Quantifying the effect of the surrogate marker by information gain.
Statistical validation of a surrogate marker has been studied for more than a decade. Recently, Alonso et al. (2004, Biometrics 60, 724-728) proposed a quantity called the likelihood reduction factor (LRF) to evaluate the validity of a surrogate marker. However, as pointed out in the present article, the LRF may not correctly validate a surrogate marker. Therefore, a new quantity, the proportion of information gain (PIG) using the Kullback-Leibler information, is proposed. Simulations show that under some model assumptions, the PIG precisely reflects the role of a surrogate marker.
Qu
Yongming
Y
Eli Lilly and Company, Indianapolis, Indiana 46285, USA. qu_yongming@lilly.com
Case
Michael
M
D001699:Biometry / Q000379:methods*; D002986:Clinical Trials as Topic / Q000706:statistics & numerical data*; D023381:Endpoint Determination / Q000706:statistics & numerical data*; D006801:Humans; D007370:Interferon Type I / Q000627:therapeutic use; D016013:Likelihood Functions; D008268:Macular Degeneration / Q000188:drug therapy / Q000503:physiopathology; D015201:Meta-Analysis as Topic; D015233:Models, Statistical; D011994:Recombinant Proteins; D014792:Visual Acuity / Q000187:drug effects