This site is a compendium of R code meant to highlight the various uses of simulation to aid in the understanding of probability, statistics, and study design. I frequently draw on examples using my R package simstudy. Occasionally, I opine on other topics related to causal inference, evidence, and research more generally.

Finding answers faster for COVID-19: an application of Bayesian predictive probabilities

Posted on January 19, 2021

As we evaluate therapies for COVID-19 to help improve outcomes during the pandemic, researchers need to be able to make recommendations as quickly as possible. There really is no time to lose. The Data & Safety Monitoring Board (DSMB) of COMPILE, a prospective individual patient data meta-analysis, recognizes this. They are regularly monitoring the data to determine if there is a sufficiently strong signal to indicate effectiveness of convalescent plasma (CP) for hospitalized patients not on ventilation. [Read More]
R  Bayesian model  slurm  Stan 

Coming soon: effortlessly generate ordinal data without assuming proportional odds

Posted on January 5, 2021

I’m starting off 2021 with my 99th post ever to introduce a new feature that will be incorporated into simstudy soon to make it a bit easier to generate ordinal data without requiring an assumption of proportional odds. I should wait until this feature has been incorporated into the development version, but I want to put it out there in case any one has any further suggestions. In any case, having this out in plain view will motivate me to get back to work on the package. [Read More]
R 

Constrained randomization to evaulate the vaccine rollout in nursing homes

Posted on December 22, 2020

On an incredibly heartening note, two COVID-19 vaccines have been approved for use in the US and other countries around the world. More are possibly on the way. The big challenge, at least here in the United States, is to convince people that these vaccines are safe and effective; we need people to get vaccinated as soon as they are able to slow the spread of this disease. I for one will not hesitate for a moment to get a shot when I have the opportunity, though I don’t think biostatisticians are too high on the priority list. [Read More]
R 

A Bayesian implementation of a latent threshold model

Posted on December 8, 2020

In the previous post, I described a latent threshold model that might be helpful if we want to dichotomize a continuous predictor but we don’t know the appropriate cut-off point. This was motivated by a need to identify a threshold of antibody levels present in convalescent plasma that is currently being tested as a therapy for hospitalized patients with COVID in a number of RCTs, including those that are particpating in the ongoing COMPILE meta-analysis. [Read More]
R  Bayesian model  Stan 

A latent threshold model to dichotomize a continuous predictor

Posted on November 24, 2020

This is the context. In the convalescent plasma pooled individual patient level meta-analysis we are conducting as part of the COMPILE study, there is great interest in understanding the impact of antibody levels on outcomes. (I’ve described various aspects of the analysis in previous posts, most recently here). In other words, not all convalescent plasma is equal. If we had a clear measure of antibodies, we could model the relationship of these levels with the outcome of interest, such as health status as captured by the WHO 11-point scale or mortality, and call it a day. [Read More]
R 

Exploring the properties of a Bayesian model using high performance computing

Posted on November 10, 2020

An obvious downside to estimating Bayesian models is that it can take a considerable amount of time merely to fit a model. And if you need to estimate the same model repeatedly, that considerable amount becomes a prohibitive amount. In this post, which is part of a series (last one here) where I’ve been describing various aspects of the Bayesian analyses we plan to conduct for the COMPILE meta-analysis of convalescent plasma RCTs, I’ll present a somewhat elaborate model to illustrate how we have addressed these computing challenges to explore the properties of these models. [Read More]
R  Bayesian model  Stan  slurm 

A refined brute force method to inform simulation of ordinal response data

Posted on October 27, 2020

Francisco, a researcher from Spain, reached out to me with a challenge. He is interested in exploring various models that estimate correlation across multiple responses to survey questions. This is the context: He doesn’t have access to actual data, so to explore analytic methods he needs to simulate responses. It would be ideal if the simulated data reflect the properties of real-world responses, some of which can be gleaned from the literature. [Read More]
R 

simstudy just got a little more dynamic: version 0.2.1

Posted on October 13, 2020

simstudy version 0.2.1 has just been submitted to CRAN. Along with this release, the big news is that I’ve been joined by Jacob Wujciak-Jens as a co-author of the package. He initially reached out to me from Germany with some suggestions for improvements, we had a little back and forth, and now here we are. He has substantially reworked the underbelly of simstudy, making the package much easier to maintain, and positioning it for much easier extension. [Read More]
R 

Permuted block randomization using simstudy

Posted on September 29, 2020

Along with preparing power analyses and statistical analysis plans (SAPs), generating study randomization lists is something a practicing biostatistician is occasionally asked to do. While not a particularly interesting activity, it offers the opportunity to tackle a small programming challenge. The title is a little misleading because you should probably skip all this and just use the blockrand package if you want to generate randomization schemes; don’t try to reinvent the wheel. [Read More]
R 

Generating probabilities for ordinal categorical data

Posted on September 15, 2020

Over the past couple of months, I’ve been describing various aspects of the simulations that we’ve been doing to get ready for a meta-analysis of convalescent plasma treatment for hospitalized patients with COVID-19, most recently here. As I continue to do that, I want to provide motivation and code for a small but important part of the data generating process, which involves creating probabilities for ordinal categorical outcomes using a Dirichlet distribution. [Read More]
R