However, if you don’t trust in it, simulations are possible with the
function power.TOST.sim()
, employing the distributional
properties (\(\small{\sigma^2}\)
follows a \(\small{\chi^2\textrm{-}}\)distribution with
\(\small{n-2}\) degrees of freedom and
\(\small{\log_{e}(\theta_0)}\) follows
a normal distribution).^{9}
Empiric power, its standard error, its relative error compared to the exact power, and execution times:
<- 0.25
CV <- sampleN.TOST(CV = CV,
n print = FALSE)[["Sample size"]]
<- c(1e5L, 5e5L, 1e6L, 5e6L,1e7L, 5e7L, 1e8L)
nsims <- power.TOST(CV = CV, n = n)
exact <- data.frame(sims = nsims,
x exact = rep(exact, length(nsims)),
sim = NA_real_, SE = NA_real_,
RE = NA_real_)
for (i in seq_along(nsims)) {
<- proc.time()[[3]]
st $sim[i] <- power.TOST.sim(CV = CV, n = n,
xnsims = nsims[i])
$secs[i] <- proc.time()[[3]] - st
x$SE[i] <- sqrt(0.5 * x$sim[i] / nsims[i])
x
}$RE <- 100 * (x$sim - exact) / exact
x$exact <- signif(x$exact, 5)
x$SE <- round(x$SE, 6)
x$RE <- sprintf("%+.4f%%", x$RE)
x$sim <- signif(x$sim, 5)
x$sims <- prettyNum(x$sims, format = "i", big.mark = ",")
xnames(x)[c(1, 3)] <- c("sim\u2019s", "sim\u2019d")
print(x, row.names = FALSE)
# sim’s exact sim’d SE RE secs
# 100,000 0.80744 0.80814 0.002010 +0.0868% 0.15
# 500,000 0.80744 0.80699 0.000898 -0.0552% 0.81
# 1,000,000 0.80744 0.80766 0.000635 +0.0279% 1.61
# 5,000,000 0.80744 0.80751 0.000284 +0.0090% 8.08
# 10,000,000 0.80744 0.80733 0.000201 -0.0136% 16.13
# 50,000,000 0.80744 0.80743 0.000090 -0.0009% 81.62
# 100,000,000 0.80744 0.80744 0.000064 +0.0001% 162.01
The convergence is good. Even with only 10,000 simulations the relative error would be < 0.3%.
We know that \(\small{\alpha}\) (the
probability of the Type I Error) in the
TOST procedure and the
operationally equivalent confidence interval inclusion approach never
exceeds the nominal level (generally 0.05). In e.g., a 2×2×2
crossover design with CV 25% and 28 subjects \(\small{\alpha\simeq
0.04999963\ldots}\)
We can simulate a large number of studies with a T/R-ratio at one of the
borders of the acceptance range and assess them for
ABE as well, i.e.,
assume that the null
hypothesis is true. We expect ≤ 5% of studies to pass. The number of
passing studies divided by the number of simulations gives the empiric
Type I Error.
# Cave: Long run-time!
<- 5
runs <- as.integer(10^(seq(3, 7, 0.1)))
nsims <- data.frame(run = 1:runs,
df nsims = rep(nsims, each = runs),
binomial.lower = NA_real_,
binomial.upper = NA_real_,
TIE = NA_real_)
<- 0.25
CV <- sampleN.TOST(CV = CV,
n print = FALSE)[["Sample size"]]
<- power.TOST(theta0 = 1.25, CV = CV, n = n)
exact <- txtProgressBar(0, 1, 0, width = NA, style = 3)
pb for (i in 1:nrow(df)) {
<- ceiling(0.05 * df$nsims[i])
x <- binom.test(x, df$nsims[i], alternative =
b.t "two.sided")[["conf.int"]]
3:4] <- as.numeric(b.t)
df[i, ifelse (df$run[i] == 1,
<- TRUE,
setseed <- FALSE)
setseed $TIE[i] <- power.TOST.sim(theta0 = 1.25, CV = CV,
dfn = n, nsims = df$nsims[i],
setseed = setseed)
setTxtProgressBar(pb, i / nrow(df))
}close(pb)
<- range(df[, 3:5])
ylim dev.new(width = 4.5, height = 4.5)
<- par(no.readonly = TRUE)
op par(mar = c(3, 3.5, 0, 0), cex.axis = 0.9,
mgp = c(2, 0.5, 0))
plot(df$nsims, df[, 2], type = "n", log = "x",
ylim = ylim, axes = FALSE,
xlab = "Number of simulations", ylab = "")
mtext("Empiric Type I Error", 2, line = 2.5)
grid(); box()
abline(h = exact, col = "red")
lines(df$nsims, df[, 3])
lines(df$nsims, df[, 4])
magaxis(1:2, las = 1)
for (i in 1:nrow(df)) {
ifelse (df$run[i] == 1, pch <- 19, pch <- 1)
points(df$nsims[i], df$TIE[i], pch = pch,
col = "blue", cex = 1.15)
}par(op)
Five repeated runs. The filled circles are runs with a fixed seed of 123456 and open circles ones with random seeds. The lines show the upper and lower significance limits of the binomial test. We see that convergence of this problem is poor.
However, since all variants SABE and adaptive Two-Stage Designs are frameworks, exact methods don’t exist. We have to leave our comfort zone and resort to – reasonably large – simulations. Therefore, in e.g., assessing a potentially inflated Type I Error 10^{6} simulations are common nowadays.
# Cave: Long run-time!
<- 5
runs <- as.integer(10^(seq(3, 7, 0.1)))
nsims <- data.frame(run = 1:runs,
df nsims = rep(nsims, each = runs),
binomial = NA_real_,
TIE = NA_real_)
<- 0.30
CVwR <- sampleN.scABEL(CV = CVwR, design = "2x2x4",
n details = FALSE,
print = FALSE)[["Sample size"]]
<- txtProgressBar(0, 1, 0, width = NA, style = 3)
pb for (i in 1:nrow(df)) {
<- ceiling(0.05 * df$nsims[i])
x 3] <- binom.test(x, df$nsims[i],
df[i, alternative = "less")[["conf.int"]][2]
ifelse (df$run[i] == 1,
<- TRUE,
setseed <- FALSE)
setseed $TIE[i] <- power.scABEL(CV = CVwR, design = "2x2x4",
dftheta0 = 1.25, n = n,
nsims = df$nsims[i],
setseed = setseed)
setTxtProgressBar(pb, i / nrow(df))
}close(pb)
dev.new(width = 4.5, height = 4.5)
<- par(no.readonly = TRUE)
op par(mar = c(3, 3.5, 0, 0), cex.axis = 0.9,
mgp = c(2, 0.5, 0))
plot(df$nsims, df[, 2], type = "n", log = "x",
ylim = range(df[, 3:4]), axes = FALSE,
xlab = "Number of simulations", ylab = "")
mtext("Empiric Type I Error", 2, line = 2.5)
grid()
abline(h = 0.05, col = "red")
box()
lines(df$nsims, df[, 3])
magaxis(1:2, las = 1)
for (i in 1:nrow(df)) {
ifelse (df$run[i] == 1, pch <- 19, pch <- 1)
points(df$nsims[i], df$TIE[i], pch = pch,
col = "blue", cex = 1.15)
}par(op)
Five repeated runs again. We see that the Type I Error is inflated. Although obvious already with a small number of simulations (all results lie above the significance limit of the binomal test), a higher number of simulations is recommended for a stable result.
# Cave: Long run-time!
<- 5
runs <- as.integer(10^(seq(3, 7, 0.1)))
nsims <- data.frame(run = 1:runs,
df nsims = rep(nsims, each = runs),
binomial = NA_real_,
TIE = NA_real_)
<- 0.30
CVwR <- sampleN.RSABE(CV = CVwR, design = "2x2x4",
n details = FALSE,
print = FALSE)[["Sample size"]]
<- txtProgressBar(0, 1, 0, width = NA, style = 3)
pb for (i in 1:nrow(df)) {
<- ceiling(0.05 * df$nsims[i])
x 3] <- binom.test(x, df$nsims[i],
df[i, alternative = "less")[["conf.int"]][2]
ifelse (df$run[i] == 1,
<- TRUE,
setseed <- FALSE)
setseed $TIE[i] <- power.RSABE(CV = CVwR, design = "2x2x4",
dftheta0 = 1.25, n = n,
nsims = df$nsims[i],
setseed = setseed)
setTxtProgressBar(pb, i/nrow(df))
}close(pb)
dev.new(width = 4.5, height = 4.5)
<- par(no.readonly = TRUE)
op par(mar = c(3, 3.5, 0, 0), cex.axis = 0.9,
mgp = c(2, 0.5, 0))
plot(df$nsims, df[, 2], type = "n", log = "x",
ylim = range(df[, 3:4]), axes = FALSE,
xlab = "Number of simulations", ylab = "")
mtext("Empiric Type I Error", 2, line = 2.5)
grid()
abline(h = 0.05, col = "red")
box()
lines(df$nsims, df[, 3])
magaxis(1:2, las = 1)
for (i in 1:nrow(df)) {
ifelse (df$run[i] == 1, pch <- 19, pch <- 1)
points(df$nsims[i], df$TIE[i], pch = pch,
col = "blue", cex = 1.15)
}par(op)
A picture tells more than a thousand words…
Let’s explore a ‘Type 1’ adaptive two-stage design^{10} with \(\small{\alpha_\text{adj}=0.0294}\) (Method B^{11}) at the reported location of the maximum Type I Error.
# Cave: Extremely long run-time!
<- 5
runs <- as.integer(10^(seq(3, 7, 0.1)))
nsims <- data.frame(run = 1:runs,
df nsims = rep(nsims, each = runs),
binomial = NA_real_,
TIE = NA_real_)
<- 0.20
CV <- 12
n1 <- txtProgressBar(0, 1, 0, width = NA, style = 3)
pb for (i in 1:nrow(df)) {
<- ceiling(0.05 * df$nsims[i])
x 3] <- binom.test(x, df$nsims[i],
df[i, alternative = "less")[["conf.int"]][2]
ifelse (df$run[i] == 1,
<- TRUE,
setseed <- FALSE)
setseed $TIE[i] <- power.tsd(CV = CV, n1 = n1,
dftheta0 = 1.25,
nsims = df$nsims[i],
setseed = setseed)$pBE
setTxtProgressBar(pb, i / nrow(df))
}close(pb)
dev.new(width = 4.5, height = 4.5)
<- par(no.readonly = TRUE)
op par(mar = c(3, 3.5, 0, 0), cex.axis = 0.9,
mgp = c(2, 0.5, 0))
plot(df$nsims, df[, 2], type = "n", log = "x",
ylim = range(df[, 3:4]), axes = FALSE,
xlab = "Number of simulations", ylab = "")
mtext("Empiric Type I Error", 2, line = 2.5)
grid()
abline(h = 0.05, col = "red")
box()
lines(df$nsims, df[, 3])
magaxis(1:2, las = 1)
for (i in 1:nrow(df)) {
ifelse (df$run[i] == 1, pch <- 19, pch <- 1)
points(df$nsims[i], df$TIE[i], pch = pch,
col = "blue", cex = 1.15)
}par(op)
Although the authors simulated with the simple shifted central t-distribution, we see that the Type I Error is also controlled with a better approximation, the noncentral t-distribution.
Period effects in 2×2×2 crossovers cancel out. The same is true if
carryover is equal. If carryover is unequal, the treatment estimate will
be biased (see another
article for details). Whilst obvious from the statistical model, we
can simulate that. Cave:
156 LOC.
If you want to simulate more than 50,000 studies, use the optional
argument progress = TRUE
in the function call. One million
take on my machine a couple of hours to complete and the progress bar
gives an idea how many are already finished.
<- function(CV, CVb, theta0, targetpower,
sim.study per.effect = c(0, 0),
carryover = c(0, 0),
setseed = TRUE,
nsims, progress = FALSE, # TRUE for a progress bar
print = TRUE) {
if (missing(CV)) stop("CV must be given.")
if (missing(CVb)) CVb <- CV * 1.5 # arbitrary
if (missing(theta0)) stop("theta0 must be given.")
if (length(per.effect) == 1) per.effect <- c(0, per.effect)
if (missing(targetpower)) stop("targetpower must be given.")
if (missing(nsims)) stop("nsims must be given.")
if (setseed) set.seed(123456)
<- sampleN.TOST(CV = CV, theta0 = theta0,
tmp targetpower = targetpower,
print = FALSE, details = FALSE)
<- tmp[["Sample size"]]
n <- tmp[["Achieved power"]]
pwr <- data.frame(p = rep(NA_real_, nsims), PE = NA_real_,
res Bias = NA_real_, lower = NA_real_,
upper = NA_real_, BE = FALSE, sig = FALSE)
<- CV2se(CV)
sd <- CV2se(CVb)
sd.b if (progress) pb <- txtProgressBar(0, 1, 0, width = NA, style = 3)
for (sim in 1:nsims) {
<- 1:n
subj <- rnorm(n = n, mean = log(theta0), sd = sd)
T <- rnorm(n = n, mean = 0, sd = sd)
R <- rnorm(n = n, mean = 0, sd = sd.b)
TR <- T + TR
T <- R + TR
R <- exp(mean(T) - mean(R))
TR.sim <- data.frame(subject = rep(subj, each = 2),
data period = 1:2L,
sequence = c(rep("RT", n),
rep("TR", n)),
treatment = c(rep(c("R", "T"), n/2),
rep(c("T", "R"), n/2)),
logPK = NA_real_)
<- subj.R <- 0L
subj.T for (i in 1:nrow(data)) {
if (data$treatment[i] == "T") {
<- subj.T + 1L
subj.T if (data$period[i] == 1L) {
$logPK[i] <- T[subj.T] + per.effect[1]
dataelse {
}$logPK[i] <- T[subj.T] + per.effect[2] + carryover[1]
data
}else {
}<- subj.R + 1L
subj.R if (data$period[i] == 1L) {
$logPK[i] <- R[subj.R] + per.effect[1]
dataelse {
}$logPK[i] <- R[subj.T] + per.effect[2] + carryover[2]
data
}
}
}<- c("subject", "period", "sequence", "treatment")
cs <- lapply(data[cs], factor)
data[cs] # simple model for speed reasons
<- lm(logPK ~ sequence + subject + period +
model data = data)
treatment, <- exp(coef(model)[["treatmentT"]])
PE <- exp(confint(model, "treatmentT",
CI level = 1 - 2 * 0.05))
<- anova(model)
typeIII <- typeIII["subject", "Mean Sq"]
MSdenom <- typeIII["subject", "Df"]
df2 <- typeIII["sequence", "Mean Sq"] / MSdenom
fvalue <- typeIII["sequence", "Df"]
df1 "sequence", 4] <- fvalue
typeIII["sequence", 5] <- pf(fvalue, df1, df2,
typeIII[lower.tail = FALSE)
1:5] <- c(typeIII["sequence", 5], PE,
res[sim, 100 * (PE - theta0) / theta0, CI)
if (round(CI[1], 4) >= 0.80 & round(CI[2], 4) <= 1.25)
6] <- TRUE
res[sim, if (res$p[sim] < 0.1) res$sig[sim] <- TRUE
if (progress) setTxtProgressBar(pb, sim/nsims)
}if (print) {
<- sum(res$BE) # passed
p <- nsims - p # failed
f <- paste("Simulation scenario",
txt "\n CV :", sprintf("%7.4f", CV),
"\n theta0 :", sprintf("%7.4f", theta0),
"\n n :", n,
"\n achieved power :", sprintf("%7.4f", pwr))
if (sum(per.effect) == 0) {
<- paste(txt, "\n no period effects")
txt else {
}<- paste(txt, "\n period effects :",
txt sprintf("%+.3g,", per.effect[1]),
sprintf("%+.3g", per.effect[2]))
}if (length(unique(carryover)) == 1) {
if (sum(carryover) == 0) {
<- paste0(txt, ", no carryover")
txt else {
}<- paste(txt, "\n equal carryover :",
txt sprintf("%+.3g", unique(carryover)))
}else {
}<- paste(txt, "\n unequal carryover:",
txt sprintf("%+.3g,", carryover[1]),
sprintf("%+.3g", carryover[2]))
}<- paste(txt,
txt paste0("\n", formatC(nsims, big.mark = ",")),
"simulated studies",
"\n Significant sequence effect:",
sprintf("%6.2f%%", 100 * sum(res$sig) / nsims),
"\n PE (median, quartiles) :",
sprintf("%8.4f", median(res$PE)),
sprintf("(%.4f, %.4f)",
quantile(res$PE, probs = 0.25),
quantile(res$PE, probs = 0.75)),
"\n Bias (median, quartiles) :",
sprintf("%+6.2f%%", median(res$Bias)),
sprintf("(%+.2f%%, %+.2f%%)",
quantile(res$Bias, probs = 0.25),
quantile(res$Bias, probs = 0.75)),
paste0("\n", formatC(p, big.mark = ",")), "passing studies",
sprintf("(empiric power %.4f)", p / nsims),
"\n Significant sequence effect:",
sprintf("%6.2f%%", 100 * sum(res$sig[res$BE == TRUE]) / p),
"\n PE (median, quartiles) :",
sprintf("%8.4f", median(res$PE[res$BE == TRUE])),
sprintf("(%.4f, %.4f)",
quantile(res$PE[res$BE == TRUE], probs = 0.25),
quantile(res$PE[res$BE == TRUE], probs = 0.75)),
"\n Bias (median, quartiles) :",
sprintf("%+6.2f%%", median(res$Bias[res$BE == TRUE])),
sprintf("(%+.2f%%, %+.2f%%)",
quantile(res$Bias[res$BE == TRUE], probs = 0.25),
quantile(res$Bias[res$BE == TRUE], probs = 0.75)),
paste0("\n", formatC(f, big.mark = ",")), "failed studies",
sprintf("(empiric type II error %.4f)", f / nsims),
"\n Significant sequence effect:",
sprintf("%6.2f%%", 100 * sum(res$sig[res$BE == FALSE]) / f),
"\n PE (median, quartiles) :",
sprintf("%8.4f", median(res$PE[res$BE == FALSE])),
sprintf("(%.4f, %.4f)",
quantile(res$PE[res$BE == FALSE], probs = 0.25),
quantile(res$PE[res$BE == FALSE], probs = 0.75)),
"\n Bias (median, quartiles) :",
sprintf("%+6.2f%%", median(res$Bias[res$BE == FALSE])),
sprintf("(%+.2f%%, %+.2f%%)",
quantile(res$Bias[res$BE == FALSE], probs = 0.25),
quantile(res$Bias[res$BE == FALSE], probs = 0.75)), "\n")
cat(txt)
}if (progress) close(pb)
return(res)
rm(res)
}
Small period effect (responses in the second period 5% larger than in the first) and large positive – equal – carryover.
<- sim.study(CV = 0.20, theta0 = 0.95,
res targetpower = 0.80, per.effect = 0.05,
carryover = c(+0.1, +0.1), nsims = 5e4L)
# Simulation scenario
# CV : 0.2000
# theta0 : 0.9500
# n : 20
# achieved power : 0.8347
# period effects : +0, +0.05
# equal carryover : +0.1
# 50,000 simulated studies
# Significant sequence effect: 10.03%
# PE (median, quartiles) : 0.9493 (0.9104, 0.9905)
# Bias (median, quartiles) : -0.08% (-4.17%, +4.27%)
# 41,822 passing studies (empiric power 0.8364)
# Significant sequence effect: 10.07%
# PE (median, quartiles) : 0.9609 (0.9297, 0.9980)
# Bias (median, quartiles) : +1.15% (-2.13%, +5.06%)
# 8,178 failed studies (empiric type II error 0.1636)
# Significant sequence effect: 9.79%
# PE (median, quartiles) : 0.8720 (0.8519, 0.8883)
# Bias (median, quartiles) : -8.21% (-10.33%, -6.49%)
As expected: Although there is no true sequence effect, we detect a significant one at approximately the level of test (10%). Hence, we fell into the trap of false positives and such a test is meaningless.
Small period effect (responses in the second period 5% larger than in the first) and small unequal carryover of opposite direction.
<- sim.study(CV = 0.20, theta0 = 0.95,
res targetpower = 0.80, per.effect = 0.05,
carryover = c(+0.02, -0.02), nsims = 5e4L)
# Simulation scenario
# CV : 0.2000
# theta0 : 0.9500
# n : 20
# achieved power : 0.8347
# period effects : +0, +0.05
# unequal carryover: +0.02, -0.02
# 50,000 simulated studies
# Significant sequence effect: 10.43%
# PE (median, quartiles) : 0.9684 (0.9288, 1.0106)
# Bias (median, quartiles) : +1.94% (-2.23%, +6.37%)
# 44,529 passing studies (empiric power 0.8906)
# Significant sequence effect: 10.50%
# PE (median, quartiles) : 0.9749 (0.9409, 1.0136)
# Bias (median, quartiles) : +2.62% (-0.96%, +6.69%)
# 5,471 failed studies (empiric type II error 0.1094)
# Significant sequence effect: 9.87%
# PE (median, quartiles) : 0.8782 (0.8590, 0.8972)
# Bias (median, quartiles) : -7.56% (-9.58%, -5.56%)
Although there is a true unequal carryover, the percentage
of studies where it is detected is not substantially above the false
positive rate. On the average – due to the unequal carryover – the Test
treatment is ‘pushed up’ in the second period and the Reference
treatment ‘pulled down’. That is also reflected in the empiric power
(~89%) which is larger than expected (~83%).
A bias can only be avoided by design (i.e., a
sufficiently long washout).
Since the implemented methods for Scaled Average Bioequivalence are frameworks (decision schemes), where the degree of scaling depends on the realized (observed) variability of the reference, an exact method for power and hence, the sample size does not exist. Therefore, simulations are required. For details see the articles about Average Bioquivalence with Expanding Limits (ABEL) and Reference-scaled Average Bioquivalence (RSABE).
In the following comparisons to the tables of Tóthfalusi and Endrényi.^{12}
Table A2^{12} gives for a 4-period full
replicate study (the
EMA’s method),
GMR 0.85,
CV_{wR} 50%, and ≥ 80% power a sample size of
54 (10,000
simulations; filled red circle), whilst the function
sampleN.scABEL()
of PowerTOST
gives only
52 (with its default
of 100,000 simulations; filled green circle).
<- 5
runs <- as.integer(10^(seq(3, 6, 0.1)))
nsims <- data.frame(run = 1:runs,
df nsims = rep(nsims, each = runs),
n = NA)
<- txtProgressBar(0, 1, 0, width = NA, style = 3)
pb for (i in 1:nrow(df)) {
ifelse (df$run[i] == 1,
<- TRUE,
setseed <- FALSE)
setseed $n[i] <- sampleN.scABEL(theta0 = 0.85, CV = 0.5,
dfnsims = df$nsims[i],
setseed = setseed,
design = "2x2x4",
targetpower = 0.8,
print = FALSE,
details = FALSE)[["Sample size"]]
setTxtProgressBar(pb, i/nrow(df))
}close(pb)
<- range(df$n)
ylim dev.new(width = 4.5, height = 4.5)
<- par(no.readonly = TRUE)
op par(mar = c(3, 3, 0, 0), cex.axis = 0.9,
mgp = c(2, 0.5, 0))
plot(df$nsims, df$n, type = "n", log = "x", ylim = ylim,
axes = FALSE, xlab = "Number of simulations",
ylab = "Sample size")
grid(); box()
magaxis(1)
magaxis(2, minorn = 2, las = 1)
for (i in 1:nrow(df)) {
ifelse (df$run[i] == 1, pch <- 19, pch <- 1)
points(df$nsims[i], df$n[i], pch = pch,
col = "blue", cex = 1.15)
}points(1e5, 52, pch = 16, col = "#00AA00", cex = 1.15)
points(1e4, 54, pch = 16, col = "red", cex = 1.15)
par(op)
Five runs. Filled circles are with a fixed seed of 123456 and open circles with random seeds. With only 10,000 simulations I got^{13} four times 50, once 52, and once 54 (like ‘The Two Lászlós’). If you have more runs, you will get in some of them more extreme ones (in 1,000 runs of 10,000 I got a median of 52 and a range of 48–56). This wide range demonstrates that the result is not stable yet. Hence, we need at least 50,000 simulations to arrive at 52 as a stable result. Although you are free to opt for more than the default of 100,000, it’s a waste of time.
Table A4^{12} gives for a 4-period full
replicate study (the
FDA’s method),
GMR 0.90,
CV_{wR} 70%, and ≥ 90% power a sample size of only
46 (10,000
simulations; filled red circle), whilst the function
sampleN.RSABE()
of PowerTOST
gives
48 (with its default
of 100,000 simulations; filled green circle).
<- 5
runs <- as.integer(10^(seq(3, 6, 0.1)))
nsims <- data.frame(run = 1:runs,
df nsims = rep(nsims, each = runs),
n = NA)
<- txtProgressBar(0, 1, 0, width = NA, style = 3)
pb for (i in 1:nrow(df)) {
ifelse (df$run[i] == 1,
<- TRUE,
setseed <- FALSE)
setseed $n[i] <- sampleN.RSABE(theta0 = 0.9, CV = 0.7,
dfnsims = df$nsims[i],
setseed = setseed,
design = "2x2x4",
targetpower = 0.9,
print = FALSE,
details = FALSE)[["Sample size"]]
setTxtProgressBar(pb, i/nrow(df))
}close(pb)
<- range(df$n)
ylim dev.new(width = 4.5, height = 4.5)
<- par(no.readonly = TRUE)
op par(mar = c(3, 3, 0, 0), cex.axis = 0.9,
mgp = c(2, 0.5, 0))
plot(df$nsims, df$n, type = "n", log = "x", ylim = ylim,
axes = FALSE, xlab = "Number of simulations",
ylab = "Sample size")
grid(); box()
magaxis(1)
magaxis(2, minorn = 2, las = 1)
for (i in 1:nrow(df)) {
ifelse (df$run[i] == 1, pch <- 19, pch <- 1)
points(df$nsims[i], df$n[i], pch = pch,
col = "blue", cex = 1.15)
}points(1e5, 48, pch = 16, col = "#00AA00", cex = 1.15)
points(1e4, 46, pch = 16, col = "red", cex = 1.15)
par(op)
Five runs. Filled circles are with a fixed seed of 123456 and open circles with random seeds. With only 10,000 simulations I didn’t get 46 (like ‘The Two Lászlós’) but once 48, twice 50, once 52, and once 54. In 1,000 runs of 10,000 I got a median of 48 and a range of 44–52. With more simulations we end up with 48 as a stable result.
Strong view. I doubt that he avoids to use any kind of modern transportation – a lot of simulations involved in design and testing. However, there’s a grain of truth in his statement.
“Garbage in, garbage out.
It’s very very simple.
If an analytical solution exists or more efficient methods are available, it’s easy to check whether the result of a simulation is reliable.
If an analytical solution exists and the calculation is reasonably fast, use it. In such a case performing simulations is a waste of time. If an exact method does not exist, it get’s tricky, i.e., rigorous testing is of utmost importance.
In statistics understanding of the data generating process helps us to decide which test we should use.
Given that, in simulations we have take the distributional properties
into account. It would be a serious flaw to simply fire up
rnorm(n, mean = 0, sd = 1)
in R,
simulating the standard
normal \(\small{\mathcal{N}(0,1)}\).
As said above, in the simulation-functions of
PowerTOST
these ‘key’ statistics are implemented: \(\small{\sigma^2}\) follows a \(\small{\chi^2\textrm{-}}\)distribution with
\(\small{n-2}\) degrees of freedom and
\(\small{\log_{e}(\theta_0)}\) follows
a normal distribution. This approach is less computationally intensive
than simulating subjects of a study.
Let’s compare the sample size, power, and empiric Type I Error for a 4-period full replicate design, homoscedasticity \(\small{(CV_\textrm{wT}=CV_\textrm{wR}=0.45)}\), T/R-ratio 0.90, target power ≥ 0.80, intended for the EMA’s ABEL.
<- 0.45
CV <- "2x2x4"
design <- scABEL(CV = CV)[["upper"]]
U <- data.frame(method = c("stats", "subj"),
comp n = NA, power = NA, TIE = NA,
secs = NA)
<- proc.time()[[3]]
st 1, 2:3] <- sampleN.scABEL(CV = CV, design = design,
comp[details = FALSE,
print = FALSE)[8:9]
1, 4] <- power.scABEL(CV = CV, design = design,
comp[n = comp$n[1], theta0 = U,
nsims = 1e6)
1, 5] <- proc.time()[[3]] - st
comp[<- proc.time()[[3]]
st 2, 2:3] <- sampleN.scABEL.sdsims(CV = CV,
comp[design = design,
details = FALSE,
print = FALSE)[8:9]
2, 4] <- power.scABEL.sdsims(CV = CV,
comp[design = design,
n = comp$n[1],
theta0 = U,
nsims = 1e6,
progress = FALSE)
2, 5] <- proc.time()[[3]] - st
comp[1] <- c("\u2018key\u2019 stat\u2019s",
comp["subject sim\u2019s")
print(comp, row.names = FALSE)
# method n power TIE secs
# ‘key’ stat’s 28 0.81116 0.048889 0.77
# subject sim’s 28 0.81196 0.048334 35.85
That’s a sufficiently close match and in general simulating via the ‘key’ statistics is justified due to speed reasons.
However, there is one scenario where subject simulations are recommended: A partial replicate design intended for ABEL assuming heteroscedasticity (if and only if \(\small{CV_\textrm{wT}>CV_\textrm{wR})}\).
<- 0.45
CV # split based on the variance ratio,
# first element CVwT, second element CVwR
<- CVp2CV(CV, ratio = 1.5)
CV <- "2x3x3"
design <- scABEL(CV = CV[2])[["upper"]]
U <- data.frame(method = c("stats", "subj"),
comp CVwT = CV[1], CVwR = CV[2],
n = NA, power = NA, TIE = NA,
secs = NA)
<- proc.time()[[3]]
st 1, 4:5] <- sampleN.scABEL(CV = CV, design = design,
comp[details = FALSE,
print = FALSE)[8:9]
1, 6] <- power.scABEL(CV = CV, design = design,
comp[n = comp$n[1], theta0 = U,
nsims = 1e6)
# Warning: Heteroscedasticity in the 2x3x3 design may lead to poor accuracy of power;
# consider the function power.scABEL.sdsims() instead.
1, 7] <- proc.time()[[3]] - st
comp[<- proc.time()[[3]]
st 2, 4:5] <- sampleN.scABEL.sdsims(CV = CV,
comp[design = design,
details = FALSE,
print = FALSE)[8:9]
2, 6] <- power.scABEL.sdsims(CV = CV,
comp[design = design,
n = comp$n[1],
theta0 = U, nsims = 1e6,
progress = FALSE)
2, 7] <- proc.time()[[3]] - st
comp[2:3] <- signif(comp[, 2:3], 4)
comp[, 1] <- c("\u2018key\u2019 stat\u2019s",
comp["subject sim\u2019s")
print(comp, row.names = FALSE)
# method CVwT CVwR n power TIE secs
# ‘key’ stat’s 0.4977 0.3987 51 0.81558 0.054635 0.60
# subject sim’s 0.4977 0.3987 54 0.81723 0.067935 60.85
THX to the authors of the package for warning us and suggesting an
alternative!
Actually we need three more subjects. Yes, the Type I Error is inflated.
It is discussed in another
article.
Compare that with homoscedasticity.
<- c(0.45, 0.45)
CV <- "2x3x3"
design <- scABEL(CV = CV[2])[["upper"]]
U <- data.frame(method = c("stats", "subj"),
comp CVwT = CV[1], CVwR = CV[2],
n = NA, power = NA, TIE = NA,
secs = NA)
<- proc.time()[[3]]
st 1, 4:5] <- sampleN.scABEL(CV = CV, design = design,
comp[details = FALSE,
print = FALSE)[8:9]
1, 6] <- power.scABEL(CV = CV, design = design,
comp[n = comp$n[1], theta0 = U,
nsims = 1e6)
1, 7] <- proc.time()[[3]] - st
comp[<- proc.time()[[3]]
st 2, 4:5] <- sampleN.scABEL.sdsims(CV = CV,
comp[design = design,
details = FALSE,
print = FALSE)[8:9]
2, 6] <- power.scABEL.sdsims(CV = CV,
comp[design = design,
n = comp$n[1],
theta0 = U,
nsims = 1e6,
progress = FALSE)
2, 7] <- proc.time()[[3]] - st
comp[2:3] <- signif(comp[, 2:3], 4)
comp[, 1] <- c("\u2018key\u2019 stat\u2019s",
comp["subject sim\u2019s")
print(comp, row.names = FALSE)
# method CVwT CVwR n power TIE secs
# ‘key’ stat’s 0.45 0.45 39 0.80588 0.046774 0.65
# subject sim’s 0.45 0.45 39 0.80256 0.048737 41.16
No problems even in a partial replicate design.
Why do we need fewer subjects? Although with heteroscedasticity we had the same pooled \(\small{CV_\textrm{w}}\) of 0.45, here we can expand the limits more (\(\small{CV_\textrm{wR}=0.45\rightarrow 72.15-138.59\%}\) than with \(\small{CV_\textrm{wR}=0.3987\rightarrow 74.68-133.90\%}\)) and the lower \(\small{CV_\textrm{wT}}\) (0.45 instead of 0.4977) will result in a narrower 90% confidence interval.
Welcome to the nightmare. What you should do:
PowerTOST
,^{3}
Power2Stage
,^{4} and
randomizeBE
^{22}). Where the former (ideally as the
default) facilitates reproducibility, the latter can be used to assess
the stability of results and find a suitable number of simulations.top of section ↩︎ previous section ↩︎
Member ElMaestro of the BEBA-Forum for calculating the exact probability of observing pre-dose concentrations > LLOQ and Detlew Labes for discovering a bug in my power of TOST-simulations.
Helmut Schütz 2024
R
and packages GPL 3.0,TeachingDemos
Artistic 2.0,
klippy
MIT,
pandoc
GPL 2.0.
1^{st} version March 13, 2021. Rendered April 8, 2024 00:27 CEST
by rmarkdown
via pandoc in 0.60 seconds.
Snow G. TeachingDemos: Demonstrations for Teaching and Learning. Package version 2.13. 2024-02-13. CRAN.↩︎
Robotham A. magicaxis: Pretty Scientific Plotting with Minor-Tick and Log Minor-Tick Support. Package version 2.4.5. 2024-01-29. CRAN.↩︎
Labes D, Schütz H, Lang B. PowerTOST: Power and Sample Size for (Bio)Equivalence Studies. Package version 1.5.6. 2024-03-18. CRAN.↩︎
Labes D, Lang B, Schütz H. Power2Stage: Power and Sample-Size Distribution of 2-Stage Bioequivalence Studies. Package version 0.5.4. 2021-11-20. CRAN.↩︎
Pinheiro J, Bates D, DebRoy S, Sarkar D, EISPACK authors, Heisterkamp S, Van Willigen B, Ranke J, R-core. nlme: Linear and Nonlinear Mixed Effects Models. Package version 3.1.164. 2023-11-27. CRAN.↩︎
Bates D, Maechler M, Bolker B, Walker S, Christensen RHB, Singmann H, Dai B, Scheipl F, Grothendieck G, Green P, Fox J, Bauer A, Krivitsky PN. lme4: Linear Mixed-Effects Models using ‘Eigen’ and S4. Package version 1.1.35.2. 2024-03-28. CRAN.↩︎
Kuznetsova A, Brockhoff PB, Haubo Bojesen Christensen R, Pødenphant Jensen S. lmerTest: Tests in Linear Mixed Effects Models. Package version 3.1.3. 2020-10-23. CRAN.↩︎
Jensen R. Simulating Buffon’s Needle in R. 2019-12-18. Answer at StackExchange.↩︎
Zheng C, Wang J, Zhao L. Testing bioequivalence for multiple formulations with power and sample size calculations. Pharm Stat. 2012; 11(4): 334–41. doi:10.1002/pst.1522.↩︎
Schütz H. Two-stage designs in bioequivalence trials. Eur J Clin Pharmacol. 2015; 71(3): 271–81. doi:10.1007/s00228-015-1806-2.↩︎
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If you perform five runs with 10,000 simulations, you will get different numbers. That’s the effect of random seeds and a low number of simulations.↩︎
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Same operating system, same version of the package, same data, same number of bootstraps. Only the seed of the PRNG differed…↩︎
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