Documentos de trabajo
Skeptical and Optimistic Robust Priors for Clinical Trials
Autor
Cook, John
Fúquene, Jairo
Pericchi Guerra, Luis R.
Institución
Resumen
Submited for posible publication, September 06, 2010 A useful technique from the subjective Bayesian viewpoint, suggested by Spiegelhalter
et al. (1994), is to ask the subject matter researchers and other parties involved, such as
pharmaceutical companies and regulatory bodies, for reasonable optimistic and pessimistic
priors regarding the effectiveness of a new treatment. Up to now, the proposed skeptical
and optimistic priors have been limited to conjugate priors, though there is no need for this
limitation. The same reasonably adversarial points of view can be taken with robust priors.
A recent reference with robust priors usefully applied to clinical trials is in Fuquene, Cook,
and Pericchi (2009). Our proposal in this paper is to use Cauchy and intrinsic robust priors
for both skeptical and optimistic priors leading to results more closely related with the
sampling data when prior and data are in conflict. In other words, the use of robust priors
removes the dogmatism implicit in conjugate priors. NIH Grant: P20-RR016470