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NGUYÊN LÝ THỐNG KÊ NGUYÊN LÝ THỐNG KÊ CƠ BẢN TRONG CÁC NGHIÊN CƠ BẢN TRONG CÁC NGHIÊN CỨU LÂM SÀNG CỨU LÂM SÀNG Đối tượng BS CK 1 Y Học Gia Đình Đối tượng BS CK 1 Y Học Gia Đình PGS,TS LÊ HOÀNG NINH PGS,TS LÊ HOÀNG NINH

Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

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Page 1: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

NGUYÊN LÝ THỐNG KÊ NGUYÊN LÝ THỐNG KÊ CƠ BẢN TRONG CÁC CƠ BẢN TRONG CÁC

NGHIÊN CỨU LÂM SÀNGNGHIÊN CỨU LÂM SÀNG

Đối tượng BS CK 1 Y Học Gia ĐìnhĐối tượng BS CK 1 Y Học Gia ĐìnhPGS,TS LÊ HOÀNG NINHPGS,TS LÊ HOÀNG NINH

Page 2: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Statistics in Medical ResearchStatistics in Medical Research1. Design phase:

Statistics starts in the planning stages of a clinical trial or laboratory experiment to:– establish optimal sample size needed – ensure sound study design

2. Analysis phase: Make inferences about a wider population.

Page 3: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Common problems with Common problems with statistics in medical researchstatistics in medical research

Sample size too small to find an effect (design phase problem) Sub-optimal choice of measurement for predictors and outcomes

(design phase problem) Inadequate control for confounders (design or analysis problem) Statistical analyses inadequate (analysis problem) Incorrect statistical test used (analysis problem) Incorrect interpretation of computer output (analysis problem)

Therefore, it is essential to collaborate with a statistician both during planning and analysis!

Page 4: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Additionally, errors arise when… Additionally, errors arise when… The statistical content of the paper is confusing or

misleading because the authors do not fully understand the statistical techniques used by the statistician.

The statistician performs inadequate or inappropriate analyses because she is unclear about the questions the research is designed to answer.

**Therefore, clinical research scientists need to understand the basic principles of biostatistics…

Page 5: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Outline Outline 1. Primer on hypothesis testing, p-values,

confidence intervals, statistical power.

2. Biostatistics in Practice: Applying statistics to clinical research design

Page 6: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Quick reviewQuick reviewStandard deviationHistograms (frequency distributions)Normal distribution (bell curve)

Page 7: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Review: Standard deviationReview: Standard deviation

Variance:   The standard deviation (original units)=

n

xn

ii

2

12)(

1

)( 2

1

n

xn

ii

Standard deviation tells you how variable a characteristic is in a population.

For example, how variable is height in the US?

A standard deviation of height represents the average distance that a random person is away from the mean height in the population.

Variance is the average squared distance from the mean.

Standard deviation is the square root of variance (roughly the average distance from the mean).

Page 8: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

70-72

68-70

66-6864-66

62-64

60-62

58-60

Review: HistogramsReview: Histograms

Data are divided into 2-inch groups (called “bins”).

With only three woman <60 inches (5 feet), this bin represents only 2% of the total 150-women sampled.

Percent of total that fall in the 2-inch interval.

Page 9: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Review: HistogramsReview: Histograms

1 inch bins

Mean height=65.2 inches

Median height=65.1 inchesStandard deviation (average distance from the mean) is 2.5 inches

Roughly, follows a normal distribution

Page 10: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Review: Normal DistributionReview: Normal Distribution

68% of the data

95% of the data

99.7% of the data

Page 11: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Review: Normal DistributionReview: Normal Distribution

62.7 -1 SD

67.7+1 SD

In fact, here, 101/150 (67%) subjects have heights between 62.7 and 67.7 (1 standard deviation below and above the mean).

A perfect, theoretical normal distribution carries 68% of its area within 1 standard deviation of the mean.

Page 12: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Review: Normal DistributionReview: Normal Distribution

60.2 -2 SD

70.2 +2 SD

In fact, here, 146/150 (97%) subjects have heights between 60.2 and 70.2 (2 standard deviations below and above the mean).

A perfect, theoretical normal distribution carries 95% of its area within 2 standard deviations of the mean.

Page 13: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Review: Normal DistributionReview: Normal Distribution

57.7 -3 SD

72.7 +3 SD

In fact, here, 150/150 (100%) subjects have heights between 57.7 and 72.7 (1 standard deviation below and above the mean).

A perfect, theoretical normal distribution carries 99.7% of its area within 3 standard deviations of the mean.

Page 14: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Review: Applying the normal Review: Applying the normal distributiondistribution

If women’s heights in the US are normally distributed with a mean of 65 inches and a standard deviation of 2.5 inches, what percentage of women do you expect to have heights above 6 feet (72 inches)?

From standard normal chart or computer Z of +2.8 corresponds to a right tail area of .0026; expect 2-3 women per 1000 to have heights of 6 feet or greater.

normal! above deviations standard 2.8

8.25.26572

Z

Page 15: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Statistics PrimerStatistics Primer Statistical Inference Sample statistics Sampling distributions Central limit theorem Hypothesis testing P-values Confidence intervals Statistical power

Page 16: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Statistical InferenceStatistical Inference The process of making The process of making

guesses about the truth from a guesses about the truth from a sample. sample.

Sample (observation)

Make guesses about the whole population

Truth (not observable)

Page 17: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

EXAMPLE: What is the average blood pressure of US post-docs?

1. We could go out and measure blood pressure in every US post-doc (thousands).

2. Or, we could take a sample and make inferences about the truth from our sample.

Using what we observe,

1. We can test an a priori guess (hypothesis testing).

2. We can estimate the true value (confidence intervals).

Page 18: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Statistical Inference is based Statistical Inference is based on Sampling Variabilityon Sampling Variability

Sample Statistic – we summarize a sample into one number; e.g., could be a mean, a difference in means or proportions, an odds ratio, or a correlation coefficient– E.g.: average blood pressure of a sample of 50 American men– E.g.: the difference in average blood pressure between a sample of 50

men and a sample of 50 womenSampling Variability – If we could repeat an experiment

many, many times on different samples with the same number of subjects, the resultant sample statistic would not always be the same (because of chance!). Standard Error – a measure of the sampling variability

Page 19: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Examples of Sample Statistics:Examples of Sample Statistics:

Single population meanDifference in means (ttest)Difference in proportions (Z-test)Odds ratio/risk ratioCorrelation coefficientRegression coefficient…

Page 20: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Variability of a sample meanVariability of a sample meanRandom Postdocs

The Truth (not knowable)

The average systolic blood pressure in US post-docs at this moment is exactly 130 mmHg

110 mmHg

150 mmHg105 mmHg

135 mmHg140 mmHg

129 mmHg

Page 21: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Random samples of 5 post-docs

The Truth (not knowable)

125 mmHg

137 mmHg123 mmHg

141 mmHg134 mmHg

122 mmHg

Variability of a sample meanVariability of a sample mean

The average systolic blood pressure in US post-docs at this moment is exactly 130 mmHg

Page 22: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Samples of 50 Postdocs

The Truth (not knowable)

129 mmHg

134 mmHg131 mmHg

130 mmHg128 mmHg

130 mmHg

Variability of a sample meanVariability of a sample mean

The average systolic blood pressure in US post-docs at this moment is exactly 130 mmHg

Page 23: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Samples of 150 Postdocs

The Truth (not knowable)

131.2 mmHg

130.2 mmHg129.7 mmHg

130.9 mmHg130.4 mmHg

129.5 mmHg

Variability of a sample meanVariability of a sample mean

The average systolic blood pressure in US post-docs at this moment is exactly 130 mmHg

Page 24: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

How sample means vary: How sample means vary: A computer experimentA computer experiment

1. Pick any probability distribution and specify a mean and standard deviation.

2. Tell the computer to randomly generate 1000 observations from that probability distributions– E.g., the computer is more likely to spit out values with high probabilities

3. Plot the “observed” values in a histogram. 4. Next, tell the computer to randomly generate 1000 averages-of-

2 (randomly pick 2 and take their average) from that probability distribution. Plot “observed” averages in histograms.

5. Repeat for averages-of-5, and averages-of-100.

Page 25: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Uniform on [0,1]: average of 1Uniform on [0,1]: average of 1(original distribution)(original distribution)

Page 26: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Uniform: 1000 averages of 2Uniform: 1000 averages of 2

Page 27: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Uniform: 1000 averages of 5Uniform: 1000 averages of 5

Page 28: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Uniform: 1000 averages of 100Uniform: 1000 averages of 100

Page 29: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

~Exp(1): average of 1~Exp(1): average of 1(original distribution)(original distribution)

Page 30: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

~Exp(1): 1000 averages of 2~Exp(1): 1000 averages of 2

Page 31: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

~Exp(1): 1000 averages of 5~Exp(1): 1000 averages of 5

Page 32: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

~Exp(1): 1000 averages of 100~Exp(1): 1000 averages of 100

Page 33: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

~Bin(40, .05): average of 1~Bin(40, .05): average of 1(original distribution)(original distribution)

Page 34: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

~Bin(40, .05): 1000 averages of 2~Bin(40, .05): 1000 averages of 2

Page 35: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

~Bin(40, .05): 1000 averages of 5~Bin(40, .05): 1000 averages of 5

Page 36: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

~Bin(40, .05): 1000 averages of 100~Bin(40, .05): 1000 averages of 100

Page 37: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

The Central Limit Theorem:The Central Limit Theorem:If all possible random samples, each of size n, are taken from any population with a mean and a standard deviation , the sampling distribution of the sample means (averages) will:

x1. have mean:

nx

2. have standard deviation:

3. be approximately normally distributed regardless of the shape of the parent population (normality improves with larger n)

Page 38: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Example 1: Weights of doctorsExample 1: Weights of doctors Experimental question: Are practicing doctors setting

a good example for their patients in their weights? Experiment: Take a sample of practicing doctors and

measure their weights Sample statistic: mean weight for the sample IF weight is normally distributed in doctors with a

mean of 150 lbs and standard deviation of 15, how much would you expect the sample average to vary if you could repeat the experiment over and over?

Page 39: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

doctors’ weights

Standard deviation reflects the natural variability of weights in the population

mean= 150 lbs; standard deviation = 15 lbs

Relative frequency of 1000 observations of weight

Page 40: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

1000 doctors’ weights average weight from samples of 2

lbs6.102

15 mean theoferror standard

Page 41: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

average weight from samples of 10

lbs74.410

15 mean theoferror standard

Page 42: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

average weight from samples of 100

lbs5.1100

15 mean theoferror standard

Page 43: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Using Sampling VariabilityUsing Sampling Variability

In reality, we only get to take one sample!!

But, since we have an idea about how sampling variability works, we can make inferences about the truth based on one sample.

Page 44: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Experimental resultsExperimental results

Let’s say we take one sample of 100 doctors and calculate their average weight….

Page 45: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

average weight from samples of 100

Expected Sampling Variability for n=100 Expected Sampling Variability for n=100 ifif the true weight is 150 (and SD=15) the true weight is 150 (and SD=15)

What are we going to think if our 100-doctor sample has an average weight of 160?

Page 46: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

average weight from samples of 100

Expected Sampling Variability for n=100 Expected Sampling Variability for n=100 ifif the true weight is 150 (and SD=15) the true weight is 150 (and SD=15)

If we did this experiment 1000 times, we wouldn’t expect to get 1 result of 160 if the true mean weight was 150!

Page 47: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

average weight from samples of 100

““P-value” associated with this experimentP-value” associated with this experiment

“P-value” (the probability of our sample average being 160 lbs or more IF the true average weight is

150) < .0001Gives us evidence that 150 isn’t a good guess

Page 48: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

The P-valueThe P-valueP-value is the probability that we would have seen our data (or something more unexpected) just by chance if the null hypothesis (null value) is true.

Small p-values mean the null value is unlikely given our data.

Page 49: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

The P-valueThe P-valueBy convention, p-values of <.05 are often

accepted as “statistically significant” in the medical literature; but this is an arbitrary cut-off.

A cut-off of p<.05 means that in about 5 of 100 experiments, a result would appear significant just by chance (“Type I error”).

Page 50: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Hypothesis TestingHypothesis TestingThe Steps:

1. Define your hypotheses (null, alternative) The null hypothesis is the “straw man” that we are trying to shoot down.

Null here: “mean weight of doctors = 150 lbs”

Alternative here: “mean weight > 150 lbs” (one-sided)2. Specify your sampling distribution (under the null)

If we repeated this experiment many, many times, the sample average weights would be normally distributed around 150 lbs with a standard error of 1.5 5.1

10015

3. Do a single experiment (observed sample mean = 160 lbs)

4. Calculate the p-value of what you observed (p<.0001)

5. Reject or fail to reject the null hypothesis (reject)

Page 51: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Errors in Hypothesis TestingErrors in Hypothesis TestingYour Statistical Decision

True state of null hypothesis (H0)

H0 True H0 False

Reject H0 Type I error (α) Correct

Do not reject H0Correct Type II Error (β)

Page 52: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Errors in Hypothesis TestingErrors in Hypothesis Testing Type-I Error (false positive):

– Concluding that the observed effect is real when it’s just due to chance.

Type-II Error (false negative):

– Missing a real effect.

**POWER (the complement of type-II error):

– The probability of seeing a real effect (of rejecting the null if the null is false).

Page 53: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

average weight from samples of 100

Beyond Hypothesis Testing:Beyond Hypothesis Testing:Estimation (confidence intervals)Estimation (confidence intervals)

We’d estimate based on these data that the average weight is somewhere closer to 160 lbs. And we could state the precision of this estimate (a “confidence interval”)…

95% confidence interval

Page 54: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Confidence IntervalsConfidence Intervals

(Sample statistic) (measure of how confident we want to be) (standard error)

Page 55: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Confidence interval (more Confidence interval (more information!!)information!!)

95% CI for the mean: 160±1.96*(1.5) = (157 – 163)

“Z/2”=1.96 corresponds to a type I error of 5% for a two-tailed test.

1.96 standard deviations away from the mean leaves 2.5% area in the tail of a standard normal curve. 1.96

The standard error here.

Page 56: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

What Confidence Intervals doWhat Confidence Intervals do

They indicate the un/certainty about the size of a population characteristic or effect. Wider CI’s indicate less certainty.

  Confidence intervals can also answer the question of whether or not an association exists or a treatment is beneficial or harmful. (analogous to p-values…)

e.g., since the 95% CI of the mean weight does not cross 150 lbs (the null value), then we reject the null at p<.05.

Page 57: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

average weight from samples of 2

Expected Sampling Variability for n=2Expected Sampling Variability for n=2

What are we going to think if our 2-student sample has an average weight of 160?

Page 58: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

average weight from samples of 2

P-value = 17%i.e. about 17 out of 100 “average of 2” experiments will yield values 160 or higher even if the true mean weight is only 150

Expected Sampling Variability for n=2Expected Sampling Variability for n=2

Page 59: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

average weight from samples of 100

P-value = 2%i.e. about 2 out of 100 “average of 2” experiments will yield values 160 or higher even if the true mean weight is only 150

Two sided p-value=4%

Expected Sampling Variability for n=10Expected Sampling Variability for n=10

Page 60: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Statistical PowerStatistical PowerWe found the same sample mean (160 lbs)

in our 100-doctor sample, 10-doctor sample, and 2-doctor sample.

But we only rejected the null based on the 100-doctor and 10-doctor samples.

Larger samples give us more statistical power…

Page 61: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Can we quantify how much Can we quantify how much power we have for given power we have for given

sample sizes?sample sizes?

Page 62: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Null Distribution: mean=150; sd=10.6

Clinically relevant alternative: mean=160; sd=10.6

average weight from samples of 2

Rejection region. Any value >= 171 (150+10.6*1.96)

Power= chance of being in the rejection region if the alternative is true=area below

Z/2=1.96 gives 2.5% area in each tail (=.05)

Z/2 =1.96 gives 2.5% area in each tail (=.05)

Page 63: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Rejection region. Any value >= 171 (150+10.6*1.96)

Power= chance of being in the rejection region=area belowpower 16%Only

%16Area

16.10

116.10160171

Z

Page 64: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

average weight from samples of 10

Null Distribution: mean=150; sd=4.74

Clinically relevant alternative: mean=160; sd=4.74

Rejection region. Any value >= 159.5 (150+4.74*1.96)

Power= chance of being in the rejection region=area below

Page 65: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Rejection region. Any value >= 159.5 (150+4.74*1.96)

Power= chance of being in the rejection region=area below

power 50%%50Area

10.74.4

1605.159

Z

Page 66: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

average weight from samples of 100

Null Distribution: mean=150; sd=1.37

Clinically relevant alternative: mean=160; sd=1.37

Rejection region. Any value >= 152.7 (150+1.37*1.96)

Power= chance of being in the rejection region if alternative is true

Nearly 100% power!

Page 67: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Factors Affecting PowerFactors Affecting Power

1. Size of the difference (10 pounds higher) 2. Standard deviation of the characteristic

(sd=15)3. Bigger sample size 4. Significance level desired

Page 68: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

average weight from samples of 100

1. Bigger difference from the null mean

Page 69: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

average weight from samples of 100

2. Bigger standard deviation

Page 70: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

average weight from samples of 100

3. Bigger Sample Size

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average weight from samples of 100

4. Higher significance level

Rejection region.

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Examples of Sample Statistics:Examples of Sample Statistics:

Single population meanDifference in means (ttest)Difference in proportions (Z-test)Odds ratio/risk ratioCorrelation coefficientRegression coefficient…

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Example 2: Difference in meansExample 2: Difference in means

Example: Rosental, R. and Jacobson, L. (1966) Teachers’ expectancies: Determinates of pupils’ I.Q. gains. Psychological Reports, 19, 115-118.

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The Experiment The Experiment (note: exact numbers have been altered)(note: exact numbers have been altered)

Grade 3 at Oak School were given an IQ test at the beginning of the academic year (n=90).

Classroom teachers were given a list of names of students in their classes who had supposedly scored in the top 20 percent; these students were identified as “academic bloomers” (n=18).

BUT: the children on the teachers lists had actually been randomly assigned to the list.

At the end of the year, the same I.Q. test was re-administered.

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The resultsThe results

Children who had been randomly assigned to the “top-20 percent” list had mean I.Q. increase of 12.2 points (sd=2.0) vs. children in the control group only had an increase of 8.2 points (sd=2.0)

Is this a statistically significant difference? Give a confidence interval for this difference.

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Difference in meansDifference in means

Sample statistic: Difference in mean change in IQ test score.

Null hypothesis: no difference between “academic bloomers” and “normal students”

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Explore sampling distributionExplore sampling distributionof difference in meansof difference in means

Simulate 1000 differences in mean IQ change under the null hypothesis (both academic bloomer and controls improve by, let’s say, 8 points, with a standard deviation of 2.0)

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47.182

SE

“academic bloomers”

As expected, out of 1000 simulated experiments, most yielded a mean between 7.1 and 8.9 (±2 se)

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“normal students”

21.902

SE

As expected, out of 1000 simulated experiments, most yielded a mean between 7.5 and 8.5 (±2 se)

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52.902

182)(

22

diffSE

Notice that most experiments yielded a difference value between –1.1 and 1.1 (wider than the above sampling distributions!)

Difference: academic bloomers-normal students

Observed difference=4.0

P<.0001

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Confidence interval (more Confidence interval (more information!!)information!!)

95% CI for the difference: 4.0±1.99(.52) = (3.0 – 5.0)

Does not cross 0; therefore, significant at .05.

We estimated the standard deviation of improvement on the IQ test, adding uncertainty; this gives us slightly wider cut-off’s for 95% area (t=1.99) than a normal curve (Z=1.96)

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95% confidence interval for the observed difference: 4 ±2*.52=3-5

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Critical value= 0+.52*1.96=1.04

Clearly lots of power to detect a difference of 4!

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How much power to detect a difference of 1.0?

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Critical value= 0+.52*1.96=1.04

Power closer to 50% now.

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Example 3: Difference in Example 3: Difference in proportionsproportions

Experimental question: Do men tend to prefer Bush more than women?

Experimental design: Poll representative samples of men and women in the U.S. and ask them the question: do you plan to vote for Bush in November, yes or no?

Sample statistic: The difference in the proportion of men who are pro-Bush versus women who are pro-Bush?

Null hypothesis: the difference in proportions = 0 Observed results: women=.36; men=.46

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Explore sampling distributionExplore sampling distributionof difference in proportionsof difference in proportions

Simulate 1000 differences in proportion preferring Bush under the null hypothesis (41% overall prefer Bush, with no difference between genders)

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07.50

)41.1(41.

SE

men

The standard error of a sample proportion is:

npp )1(

Under the null hypothesis, most experiments yielded a mean between .27 and .55

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07.50

)41.1(41.

SE

Under the null hypothesis, most experiments yielded a mean between .27 and .55

women

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10.50

)41.1(41.50

)41.1(41.

SE

Difference: men-women

Under the null hypothesis, most experiments yielded difference values between -.20 (women preferring Bush more than men) and .20 (men preferring Bush more)

Observed difference:

.46-. 36=10% (=1 standard error above the null mean) we’d expect to see a difference between genders this big 32% of the time just by chance

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What if we had 200 men and 200 women?

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035.200

)41.1(41.

SE

Most of 1000 simulated experiments yielded a mean between .34 and .48

men

Page 93: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

women

035.200

)41.1(41.

SE

Most of 1000 simulated experiments yielded a mean between .34 and .48

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05.200

)41.1(41.200

)41.1(41.

SE

Difference: men-women

Notice that most experiments will yield a difference value between -.10 (women preferring Bush more than men) and .10 (men preferring Bush more)

Observed difference=10%; we can reject the null hypothesis of no difference at p<.05

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What if we had 800 men and 800 women?

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017.800

)41.1(41.

SE

Most experiments will yield a mean between .38 and.44

men

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women

017.800

)41.1(41.

SE

Most experiments will yield a mean between .38 and.44

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025.800

)41.1(41.800

)41.1(41.

SE

Difference: men-women

Notice that most experiments will yield a difference value between -.05 (women preferring Bush more than men) and .05 (men preferring Bush more)

A difference 5% or more would be statistically significant

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If we sampled 1600 per group, a 2.5% difference would be “statistically significant” at a significance level of .05.

If we sampled 3200 per group, a 1.25% difference would be “statistically significant” at a significance level of .05.

If we sampled 6400 per group, a .625% difference would be “statistically significant” at a significance level of .05.

BUT if we found a “significant” difference of 1% between men and women, would we care if we were Bush or Kerry??

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Limits of hypothesis testing:Limits of hypothesis testing:“Statistical vs. Clinical Significance”“Statistical vs. Clinical Significance”

Consider a hypothetical trial comparing death rates in 12,000 patients with multi-organ failure receiving a new inotrope, with 12,000 patients receiving usual care.

If there was a 1% reduction in mortality in the treatment group (49% deaths versus 50% in the usual care group) this would be statistically significant (p<.05), because of the large sample size.

However, such a small difference in death rates may not be clinically important.

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Example 4: The odds ratioExample 4: The odds ratioExperimental question: Does smoking increase

fracture risk?

Experiment: Ask 50 patients with fractures and 50 controls if they ever smoked.

Sample statistic: Odds Ratio (measure of relative risk)

Null hypothesis: There is no association between smoking and fractures (odds ratio=1.0).

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bcadOR

dbca

  Smoker NonSmoker  

Fractured a b

Control c d

 

The Odds Ratio (OR)

Odds of fracture among smokers

Odds of fracture among nonsmokers

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Example 3: Sampling Variability of the null Odds Ratio (OR) (50 cases/50 controls/20% exposed)

If the Odds Ratio=1.0 then with 50 cases and 50 controls, of whom 20% smoke, this is the expected variability of the sample ORnote the right skew

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The Sampling Variability of the natural log of the OR (lnOR) is more Gaussian

Sample values far from lnOR=0 give us evidence of an association. These values are very unlikely if there’s no association in nature.

dcba1111

Standard error =

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Statistical PowerStatistical Power

Statistical power here is the probability of concluding that there is an association between exposure and disease if an association truly exists.– The stronger the association, the more likely we are to

pick it up in our study.– The more people we sample, the more likely we are to

conclude that there is an association if one exists (because the sampling variability is reduced).

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Part II: Biostatistics in Part II: Biostatistics in Practice: Applying statistics to Practice: Applying statistics to

clinical research designclinical research design

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From concept to protocol:From concept to protocol:Define your primary hypothesis Define your primary predictor and outcome variables Decide on study type (cross-sectional, case-control, cohort, RCT)Decide how you will measure your predictor and outcome variables, balancing

statistical power, ease of measurement, and potential biasesDecide on the main statistical tests that will be used in analysis Calculate sample size needs for your chosen statistical test/sDescribe your sample size needs in your written protocol, disclosing your assumptions Write a statistical analysis plan:

Briefly, describe descriptive statistics that you plan to presentDescribe which statistical tests you will use to test your primary hypothesesDescribe which statistical tests you will use to test your secondary hypothesesDescribe how you will account for confounders and test for interactionsDescribe any exploratory analyses that you might perform

Consult with a statistician.

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Powering a study:Powering a study:What is the primary hypothesis?What is the primary hypothesis?

Before you can calculate sample size, you need to know the primary statistical analysis that you will use in the end.

What is your main outcome of interest? What is your main predictor of interest? Which statistical test will you use to test for associations

between your outcome and your predictor? Do you need to adjust sample size needs upwards to account

for loss to follow-up, switching arms of a randomized trial, accounting for confounders?– Seek guidance from a statistician

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Overview of statistical testsOverview of statistical tests

The following table gives the appropriate choice of a statistical test or measure of association for various types of data (outcome variables and predictor variables) by study design.

Continuous outcome

Dichotomous predictorContinuous predictors

e.g., blood pressure= pounds + age + treatment (1/0)

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Types of variables to be analyzed Statistical procedure or measure of associationPredictor variable/s Outcome variable

Cross-sectional/case-control studies 

Categorical Continuous ANOVA*

Continuous Continuous Simple linear regressionMultivariate(categorical and continuous)

Continuous Multiple linear regression

Categorical Categorical Chi-square test (or Fischer’s exact)

Dichotomous Dichotomous Odds ratio, risk ratio

Multivariate Dichotomous Logistic regression 

Cohort Studies/Clinical Trials

Dichotomous Dichotomous Risk ratio

Categorical Time-to-event Kaplan-Meier curve/ log-rank test

Multivariate Time-to-event Cox-proportional hazards regression, hazard ratio

Dichotomous Continuous T-testDichotomous Ranks/ordinal Mann-Whitney U test

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Comparing GroupsComparing Groups T-test compares two means

– (null hypothesis: difference in means = 0)

ANOVA compares means between >2 groups– (null hypothesis: difference in means = 0)

Non-parametric tests are used when normality assumptions are not met– (null hypothesis: difference in medians = 0)

Chi-square test compares proportions between groups– (null hypothesis: categorical variables are independent)

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Simple sample size Simple sample size formulas/calculators available:formulas/calculators available:Sample size for a difference in meansSample size for a difference in proportions

– Can roughly be used if you plan to calculate risk ratios, odds ratios, or to run logistic regression or chi-square tests

Sample size for a hazard ratio/log-rank test– If you plan to do survival analysis: Kaplan-

Meier methods (log-rank test), Cox regression

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Types of variables to be analyzed Statistical procedure or measure of associationPredictor variable/s Outcome variable

Cross-sectional/case-control studies 

Categorical Continuous ANOVA*

Continuous Continuous Simple linear regressionMultivariate(categorical and continuous)

Continuous Multiple linear regression

Categorical Categorical Chi-square test (or Fischer’s exact)

Dichotomous Dichotomous Odds ratio, risk ratio

Multivariate Dichotomous Logistic regression 

Cohort Studies/Clinical Trials

Dichotomous Dichotomous Risk ratio

Categorical Time-to-event Kaplan-Meier curve/ log-rank test

Multivariate Time-to-event Cox-proportional hazards regression, hazard ratio

Dichotomous Continuous T-testDichotomous Ranks/ordinal Mann-Whitney U test

Use sample size calculator for: difference in means

Use sample size calculator for: hazard ratio

Use sample size calculator for: difference in proportions

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The pay-off for sitting through The pay-off for sitting through the theoretical part of these the theoretical part of these

lectures!lectures!Here’s where it pays to understand what’s

behind sample size/power calculations!You’ll have a much easier time using

sample size calculators if you aren’t just putting numbers into a black box!

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RECALL: DIFFERENCE IN TWO MEANS

Critical value=

0+standard error (sample statistic)*Z/2

Power= area to right of Z=

error standard1)(here difference ealternativ - valuecritical

Z

%50power;error standard

0:here ..

Zge

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/2

/2

/2

Z)error(diff standard

difference)error(diff standard

differenceZ

)error(diff standard difference -error standard*Z

Z

Z

Z

Power= area to right of Z=

error standard1)(here difference ealternativ - valuecritical

Z

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2

1

2

2/2

/2

1

2/2

1

2

1

2

))1(

difference()Z(

Z)1(

differenceZ difference

rnr

Z

rnr

Z

rnn

Z

2

2

1

2

).(.nn

diffes

1

2

1

2

).(. :1 group to2 group ofr ratio ifrnn

diffes

Page 118: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

2

2/2

2

1

2/2

221

21

2/2

2

difference)Z()1(

)Z()1(difference

difference)Z()1(

rZr

n

Zrrn

rnZr

2

2/2

2

1 difference)Z(2

then groups), (equal 1r If

Zn

2

2/2

2

1 difference)Z()1(

Z

rrn

Page 119: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

If this look complicated, don’t If this look complicated, don’t panic!panic!

In reality, you’re unlikely to have to derive sample size formulas yourselfbut it’s critical to understand where they come

from if you’re going to apply them yourself.

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Formula for difference in Formula for difference in meansmeans

2

2/2

2

1 difference)Z()1(

Z

rrn

.05)for (1.96 level cesignifican tailed- two toscorrespondZ

power) 80%(.84power toscorrespondZoutcome theof meansin difference meaningful clinicallyediffferenc

sticcharacteri theofdeviation standardgroupsmaller togrouplarger of ratio r

groupsmaller of size n:where

2/

1

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Formula for difference in Formula for difference in proportionsproportions

221

2/2

1 )(p)Z)(1)(()1(

pZpp

rrn

.05)for (1.96 level cesignifican tailed- two toscorrespondZ

power) 80%(.84power toscorrespondZsproportionin difference meaningful clinicallyp

)proportion average()1(

pgroupsmaller togrouplarger of ratio r

groupsmaller of size n:where

2/

21

1

1211

1

pnrrnpnp

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Formula for hazard ratio/log-Formula for hazard ratio/log-rank testrank test

.05)for (1.96 level cesignifican tailed- two toscorrespondZ

power) 80%(.84power toscorrespondZratio hazard meaningful clinically

)1(1

outcome thehave will who treatmentof proportionoutcome thehave will whocontrols of proportionexposed) to(unexposed treatment tocontrol of ratio r

groupsmaller of size n

2/

1

HRpp

pp

HRct

t

c

2

22/

1 )(ln)(

)11(HR

ZZprp

ntc

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Recommended sample size Recommended sample size calculators!calculators!

http://hedwig.mgh.harvard.edu/sample_size/size.html

http://vancouver.stanford.edu:8080/clio/index.htmlTraverse protocol wizard

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These sample size calculations are These sample size calculations are idealizedidealized

•We have not accounted for losses-to-follow up

•We have not accounted for non-compliance (for intervention trial or RCT)

•We have assumed that individuals are independent observations (not true in clustered designs)

•Consult a statistician for these considerations!

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Applying statistics to clinical Applying statistics to clinical research design: Exampleresearch design: Example

You want to study the relationship between smoking and fractures.

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Steps:Steps:

Define your primary hypothesis Define your primary predictor and outcome variablesDecide on study type

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Applying statistics to clinical Applying statistics to clinical research design: Exampleresearch design: Example

predictor: smoking (yes/no or continuous)outcome: osteoporotic fracture (time-to-

event)Study design: cohort

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From concept to protocol:From concept to protocol:

Decide how you will measure your predictor and outcome variables

Decide on the main statistical tests that will be used in analysis

Calculate sample size needs for your chosen statistical test/s

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Types of variables to be analyzed Statistical procedure or measure of associationPredictor variable/s Outcome variable

Cross-sectional/case-control studies 

Categorical Continuous ANOVA*

Continuous Continuous Simple linear regressionMultivariate(categorical and continuous)

Continuous Multiple linear regression

Categorical Categorical Chi-square test (or Fischer’s exact)

Dichotomous Dichotomous Odds ratio, risk ratio

Multivariate Dichotomous Logistic regression 

Cohort Studies/Clinical Trials

Dichotomous Dichotomous Risk ratio

Categorical Time-to-event Kaplan-Meier curve/ log-rank test

Multivariate Time-to-event Cox-proportional hazards regression, hazard ratio

Dichotomous Continuous T-testDichotomous Ranks/ordinal Mann-Whitney U test

Use sample size calculator for: hazard ratio

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Formula for hazard ratio/log-Formula for hazard ratio/log-rank testrank test

.05)for (1.96 level cesignifican tailed- two toscorrespondZ

power) 80%(.84power toscorrespondZratio hazard meaningful clinically

)1(1

outcome thehave will who treatmentof proportionoutcome thehave will whocontrols of proportionexposed) to(unexposed treatment tocontrol of ratio r

groupsmaller of size n

2/

1

HRpp

pp

HRct

t

c

2

22/

1 )(ln)(

)11(HR

ZZprp

ntc

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Example: sample size calculationExample: sample size calculation Ratio of exposed to unexposed in your sample?

– 1:1 Proportion of non-smokers who will fracture in your defined population over your defined

study period?– 10%

What is a clinically meaningful hazard ratio? – 2.0

Based on hazard ratio, how many smokers will fracture?– 1-90%^2 = 19%

What power are you targeting?– 80%

What significance level?– .05

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Formula for hazard ratio/log-Formula for hazard ratio/log-rank testrank test

groupper 250)2(ln

)84.96.1()19.1

10.1( 2

2

1

n

You may want to adjust upwards for loss to follow-up. E.g., if you expect to lose 10%, divide the above estimate by 90%.

Page 133: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

From concept to protocol:From concept to protocol:

Describe your sample size needs in your written protocol, disclosing your assumptions

Write a statistical analysis plan

Page 134: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Types of variables to be analyzed Statistical procedure or measure of associationPredictor variable/s Outcome variable

Cross-sectional/case-control studies 

Categorical Continuous ANOVA*

Continuous Continuous Simple linear regressionMultivariate(categorical and continuous)

Continuous Multiple linear regression

Categorical Categorical Chi-square test (or Fischer’s exact)

Dichotomous Dichotomous Odds ratio, risk ratio

Multivariate Dichotomous Logistic regression 

Cohort Studies/Clinical Trials

Dichotomous Dichotomous Risk ratio

Categorical Time-to-event Kaplan-Meier curve/ log-rank test

Multivariate Time-to-event Cox-proportional hazards regression, hazard ratio

Dichotomous Continuous T-testDichotomous Ranks/ordinal Mann-Whitney U test

Page 135: Nguyên lý thống kê cơ bản trong các nghiên cứu lâm sàng, PGS.TS Lê Hoàng Ninh

Statistical analysis planStatistical analysis plan Descriptive statistics

– E.g., of study population by smoking status Kaplan-Meier Curves (univariate)

– Describe exploratory analyses that may be used to identify confounders and other predictors of fracture

Cox regression (multivariate)– What confounders have you measured, and how will you

incorporate them into multivariate analysis?– How will you explore for possible interactions?– Describe potential exploratory analysis for other predictors

of fracture