Skip to contents

Introduction

Indirect treatment comparisons (ITCs) are vital when head-to-head clinical trials are absent. Unadjusted comparisons are biased when trial populations differ in effect modifiers; thus, population adjustment is required. outstandR provides a unified framework for these methods.

Matching-Adjusted Indirect Comparison (MAIC)

MAIC is a method-of-moments weighting approach designed to match the aggregate characteristics of the comparator trial. Weights wiw_i for each patient ii in the IPD trial are derived via a logistic regression formulation:

wi=exp(βXi)w_i=\exp(\beta^\top X_i)

The parameters β\beta are found by minimizing a convex objective function to match target covariate means:

minβpi=1nAexp(β(XiX¯B))\min_{\beta\in\mathbb{R}^p}\sum_{i=1}^{n_A}\exp(\beta^\top(X_i-\overline{X}_B))

Outcome Regression Models

For an individual ii with outcome YiY_i, treatment Ti{0,1}T_i \in \{0,1\}, and baseline covariates XiX_i, the general outcome model is:

g(𝔼[Yi|Xi,Ti])=α+Xiβ0+(βtrt+Xiβ1)𝕀(Ti=1)g(\mathbb{E}[Y_i|X_i,T_i])=\alpha+X_i^\top\beta_0+(\beta_{trt}+X_i^\top\beta_1)\mathbb{I}(T_i=1)

Parametric G-computation (Maximum Likelihood)

G-computation standardizes outcomes across treatment regimens. We estimate the marginal mean outcome by simulating a pseudo-population of size NN reflecting the target ALD trial, predicting outcomes, and averaging:

𝔼̂[YT|θ̂]=1Ni=1NYî(T,θ̂)\hat{\mathbb{E}}[Y^T|\hat{\theta}]=\frac{1}{N}\sum_{i=1}^N\hat{Y_i}(T,\hat{\theta})

Parametric G-computation (Bayesian Inference)

Bayesian G-computation estimates the full posterior distribution of the model parameters, offering robust uncertainty quantification. For MM posterior samples θ(m)\theta^{(m)}, the marginal mean is computed as:

𝔼̂[YT|θ(m)]=1Ni=1NŶi(T,θ(m))\hat{\mathbb{E}}[Y^T|\theta^{(m)}]=\frac{1}{N}\sum_{i=1}^N\hat{Y}_i(T,\theta^{(m)})

Multiple Imputation Marginalization (MIM)

MIM conceptualizes unobserved potential outcomes as a missing data problem. Using MM posterior draws, MIM imputes counterfactuals and utilizes modified Rubin’s rules to calculate total variance by subtracting within-imputation variance (U¯\overline{U}) from between-imputation variance (BB):

Var(Q¯)=BU¯Var(\overline{Q})=B-\overline{U}