Department of Epidemiology, Biostatistics and Occupational Health, McGill University, Montreal, QC, Canada.
Division of Clinical Epidemiology, McGill University Health Centre, Montreal, QC, Canada.
Stat Med. 2019 Oct 15;38(23):4566-4573. doi: 10.1002/sim.8316. Epub 2019 Jul 11.
Many sample size criteria exist. These include power calculations and methods based on confidence interval widths from a frequentist viewpoint, and Bayesian methods based on credible interval widths or decision theory. Bayesian methods account for the inherent uncertainty of inputs to sample size calculations through the use of prior information rather than the point estimates typically used by frequentist methods. However, the choice of prior density can be problematic because there will almost always be different appreciations of the past evidence. Such differences can be accommodated a priori by robust methods for Bayesian design, for example, using mixtures or ϵ-contaminated priors. This would then ensure that the prior class includes divergent opinions. However, one may prefer to report several posterior densities arising from a "community of priors," which cover the range of plausible prior densities, rather than forming a single class of priors. To date, however, there are no corresponding sample size methods that specifically account for a community of prior densities in the sense of ensuring a large-enough sample size for the data to sufficiently overwhelm the priors to ensure consensus across widely divergent prior views. In this paper, we develop methods that account for the variability in prior opinions by providing the sample size required to induce posterior agreement to a prespecified degree. Prototypic examples to one- and two-sample binomial outcomes are included. We compare sample sizes from criteria that consider a family of priors to those that would result from previous interval-based Bayesian criteria.
存在许多样本量标准。这些标准包括基于置信区间宽度的功效计算和方法(从频率主义的角度来看),以及基于可信区间宽度或决策理论的贝叶斯方法。贝叶斯方法通过使用先验信息而不是频率主义方法通常使用的点估计来考虑样本量计算中输入的固有不确定性。然而,先验密度的选择可能会有问题,因为几乎总会有不同的过去证据的评价。这种差异可以通过贝叶斯设计的稳健方法来预先解决,例如使用混合物或 ϵ-污染先验。这样就可以确保先验类包括不同的意见。然而,人们可能更愿意报告来自“先验社区”的几个后验密度,这些密度涵盖了合理的先验密度范围,而不是形成单一的先验类。然而,到目前为止,还没有专门针对先验密度社区的相应样本量方法,这些方法无法确保为数据提供足够大的样本量,以使数据足以压倒先验,从而确保在广泛不同的先验观点之间达成共识。在本文中,我们开发了一些方法,通过提供达到预设程度的后验一致性所需的样本量来考虑先验意见的可变性。包括了针对二项式结果的一个和两个样本的原型示例。我们将考虑先验群体的标准的样本量与基于区间的先前贝叶斯标准的样本量进行了比较。