An entropy-based nonparametric test for the validation of surrogate endpoints

Abstract

We present a nonparametric test to validate surrogate endpoints based on measure of divergence and random permutation. This test is a proposal to directly verify the Prentice statistical definition of surrogacy. The test does not impose distributional assumptions on the endpoints, and it is robust to model misspecification. Our simulation study shows that the proposed nonparametric test outperforms the practical test of the Prentice criterion in terms of both robustness of size and power. We also evaluate the performance of three leading methods that attempt to quantify the effect of surrogate endpoints. The proposed method is applied to validate magnetic resonance imaging lesions as the surrogate endpoint for clinical relapses in a multiple sclerosis trial. © 2012 John Wiley & Sons, Ltd.