Understanding P- values and CI 20Nov08 (1)

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    Understanding P-values andConfidence Intervals

    Thomas B. Newman, MD, MPH

    20 Nov 08

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    Announcements

    Optional reading about P-values andConfidence Intervals on the website

    Exam questions due Monday 11/24/08 5:00

    PM Next week (11/27) is Thanksgiving

    Following week Physicians and Probability(Chapter 12) and Course Review

    Final exam to be distributed in SECTION 12/4and posted on web

    Exam due 12/11 8:45 AM

    Key will be posted shortly thereafter

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    Overview Introduction and justification

    What P-values and Confidence Intervals dontmean

    Whatthey do mean: analogy betweendiagnostic tests and clinical researc

    Useful confidence interval tips

    CI for negative studies; absolute vs.

    relative risk Confidence intervals for small numerators

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    Why cover this material here?

    P-values and confidence intervals are

    ubiquitous in clinical research

    Widely misunderstood and mistaught

    Pedagogical argument:

    Is itimportant?

    Can you handle it?

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    Example: Douglas Altman Definition of

    95% Confidence Intervals* "A strictly correct definition of a 95% CI is,

    somewhat opaquely, that 95% of such

    intervals will contain the true population

    value.

    Little is lost by the less pure interpretation of

    the CI as the range of values within which we

    can be 95% sure thatthe population valuelies.

    *Quoted in: Guyatt, G., D. Rennie, et al. (2002). Users' guides to the medical

    literature : essentials of evidence-based clinical practice. Chicago, IL,AMAPress.

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    Understanding P-values and

    confidence intervals is important

    because

    It explains things which otherwise do

    not make sense, e.g. the need to state

    hypotheses in advance and correction

    for multiple hypothesis testing

    You will be using them all the time

    You are future leaders in clinicalresearch

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    You can handle it because

    We have already covered the important

    concepts at length earlierin this course

    Priorprobability

    Posteriorprobability

    What you thought before + new

    information = what you think now We will support you through the process

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    Review of traditional statistical

    significance testing

    State null (Ho) and alternative (Ha)

    hypotheses

    Choose

    Calculate value oftest statistic from

    your data

    Calculate P- value from test statistic

    If P-value < , reject Ho

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    Problem:

    Traditional statistical significance testing

    has led to widespread misinterpretation

    of P-values

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    What P-values dontmean

    Ifthe P-value is 0.05, there is a 95%

    probability that

    The results did not occur by chance

    The null hypothesis is false

    There really is a difference between the

    groups

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    So if P = 0.05, what IS there a 95%

    probability of?

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    White board:

    2x2 tables and false positive confusion

    Analogy with diagnostic tests

    (This is covered step-by-stepin thecourse book.)

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    Analogy between diagnostic tests

    and research studies

    Diagnostic Test Research Study

    Absence ofDiseasePresence of disease

    Severit of disease in t e

    diseased group

    Cutoff for distinguishingpositive and negative

    results

    Test result

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    Analogy between diagnostic tests

    and research studies

    Diagnostic Test Research Study

    Negative result (test

    withinnormallimits)

    Positive resultSensitivity

    False positive rate (1-

    specificity)

    Prior probability ofdisease (ofa given

    severity)

    Posterior probability of

    disease, given test result

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    Extending the Analogy

    Intentionally ordered tests and

    hypotheses stated in advance

    Multiple tests and multiple hypotheses

    Laboratory error and bias

    Alternative diagnoses and confounding

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    Bonferroni

    Inequality: If we do k differenttests,

    each with significance level , the

    probability that one or more will be

    significantis less than or equal to k v

    Correction: If we test k different

    hypotheses and want ourtotal Type 1

    error rate to be no more than alpha,then we should reject H0 only if P < /k

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    Derivation

    Let A & B = probability of a Type 1 error forhypotheses A and B

    P(A or B) = P(A) + P(B) P(A & B)

    Under Ho, P(A) = P(B) =

    So P(A or B) = + - P(A & B) = 2 - P(A & B). Of course, itis possible to falsely reject 2 different null

    hypotheses, so P(A & B) > 0. Therefore, the

    probability of falsely rejecting either ofthe null

    hypotheses must be less than 2.

    Note that often A & B are notindependent, in which

    case Bonferroni will be even more excessively

    conservative

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    Problems withBonferroni correction

    Overly conservative (especially whenhypotheses are notindependent)

    Maintains s

    pec

    ificity a

    tthe ex

    pense ofsensitivity

    Does nottake priorprobability intoaccount

    Not clear when to use it BUT can be useful if results still

    significant

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    CONFIDENCE INTERVALS

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    What Confidence Intervals dont

    mean There is a 95% chance thatthe true

    value is within the interval

    If you conclude thatthe true value iswithin the interval you have a 95%chance of being right

    The range of values within which wecan be 95% sure thatthe populationvalue lies

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    One source of confusion: Statistical

    confidence

    (Some) statisticians say: You can be 95%

    confident thatthe population value is in the

    interval. This is NOT the same as There is a 95%

    probability thatthe population value is in the

    interval.

    Confidence is tautologously defined by

    statisticians as what you get from a

    confidence interval

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    Illustration

    If a 95% CI has a 95% chance of containing

    the true value, then a 90% CI should have a

    90% chance and a 40% CI should have a

    40% chance.

    Study: 4 deaths in 10 subjects in each group

    RR= 1.0 (95% CI: 0.34 to 2.9)

    40% CI: 0.75 to 1.33

    Conclude from this study thatthere is 60%

    chance thatthe true RR is 1.33?

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    Confidence Intervals apply to a

    Process Consider a bag with 19 white and 1 pink

    grapefruit

    The process of selecting a grapefruit atrandom has a 95% probability of yielding awhite one

    But once Ive selected one, does it still have a95% chance of being white?

    You may have prior knowledge that changesthe probability (e.g., pink grapefruit havethinnerpeel are denser, etc.)

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    Confidence Intervals for negative

    studies: 5 levels of sophistication

    Example 1: Oral amoxicillin to treatpossible occult bacteremia in febrilechildren*

    Randomized, double-blind trial

    3-36 month old children with T 39 C (N=955)

    Treatment: Amox 125 mg/tid ( 10 kg) or250 mg tid (> 10 kg)

    Outcome: majorinfectious morbidity

    *Jaffe et al., New Engl J Med 1987;317:1175-80

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    Amoxicillin for possible occult

    bacteremia 2: Results Bacteremia in 19/507 (3.7%) with amox,

    vs 8/448 (1.8%) with placebo (P=0.07)

    Major Infectious Morbidity 2/19(10.5%) with amox vs 1/8 (12.5%) withplacebo (P = 0.9)

    Conclusion: Data do not supportroutine use of standard doses ofamoxicillin

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    5 levels of sophistication

    Level 1: P > 0.05 = treatment does notwork

    Level 2: Look atpower for study.

    (Authors reported power = 0.24 forOR=4. Therefore, study underpowered

    and negative study uninformative.)

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    5 levels of sophistication, contd

    Level 3: Look at 95% CI!Authors calculated OR= 1.2 (95% CI:

    0.02 to 30.4)

    This is based on 1/8 (12.5%) with placebovs 2/19 (10.5%) with amox

    (They putplacebo on top)

    (Silly to use OR)

    With amox on top, RR = 0.84 (95% CI:0.09 to 8.0)

    This was level of TBN in letterto theeditor (1987)

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    5 levels of sophistication, contd

    Level 4: Make sure you do an intentionto treat analysis!

    Itis notOK to restrict attention to

    bacteremic patients So it should be 2/507 (0.39%) with amox

    vs 1/448 (0.22%) with placebo

    RR= 1.8 (95% CI: 0.05 to 6.2)

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    Level 5: the clinically relevant quantity

    is the Absolute Risk Reduction (ARR)!

    2/507 (0.39%) with amox vs 1/448 (0.22%)with placebo

    ARR = 0.17% {amoxicillin worse} 95% CI (0.9% {harm} to +0.5% {benefit})

    Therefore, LOWER limit of 95% CI for benefit(I.e., best case) is NNT= 1/0.5% = 200

    So this study suggests need to treat 200children to prevent Major InfectiousMorbidity in one

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    Stata output. csi 2 1 505 447

    | Exposed Unexposed | Total

    -----------------+------------------------+----------

    Cases | 2 1 | 3

    Noncases | 505 447 | 952

    -----------------+------------------------+----------Total | 507 448 | 955

    | |

    Risk | .0039448 .0022321 | .0031414

    | |

    | Point estimate | [95% Conf. Interval]

    |------------------------+----------------------

    Risk difference | .0017126 | -.005278 .0087032

    Risk ratio | 1.767258 | .1607894 19.42418

    Attr. frac. ex. | .4341518 | -5.219315 .9485178

    Attr. frac. pop | .2894345 |

    +-----------------------------------------------

    chi2(1) = 0.22 Pr>chi2 = 0.6369

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    Example 2: Pyelonephritis and new renal

    scarring in the International Reflux

    Study in Children*

    RCT of ureteral reimplantation vs prophylactic

    antibiotics for children with vesicoureteral

    reflux Overall result: surgery group fewer episodes

    ofpyelonephritis (8% vs 22%; NNT = 7; P chi2 = 0.0437

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    Conclusions

    No evidence that new pyelonephritis causesscarring

    Some evidence thatit does not

    P-values and confidence intervals are

    approximate, especially for small sample

    sizes

    There is nothing magical about 0.05

    Key concept: calculate 95% CI for negative

    studies

    ARR for clinical questions (less generalizable)

    RR for etiologic questions

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    Confidence intervals for small

    numeratorsObserved

    numer t r

    Appr x mate

    Numerat rfor

    UpperLimit of 95%CI

    0 3

    1 5

    2 7

    3 9

    4 10

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    When P-values and Confidence Intervals

    Disagree

    Usually P < 0.05 means 95% CI excludes null value.

    But both 95% CI and P-values are based on

    approximations, so this may not be the case Illustrated by IRSC slide above

    If you want 95% CI and P- values to agree, use test-

    based confidence intervals see next slide

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    Alternative Stata output: Test-

    based CI

    .

    . csi 2 18 28 58,tb

    | Exposed Unexposed | Total

    -----------------+-----------------------+------------

    Cases | 2 18 | 20

    Noncases | 28 58 | 86

    -----------------+-----------------------+------------

    Total | 30 76 | 106

    | |

    Risk | .0666667 .2368421 | .1886792

    | |

    | Point estimate | [95% Conf. Interval]

    |-----------------------+------------------------

    Risk difference | -.1701754 | -.3363063 -.0040446 (tb)

    Risk ratio | .2814815 | .0816554 .9703199 (tb)

    Prev. frac. ex. | .7185185 | .0296801 .9183446 (tb)

    Prev. frac. pop | .2033543 |

    +------------------------------------------------- chi2(1) = 4.07 Pr>chi2 = 0.0437