In therapy of rapidly fatal diseases, early treatment efficacy often is characterized by an event, "response," which is observed relatively quickly. Since the risk of death decreases at the time of response, it is desirable not only to achieve a response, but to do so as rapidly as possible. We propose a Bayesian method for comparing treatments in this setting based on a competing risks model for response and death without response. Treatment effect is characterized by a two-dimensional parameter consisting of the probability of response within a specified time and the mean time to response. Several target parameter pairs are elicited from the physician so that, for a reference covariate vector, all elicited pairs embody the same improvement in treatment efficacy compared to a fixed standard. A curve is fit to the elicited pairs and used to determine a two-dimensional parameter set in which a new treatment is considered superior to the standard. Posterior probabilities of this set are used to construct rules for the treatment comparison and safety monitoring. The method is illustrated by a randomized trial comparing two cord blood transplantation methods.
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Thall et al. (2005) studied this question.
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