论文标题
RCT的统计特性和收缩的建议
The statistical properties of RCTs and a proposal for shrinkage
论文作者
论文摘要
我们将随机对照试验（RCT）的概念抽象为三重（beta，b，s），其中beta是主要疗效参数，b估计值和标准误差（s> 0）。参数beta要么是均值，对数比值比或对数危险比的差异。如果我们假设b是公正的并且是正态分布的，则可以从对样本（B_I，S_I）中估算（beta，b，s）的完整关节分布。我们已经从Cochrane数据库中收集了23,747对这样的对。在这里，我们报告了信噪比Beta/s的估计分布以及所达到的功率。我们估计实现功率的中位数为0.13。我们还考虑夸张比率，这是β幅度高估的因素。我们发现，如果估计值在5％的水平上很重要，我们希望它高估了1.7倍的真实效果。这种夸张有时被称为赢家的诅咒，无疑在很大程度上负责令人失望的复制结果。因此，我们认为缩小公正的估计器很重要，我们提出了一种这样做的方法。
We abstract the concept of a randomized controlled trial (RCT) as a triple (beta,b,s), where beta is the primary efficacy parameter, b the estimate and s the standard error (s>0). The parameter beta is either a difference of means, a log odds ratio or a log hazard ratio. If we assume that b is unbiased and normally distributed, then we can estimate the full joint distribution of (beta,b,s) from a sample of pairs (b_i,s_i). We have collected 23,747 such pairs from the Cochrane database to do so. Here, we report the estimated distribution of the signal-to-noise ratio beta/s and the achieved power. We estimate the median achieved power to be 0.13. We also consider the exaggeration ratio which is the factor by which the magnitude of beta is overestimated. We find that if the estimate is just significant at the 5% level, we would expect it to overestimate the true effect by a factor of 1.7. This exaggeration is sometimes referred to as the winner's curse and it is undoubtedly to a considerable extent responsible for disappointing replication results. For this reason, we believe it is important to shrink the unbiased estimator, and we propose a method for doing so.
