Accounting for multiplicities in assessing drug safety: a three-level hierarchical mixture model.

Multiple comparisons and other multiplicities are among the most difficult of problems that face statisticians, frequentists, and Bayesians alike. An example is the analysis of the many types of adverse events (AEs) that are recorded in drug clinical trials. We propose a three-level hierarchical mixed model. The most basic level is type of AE. The second level is body system, each of which contains a number of types of possibly related AEs. The highest level is the collection of all body systems. Our analysis allows for borrowing across body systems, but there is greater potential-depending on the actual data-for borrowing within each body system. The probability that a drug has caused a type of AE is greater if its rate is elevated for several types of AEs within the same body system than if the AEs with elevated rates were in different body systems. We give examples to illustrate our method and we describe its application to other types of problems.