Estimating causal effects from randomized experiments is central to clinical research. Reducing the statistical uncertainty in these analyses is an important objective for statisticians. Registries, prior trials, and health records constitute a growing compendium of historical data on patients under standard-of-care that may be exploitable to this end. However, most methods for historical borrowing achieve reductions in variance by sacrificing strict type-I error rate control. Here, we propose a use of historical data that exploits linear covariate adjustment to improve the efficiency of trial analyses without incurring bias. Specifically, we train a prognostic model on the historical data, then estimate the treatment effect using a linear regression while adjusting for the trial subjects’ predicted outcomes (their prognostic scores). We prove that, under certain conditions, this prognostic covariate adjustment procedure attains the minimum variance possible among a large class of estimators. When those conditions are not met, prognostic covariate adjustment is still more efficient than raw covariate adjustment and the gain in efficiency is proportional to a measure of the predictive accuracy of the prognostic model above and beyond the linear relationship with the raw covariates. We demonstrate the approach using simulations and a reanalysis of an Alzheimer’s disease clinical trial and observe meaningful reductions in mean-squared error and the estimated variance. Lastly, we provide a simplified formula for asymptotic variance that enables power calculations that account for these gains. Sample size reductions between 10% and 30% are attainable when using prognostic models that explain a clinically realistic percentage of the outcome variance.
We are grateful to Xinkun Nie and Oleg Sofrygin for enlightening conversations and to Rachael C. Aikens for feedback on a draft of this article. Data collection and sharing for this project was funded in part by the Alzheimer’s Disease Neuroimaging Initiative (ADNI) (National Institutes of Health Grant U01 AG024904) and DOD ADNI (Department of Defense award number W81XWH-12-2-0012). ADNI is funded by the National Institute on Aging, the National Institute of Biomedical Imaging and Bioengineering, and through generous contributions from the following: AbbVie, Alzheimer’s Association; Alzheimer’s Drug Discovery Foundation; Araclon Biotech; BioClinica, Inc.; Biogen; Bristol-Myers Squibb Company; CereSpir, Inc.; Cogstate; Eisai Inc.; Elan Pharmaceuticals, Inc.; Eli Lilly and Company; EuroImmun; F. Hoffmann-La Roche Ltd and its affiliated company Genentech, Inc.; Fujirebio; GE Healthcare; IXICO Ltd.; Janssen Alzheimer Immunotherapy Research & Development, LLC.; Johnson & Johnson Pharmaceutical Research & Development LLC.; Lumosity; Lundbeck; Merck & Co., Inc.; Meso Scale Diagnostics, LLC.; NeuroRx Research; Neurotrack Technologies; Novartis Pharmaceuticals Corporation; Pfizer Inc.; Piramal Imaging; Servier; Takeda Pharmaceutical Company; and Transition Therapeutics. The Canadian Institutes of Health Research is providing funds to support ADNI clinical sites in Canada. Private sector contributions are facilitated by the Foundation for the National Institutes of Health (www.fnih.org). The grantee organization is the Northern California Institute for Research and Education, and the study is coordinated by the Alzheimer’s Therapeutic Research Institute at the University of Southern California. ADNI data are disseminated by the Laboratory for Neuro Imaging at the University of Southern California. Data collection and sharing for this project was funded in part by the University of California, San Diego Alzheimer’s Disease Cooperative Study (ADCS) (National Institute on Aging Grant Number U19AG010483).
Author contribution: All the authors have accepted responsibility for the entire content of this submitted manuscript and approved submission.
Research funding: None declared.
Conflict of interest statement: The authors declare no conflicts of interest regarding this article.
Appendix A. Mathematical results
Throughout we assume enough regularity conditions for the asymptotic normality of M-estimators to hold. The details are found in chapter 5 (thm 5.23) of van der Vaart .
(Rosenblum). The influence function for the linear regression treatment effect estimator we describe in Section 3 is ψ = ψ 1 − ψ 0 where
and and . The parameters are those that maximize the (model-based) likelihood in expectation (under the true law of the data). In other words, characterizes the linear model that comes as close as possible to the true conditional mean function and is its mean value (averaged over X).
(Difference-in-means). The “difference-in-means” (or “unadjusted”) estimator of τ = μ 1 − μ 0 is .
Note that throughout the appendix we omit the subscript n on estimators. E.g. τ Δ is shorthand for τ Δ,n and our asymptotic statements refer to the sequence of estimators as n becomes large.
The difference-in-means estimator has asymptotic variance given by
This fact is well-known. One proof follows the outline of 7 below taking Z ⊤ = [1, W]. □
(ANCOVA I). The “ANCOVA I” estimator of τ = μ 1 − μ 0 (denoted ) is the effect estimated using a linear regression with predictors Z ⊤ = [1, W, X ⊤ ] and outcome Y.
(ANCOVA II). The “ANCOVA II” estimator of τ = μ 1 − μ 0 (denoted ) is the effect estimated using a linear regression with predictors and outcome .
The following two Theorems A.3 and A.4 are mild generalizations of or follow closely from results stated in Leon et al.  and Yang and Tsiatis . Details are provided here for the reader’s convenience.
The ANCOVA I estimator is asymptotically unbiased for τ = μ 1 − μ 0 and has asymptotic variance given by
where , , and .
where , , and τ = μ 1 − μ 0. Thus . In this equation and from here on, let . So clearly . Then, from Eq. (7),
Where . An application of A.1 and some algebra gives
By the theory of influence functions, our estimator has a limiting distribution 
The asymptotic variance of is thus . The first term is the variance of the influence function for the difference-in-means (also called “unadjusted”) estimator. It may be verified that this evaluates to where . The variance of ϕ is
The covariance of the two terms involves the expectations (note that ξ = π 0 ξ 0 + π 1 ξ 1):
where we have introduced ξ * = π 1 ξ 0 + π 0 ξ 1. Assembling obtains the desired result. □
When X ∈ R (a single covariate), a consistent estimate of the sampling variance is
where and the “hat” quantities are any consistent estimates of their respective population parameters.
This follows from the definitions and Slutsky’s theorem. □
If either π 0 = π 1 or ξ 0 = ξ 1, then
The ANCOVA II estimator is asymptotically unbiased for τ = μ 1 − μ 0 and has asymptotic variance given by
Arguments similar to those in Theorem A.3 show that the influence function for the GLM marginal effect estimator with this specification is identical to Eq. (12) except that ξ = π 0 ξ 0 + π 1 ξ 1 is replaced by ξ * = π 1 ξ 0 + π 0 ξ 1. Specifically ψ II = ψ 1,II − ψ 0,II with
The result follows from proceeding along the outline of Theorem A.3. □
When X ∈ R (a single covariate), a consistent estimate of the sampling variance is
Adding covariates to the ANCOVA II estimator can only decrease its asymptotic variance.
Consider using covariates X with variance Σ x and covariance with Y w of ξ w,x versus a set of covariates [X, M] ( ) such that M is not a linear combination of the variables in X. Let , and . Let ξ m* = π 0 ξ 1,m + π 1 ξ 0,m and ξ x* = π 0 ξ 1,x + π 1 ξ 0,x . From Eq. (22) and some matrix algebra the difference in asymptotic variance between these two estimators is
The denominator must be positive because , implies . □
ANCOVA II is a more efficient estimator than ANCOVA I or difference-in-means. ANCOVA I may or may not be more efficient than difference-in-means (unless π 0 = π 1 = 0.5 or ξ 0 = ξ 1, in which case it is as efficient as ANCOVA II). In a slight abuse of notation,
because Eq. (22) subtracted from Eq. (9) is . is self-evident from Eq. (22). To show we rely on an example: using X ∈ R with π 1 = 5/6 (so π 0 = 1/6), ξ 1 = 4 and ξ 0 = 1 in Eq. (9) gives a positive addition to . □
Consider using the ANCOVA II estimator with an arbitrary (multivariate) transformation of the covariates f(X) in place of the raw covariates X. Among all fixed transformations f(X), the transformation is optimal in terms of efficiency. Furthermore, the estimator is semiparametric efficient: the ANCOVA II estimator with used as the vector of covariates has the lowest possible asymptotic variance among all regular and asymptotically linear estimators with access to the covariates X.
Consider replacing X in the interacted linear model (ANCOVA II) with an arbitrary fixed (possibly multivariate) function of the covariates f(X). By Eq. (23) and our definitions of ξ * and V the influence function for this estimator is ψ = ψ 1 − ψ 0 with
where and . Consider now using the special transformation f(X) ⊤ = [μ 0(X), μ 1(X)] where . Note that and by an orthogonal decomposition of Y w . Plugging these in and performing the appropriate algebra shows that V f ξ f* in this case is so h w (X) in 30 is π 0(μ 1(X) − μ 1) + π 1(μ 0(X) − μ 0). A little algebra shows
The result is precisely the efficient influence function for the treatment effect [24, 26]. It is known that no regular and asymptotically linear (RAL) estimator (which essentially all practical and reasonable estimators are) can be more efficient than any estimator with this influence function.
Presume a constant treatment effect: μ 1(X) = μ 0(X) + τ. Then the ANCOVA II analysis that uses μ 0(X) in the role of X has the lowest possible asymptotic variance among all regular and asymptotically linear estimators with access to the covariates X.
μ 1(X) = μ 0(X) + τ implies . Following the outline for the proof of Lemma A.6 above shows that the influence function for the ANCOVA II estimator with μ 0(X) as the single covariate is
which is the same as the efficient influence function when μ 1(X) = μ 0(X) + τ. □
Corollary A.6.1 also holds when the ANCOVA II estimator is replaced by the ANCOVA I estimator.
Theorem A.5 establishes that ANCOVA I is as efficient as ANCOVA II when . A constant treatment effect means that μ 1(X) = μ 0(X) + τ and this ensures the equality of the covariances. □
The following lemma is required for the proof that proceeds it.
Let be a bounded function on a compact set and let be a sequence of uniformly bounded random functions such that . Let be a random variable independent of . Then , , and .
and X are independent, so let their joint distribution factor into and P. Now
The final convergence holds by our assumption that . This shows and convergence in probability follows.
Taking advantage of the fact that |f|, |f n | ≤ b are bounded we can make similar arguments to show that and . Slutsky’s theorem and the definition of covariance and variance then imply and as desired. □
Let . Under the conditions of the above lemma, .
Let . By the above lemma, our assumption that , and Slutsky’s theorem, . Together with the uniform bound on and Cauchy-Schwarz this is also enough to ensure that .
Now note by the triangle inequality and the fact that . Thus
as desired. □
Presume X has compact support and there is a constant treatment effect: μ 1(X) = μ 0(X) + τ with |μ 0(x)| < b bounded. Let m(x) be a (random) function learned from the external data ( Y ′, X ′) n′ such that |m(x)| < b is also bounded and so that the learned model approaches the truth in MSE as n′ → ∞. If the number of trial samples n grows in tandem with the size of the historical data n′ (i.e. n = O(n′)), then the ANCOVA II analysis that uses the learned model m(X) in the role of X has the lowest possible asymptotic variance among all regular and asymptotically linear estimators with access to the covariates X.
Define our estimator of interest as the ANCOVA II estimator that uses the learned model m(X) in place of the covariates X if m(X) is not numerically constant up to some machine precision and otherwise as the difference-in-means estimator. Denote this estimator (omitting the II subscript for the duration of this proof). Define the “oracle” estimator as the equivalent estimator that uses the true conditional mean μ 0(X) instead of the estimate m(X) and denote this estimator . The oracle estimator is obviously infeasible in practice because μ 0(⋅) is not known. Corollary A.6.1 proves that the oracle estimator is semiparametric efficient (i.e. has the lowest possible asymptotic variance among regular and asymptotically linear estimators). Thus, letting denote the optimal asymptotic variance, we have that . If we can show that , then Slutsky’s theorem and the delta method imply that has the same asymptotic properties as , i.e. . In other words, since the oracle estimator is efficient with a known asymptotic variance, the feasible estimator is also efficient and has the same asymptotic variance because the two are asymptotically equivalent.
Showing requires an intermediate estimator that is asymptotically equivalent to . Using the assumption of the constant effect and Eq. (23) from Theorem A.4 we can show (with an application of the law of total variance) that the influence function for using some fixed m(⋅) is ψ = ψ 1 − ψ 0 with
where denotes that the expectation (or variance or covariance) is taken only with respect to X, i.e. m(⋅) is considered fixed.
Let and let where ψ* is the influence function above with μ 0(⋅) substituted for m(⋅). Note that and share the same influence function so we must have that . Similarly, . Therefore if , then we have as desired. This is useful because the estimator and its oracle counterpart are easier to work with.
To wit, consider the difference . So all we need to show the desired convergence is to show . Expanding,
where we’ve abbreviated and . Our plan is to show that both of these terms L 2-converge to 0 at the rate so that they both converge in probability in that rate, as does their sum (which is what we want). To show L 2 convergence for the first term, we must consider the expression
And show it converges to 0. Recalling that m itself is random (depends on the external data ( X ′ Y ′)), but independent of the trial data ( X , W , Y ), note that we can treat m(⋅) as if it were a fixed function and B as a fixed constant if we condition on the external data. After conditioning, the quantity inside the parentheses is IID and has mean zero because its μ 0(X) − m(X)B and (by randomization) and because . Therefore the quantity above is
where we’ve used the fact that the summands are IID to pass the variance through the sum and effectively gain the 1/n required to cancel the n. The same argument shows that the equivalent for the second term in Eq. (35) is (note m and B are random here).
To complete the proof we invoke Corollary A.7.1 in combination with our assumptions |m(x)| < b, |μ 0(x)| < b and to arrive at the fact that and . The condition that in Corollary A.7.1 is automatically satisfied because we only include the prognostic score in the regression if it has nonzero variance. Thus the expectations and converge to 0 as desired. □
Theorem A.8 also holds for the ANCOVA I estimator.
In the case of a constant treatment effect ANCOVA I and ANCOVA II have the same asymptotic variance (Theorem A.5). The result follows immediately. □
Appendix B. Estimating and ρ w for power calculations
One method for obtaining estimates for the marginal potential outcome variances ( ) and potential outcome-prognostic score correlations (ρ w ) is to use prior data, for example data from the placebo control arm of a previous trial performed on a similar population (separate from the data used to train the prognostic model). In this case we presume we have access to a vector of outcomes for these subjects and their corresponding prognostic scores , calculated by applying the prognostic model m to each subject’s vector of baseline covariates X, i.e. .
The control-arm marginal outcome variance can be estimated with the usual estimator
The correlation ρ 0 between M″ and Y″ can be estimated by
which is the usual sample correlation coefficient. These values may be inflated ( ) or deflated (ρ 0) in order to provide more conservative estimates of power.
The corresponding values for the treatment arm can rarely be estimated from data because treatment-arm data for the experimental treatment is likely to be scarce or unavailable. It is therefore prudent to assume and ρ 0 = ρ 1, the latter which holds exactly if the effect of treatment is constant across the population. It may also be prudent (and conservative) to assume a slightly higher value for and a slightly smaller value for ρ 1 relative to their control-arm counterparts in the absence of data to the contrary.
Appendix C. Additional simulation results
Here we detail a full set of simulation results using additional specifications for the regression estimators (Figure 1). “Covariates” indicates whether the raw covariates were adjusted for. “Prognostic score” indicates whether any prognostic score was used, and, if so, whether it was estimated from a training dataset or whether the true value was used. “Interactions” specifies whether treatment × (covariates and/or prognostic score) interactions were used. “SE” indicates the standard deviation of the mean squared error.
|Baseline||False||None||True||7.64 × 10−2||1.08 × 10−3|
|Baseline||False||None||False||7.64 × 10−2||1.08 × 10−3|
|Baseline||False||Estimated||True||1.76 × 10−2||2.46 × 10−4|
|Baseline||False||Estimated||False||1.75 × 10−2||2.45 × 10−4|
|Baseline||False||Oracle||True||7.69 × 10−3||1.09 × 10−4|
|Baseline||False||Oracle||False||7.69 × 10−3||1.09 × 10−4|
|Baseline||True||None||True||5.07 × 10−2||7.18 × 10−4|
|Baseline||True||None||False||5.04 × 10−2||7.14 × 10−4|
|Baseline||True||Estimated||True||1.74 × 10−2||2.46 × 10−4|
|Baseline||True||Estimated||False||1.73 × 10−2||2.44 × 10−4|
|Baseline||True||Oracle||True||7.85 × 10−3||1.11 × 10−4|
|Baseline||True||Oracle||False||7.85 × 10−3||1.11 × 10−4|
|Surrrogate||False||None||True||7.47 × 10−2||1.05 × 10−3|
|Surrrogate||False||None||False||7.47 × 10−2||1.05 × 10−3|
|Surrrogate||False||Estimated||True||4.05 × 10−2||5.69 × 10−4|
|Surrrogate||False||Estimated||False||4.03 × 10−2||5.66 × 10−4|
|Surrrogate||False||Oracle||True||8.25 × 10−3||1.18 × 10−4|
|Surrrogate||False||Oracle||False||8.24 × 10−3||1.18 × 10−4|
|Surrrogate||True||None||True||5.03 × 10−2||7.09 × 10−4|
|Surrrogate||True||None||False||5.00 × 10−2||7.04 × 10−4|
|Surrrogate||True||Estimated||True||3.75 × 10−2||5.27 × 10−4|
|Surrrogate||True||Estimated||False||3.72 × 10−2||5.23 × 10−4|
|Surrrogate||True||Oracle||True||8.41 × 10−3||1.20 × 10−4|
|Surrrogate||True||Oracle||False||8.41 × 10−3||1.20 × 10−4|
|Shifted||False||None||True||7.65 × 10−2||1.10 × 10−3|
|Shifted||False||None||False||7.65 × 10−2||1.10 × 10−3|
|Shifted||False||Estimated||True||6.79 × 10−2||9.62 × 10−4|
|Shifted||False||Estimated||False||6.79 × 10−2||9.62 × 10−4|
|Shifted||False||Oracle||True||8.20 × 10−3||1.15 × 10−4|
|Shifted||False||Oracle||False||8.20 × 10−3||1.15 × 10−4|
|Shifted||True||None||True||5.03 × 10−2||7.11 × 10−4|
|Shifted||True||None||False||5.00 × 10−2||7.05 × 10−4|
|Shifted||True||Estimated||True||4.91 × 10−2||6.97 × 10−4|
|Shifted||True||Estimated||False||4.86 × 10−2||6.90 × 10−4|
|Shifted||True||Oracle||True||8.34 × 10−3||1.17 × 10−4|
|Shifted||True||Oracle||False||8.34 × 10−3||1.17 × 10−4|
|Strong||False||None||True||7.73 × 10−2||1.08 × 10−3|
|Strong||False||None||False||7.73 × 10−2||1.08 × 10−3|
|Strong||False||Estimated||True||1.85 × 10−2||2.65 × 10−4|
|Strong||False||Estimated||False||1.85 × 10−2||2.64 × 10−4|
|Strong||False||Oracle||True||8.16 × 10−3||1.16 × 10−4|
|Strong||False||Oracle||False||8.16 × 10−3||1.16 × 10−4|
|Strong||True||None||True||5.14 × 10−2||7.18 × 10−4|
|Strong||True||None||False||5.11 × 10−2||7.13 × 10−4|
|Strong||True||Estimated||True||1.84 × 10−2||2.62 × 10−4|
|Strong||True||Estimated||False||1.82 × 10−2||2.59 × 10−4|
|Strong||True||Oracle||True||8.33 × 10−3||1.18 × 10−4|
|Strong||True||Oracle||False||8.32 × 10−3||1.18 × 10−4|
|Linear||False||None||True||3.49 × 10−2||4.83 × 10−4|
|Linear||False||None||False||3.49 × 10−2||4.83 × 10−4|
|Linear||False||Estimated||True||9.64 × 10−3||1.38 × 10−4|
|Linear||False||Estimated||False||9.64 × 10−3||1.38 × 10−4|
|Linear||False||Oracle||True||8.20 × 10−3||1.16 × 10−4|
|Linear||False||Oracle||False||8.20 × 10−3||1.16 × 10−4|
|Linear||True||None||True||8.37 × 10−3||1.18 × 10−4|
|Linear||True||None||False||8.37 × 10−3||1.18 × 10−4|
|Linear||True||Estimated||True||8.39 × 10−3||1.19 × 10−4|
|Linear||True||Estimated||False||8.39 × 10−3||1.19 × 10−4|
|Linear||True||Oracle||True||8.37 × 10−3||1.18 × 10−4|
|Linear||True||Oracle||False||8.37 × 10−3||1.18 × 10−4|
|Heterogeneous||False||None||True||5.54 × 10−2||7.76 × 10−4|
|Heterogeneous||False||None||False||5.54 × 10−2||7.76 × 10−4|
|Heterogeneous||False||Estimated||True||2.30 × 10−2||3.23 × 10−4|
|Heterogeneous||False||Estimated||False||2.32 × 10−2||3.25 × 10−4|
|Heterogeneous||False||Oracle||True||2.29 × 10−2||3.20 × 10−4|
|Heterogeneous||False||Oracle||False||2.32 × 10−2||3.24 × 10−4|
|Heterogeneous||True||None||True||2.99 × 10−2||4.30 × 10−4|
|Heterogeneous||True||None||False||2.98 × 10−2||4.29 × 10−4|
|Heterogeneous||True||Estimated||True||2.13 × 10−2||3.01 × 10−4|
|Heterogeneous||True||Estimated||False||2.19 × 10−2||3.08 × 10−4|
|Heterogeneous||True||Oracle||True||1.89 × 10−2||2.69 × 10−4|
|Heterogeneous||True||Oracle||False||1.98 × 10−2||2.81 × 10−4|
Appendix D. Covariates in the empirical demonstration dataset
|AChEI or memantine usage||Whether a subject is using a class of symptomatic Alzheimer’s drugs|
|ADAS commands||Assesses the subject’s ability to follow commands|
|ADAS comprehension||Assesses the subject’s ability to understand spoken language|
|ADAS construction||Assesses the subject’s ability to draw basic figures|
|ADAS ideational||Assesses the subject’s ability to carry out a basic task|
|ADAS naming||Assesses the subject’s ability to name common objects|
|ADAS orientation||Assesses the subject’s knowledge of time and place|
|ADAS remember instructions||Assesses the subject’s ability to remember test instructions|
|ADAS spoken language||Assesses the subject’s ability to speak clearly|
|ADAS word finding||Assesses the subject’s word finding in speech|
|ADAS word recall||Assesses the subject’s ability to recall a list of words|
|ADAS word recognition||Assesses the subject’s ability to remember and identify words|
|Age||Subject age at baseline|
|ApoE e4 Allele count||The number of ApoE e4 alleles a subject has (0, 1, or 2)|
|CDR community||Assesses the subject’s engagement in community activities|
|CDR home and hobbies||Assesses the subject’s engagement in home and personal activities|
|CDR judgement||Assesses the subject’s judgement skills|
|CDR memory||Assesses the subject’s memory|
|CDR orientation||Assesses the subject’s knowledge of time and place|
|CDR personal care||Assesses the subject’s ability to care for themselves|
|Diastolic blood pressure||The diastolic blood pressure of a subject|
|Education (Years)||The number of years of education of a subject|
|Heart rate||The resting heart rate of a subject|
|Height||The height of a subject|
|Indicator for clinical trial||1 if the subject is in an RCT, 0 if not|
|MMSE attention and calculation||Assesses the subject’s attention and calculation skills|
|MMSE language||Assesses the subject’s language skills|
|MMSE orientation||Assesses the subject’s knowledge of place and time|
|MMSE recall||Assesses the subject’s ability to remember prompts|
|MMSE registration||Assesses the subject’s ability to repeat prompts|
|Region: Europe||1 if the subject lives in Europe, 0 otherwise|
|Region: Northern America||1 if the subject lives in the US or Canada, 0 otherwise|
|Region: Other||1 if the subject lives outside of Europe/US/Canada, 0 otherwise|
|Serious adverse events||The number of serious adverse events reported|
|Sex||1 if female, 0 if male|
|Systolic blood pressure||The systolic blood pressure of a subject|
|Weight||The weight of a subject|
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