The unknown x [RSABE / ABEL]

posted by jdetlor – 2010-09-28 19:22 (5752 d 17:16 ago) – Posting: # 5943
Views: 41,237

Dear d_labes and all

❝ Does anyone know what this ominous x in the code is and where it comes from :confused:.


❝ "[snip] -----

❝ From the dataset IGLM2 (or IOUT2), calculate the following:

IGLM2: pointest=exp(estimate);

       x=estimate**2-stderr**2;

       boundx=(max((abs(LowerCL)),(abs(UpperCL))))**2;

❝ [/snip] -----".


❝ See on page 5 or 8 of the FDA Progesterone DRAFT guidance.


I saw this and thought I'd post my opinion.

I believe the calculated x value represents the 'true' value of squared difference ((YT-YR)2)). If we simply square the log difference, we actually have
(YT-YR)2)) + sigma_d2
(As shown here)

Approximation I from the Howe paper referenced in the Progesterone guidance requires the first moment for each part of the reference-scaled criterion (labeled as x and y in the FDA SAS code), thus the variability must be subtracted to obtain this first moment for the squared difference.

This issue can also be highlighted through a simulation where random full (or partial) replicate results of the log difference are squared. Averaging over all simulations, the estimate of the squared log difference is the squared 'true' log difference (as specified in the input simulation parameters) plus the twice the intra-subject variability. In this case it is the variance of the log difference and not the squared standard error of the log difference because we are simulating the overall distribution of the log difference.

J. Detlor

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