This site is a compendium of R code meant to highlight the various uses of simulation to aid in the understanding of probability, statistics, and study design. I frequently draw on examples using my R package simstudy. Occasionally, I opine on other topics related to causal inference, evidence, and research more generally.

A latent threshold model to dichotomize a continuous predictor

This is the context. In the convalescent plasma pooled individual patient level meta-analysis we are conducting as part of the COMPILE study, there is great interest in understanding the impact of antibody levels on outcomes. (I’ve described various aspects of the analysis in previous posts, most recently here). In other words, not all convalescent plasma is equal. If we had a clear measure of antibodies, we could model the relationship of these levels with the outcome of interest, such as health status as captured by the WHO 11-point scale or mortality, and call it a day. [Read More]
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Exploring the properties of a Bayesian model using high performance computing

An obvious downside to estimating Bayesian models is that it can take a considerable amount of time merely to fit a model. And if you need to estimate the same model repeatedly, that considerable amount becomes a prohibitive amount. In this post, which is part of a series (last one here) where I’ve been describing various aspects of the Bayesian analyses we plan to conduct for the COMPILE meta-analysis of convalescent plasma RCTs, I’ll present a somewhat elaborate model to illustrate how we have addressed these computing challenges to explore the properties of these models. [Read More]

A refined brute force method to inform simulation of ordinal response data

Francisco, a researcher from Spain, reached out to me with a challenge. He is interested in exploring various models that estimate correlation across multiple responses to survey questions. This is the context: He doesn’t have access to actual data, so to explore analytic methods he needs to simulate responses. It would be ideal if the simulated data reflect the properties of real-world responses, some of which can be gleaned from the literature. [Read More]
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simstudy just got a little more dynamic: version 0.2.1

simstudy version 0.2.1 has just been submitted to CRAN. Along with this release, the big news is that I’ve been joined by Jacob Wujciak-Jens as a co-author of the package. He initially reached out to me from Germany with some suggestions for improvements, we had a little back and forth, and now here we are. He has substantially reworked the underbelly of simstudy, making the package much easier to maintain, and positioning it for much easier extension. [Read More]
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Permuted block randomization using simstudy

Along with preparing power analyses and statistical analysis plans (SAPs), generating study randomization lists is something a practicing biostatistician is occasionally asked to do. While not a particularly interesting activity, it offers the opportunity to tackle a small programming challenge. The title is a little misleading because you should probably skip all this and just use the blockrand package if you want to generate randomization schemes; don’t try to reinvent the wheel. [Read More]
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Generating probabilities for ordinal categorical data

Over the past couple of months, I’ve been describing various aspects of the simulations that we’ve been doing to get ready for a meta-analysis of convalescent plasma treatment for hospitalized patients with COVID-19, most recently here. As I continue to do that, I want to provide motivation and code for a small but important part of the data generating process, which involves creating probabilities for ordinal categorical outcomes using a Dirichlet distribution. [Read More]
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Diagnosing and dealing with degenerate estimation in a Bayesian meta-analysis

The federal government recently granted emergency approval for the use of antibody rich blood plasma when treating hospitalized COVID-19 patients. This announcement is unfortunate, because we really don’t know if this promising treatment works. The best way to determine this, of course, is to conduct an experiment, though this approval makes this more challenging to do; with the general availability of convalescent plasma (CP), there may be resistance from patients and providers against participating in a randomized trial. [Read More]

Generating data from a truncated distribution

A researcher reached out to me the other day to see if the simstudy package provides a quick and easy way to generate data from a truncated distribution. Other than the noZeroPoisson distribution option (which is a very specific truncated distribution), there is no way to do this directly. You can always generate data from the full distribution and toss out the observations that fall outside of the truncation range, but this is not exactly efficient, and in practice can get a little messy. [Read More]
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A hurdle model for COVID-19 infections in nursing homes

Late last year, I added a mixture distribution to the simstudy package, largely motivated to accommodate zero-inflated Poisson or negative binomial distributions. (I really thought I had added this two years ago - but time is moving so slowly these days.) These distributions are useful when modeling count data, but we anticipate observing more than the expected frequency of zeros that would arise from a non-inflated (i.e. “regular”) Poisson or negative binomial distribution. [Read More]
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A Bayesian model for a simulated meta-analysis

This is essentially an addendum to the previous post where I simulated data from multiple RCTs to explore an analytic method to pool data across different studies. In that post, I used the nlme package to conduct a meta-analysis based on individual level data of 12 studies. Here, I am presenting an alternative hierarchical modeling approach that uses the Bayesian package rstan. Create the data set We’ll use the exact same data generating process as described in some detail in the previous post. [Read More]