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Activity Number: 472
Type: Contributed
Date/Time: Wednesday, August 9, 2006 : 2:00 PM to 3:50 PM
Sponsor: Biopharmaceutical Section
Abstract - #306005
Title: Quantifying the Effect of the Surrogate Marker by Information Gain
Author(s): Yongming Qu*+ and Michael Case
Companies: Eli Lilly and Company and Eli Lilly and Company
Address: Lilly Corporate Center, Indianapolis, IN, 46285,
Keywords: surrogate marker ; Kullback-Leibler information ; information gain ; likelihood reduction factor
Abstract:

Statistical validation of a surrogate marker has been studied for more than a decade. Recently, Alonso et al. (Biometrics, 60:724-728) proposed a quantity called likelihood reduction factor (LRF) to evaluate the validity of a surrogate marker. However, as point out in the present paper, the LRF may not correctly validate a surrogate marker. Therefore, a new quantity, the proportion of information gain (PIG), based on the Kullback-Leibler information is proposed. Simulations show that under the given model assumptions, the PIG precisely reflects the role of a surrogate marker. The new approach is applied to a set of data from osteoporosis.

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