B1067
Title: Modelling of correlated random variables in clinical trials
Authors: Sergei Leonov - ICON Clinical Research (United States) [presenting]
Abstract: Modelling and simulation of correlated random variables is important for evaluating operating characteristics of clinical trial designs that involve multiple endpoints, some of which may be discrete and some continuous (e.g., number of events vs. change of a continuous score). There exist efficient algorithms to address the problem of generating multivariate distributions with given marginals and given correlation structure, in particular NORTA (NORmal To Anything). To implement such algorithms, it is important to know the extreme values of pairwise correlations, which may be less than 1 in absolute value. We provide closed-form expressions for several classes of multivariate distributions that involve both discrete and continuous endpoints and illustrate the performance of algorithms via several examples.
