This paper considers Bayesian approaches for incorporating information from a historical model into a current analysis when the historical model includes only a subset of covariates currently of interest. The statistical challenge is two-fold. First, the parameters in the nested historical model are not generally equal to their counterparts in the larger current model, neither in value nor interpretation. Second, because the historical information will not be equally informative for all parameters in the current analysis, additional regularization may be required beyond that provided by the historical information. We propose several novel extensions of the so-called power prior that adaptively combine a prior based upon the historical information with a variance-reducing prior that shrinks parameter values toward zero. The ideas are directly motivated by our work building mortality risk prediction models for pediatric patients receiving extracorporeal membrane oxygenation, or ECMO. We have developed a model on a registry-based cohort of ECMO patients and now seek to expand this model with additional biometric measurements, not available in the registry, collected on a small auxiliary cohort. Our adaptive priors are able to leverage the efficiency of the original model and identify novel mortality risk factors. We support this with a simulation study, which demonstrates the potential for efficiency gains in estimation under a variety of scenarios.
Biostatistics | Statistical Methodology | Statistical Models
Boonstra, Philip S. and Barbaro, Ryan P., "Incorporating Historical Models with Adaptive Bayesian Updates" (March 2018). The University of Michigan Department of Biostatistics Working Paper Series. Working Paper 124.