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72–85

doi:10.1093/biostatistics/kxj034

Advance Access publication on April 5, 2006

EMMANUEL LESAFFRE∗ , DIMITRIS RIZOPOULOS, ROULA TSONAKA

Biostatistical Centre, Catholic University of Leuven,

U.Z. St. Rafaël, Kapucijnenvoer 35, B–3000 Leuven, Belgium

emmanuel.lesaffre@med.kuleuven.be

S UMMARY

The logistic transformation, originally suggested by Johnson (1949), is applied to analyze responses that

are restricted to a finite interval (e.g. (0, 1)), so-called bounded outcome scores. Bounded outcome scores

often have a non-standard distribution, e.g. J - or U -shaped, precluding classical parametric statistical

approaches for analysis. Applying the logistic transformation on a normally distributed random variable,

gives rise to a logit-normal (LN) distribution. This distribution can take a variety of shapes on (0, 1).

Further, the model can be extended to correct for (baseline) covariates. Therefore, the method could be

useful for comparative clinical trials. Bounded outcomes can be found in many research areas, e.g. drug

compliance research, quality-of-life studies, and pain (and pain relief) studies using visual analog scores,

but all these scores can attain the boundary values 0 or 1. A natural extension of the above approach is

therefore to assume a latent score on (0, 1) having a LN distribution. Two cases are considered: (a) the

bounded outcome score is a proportion where the true probabilities have a LN distribution on (0, 1) and

(b) the bounded outcome score on [0, 1] is a coarsened version of a latent score with a LN distribution

on (0, 1). We also allow the variance (on the transformed scale) to depend on treatment. The usefulness

of our approach for comparative clinical trials will be assessed in this paper. It turns out to be important

to distinguish the case of equal and unequal variances. For a bounded outcome score of the second type

and with equal variances, our approach comes close to ordinal probit (OP) regression. However, ignoring

the inequality of variances can lead to highly biased parameter estimates. A simulation study compares

the performance of our approach with the two-sample Wilcoxon test and with OP regression. Finally, the

different methods are illustrated on two data sets.

Keywords: Barthel index; Bounded outcome scores; Compliance research; Logistic-transform, Ordinal probit

regression.

1. I NTRODUCTION

Bounded outcome scores are measurements that are restricted to a finite interval, which can be closed,

open, or half-closed. Examples of bounded outcome scores can be found in many medical disciplines.

For instance, in compliance research one measures the proportion of days that patients correctly take

their drug, hereafter denoted as “pdays.” Another example is the Barthel index (Mahoney and Barthel,

1965) which is an Activities on Daily Living scale that (in one version) jumps with steps of 5 from 0

c The Author 2006. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oxfordjournals.org.

The logistic transform for bounded outcome scores 73

(death or completely immobilized) to 100 (able to perform all daily activities independently). This scale

is often used in stroke trials to measure the recovery of a patient after an acute stroke. Finally, in pain and

pain-relief studies, a visual analog score (VAS) is used to measure the psychological state of the subject.

Bounded outcome scores show a variety of distributions, from unimodal to J - and U -shaped. These

peculiar shapes often motivate the use of non-parametric methods, like the Wilcoxon test (Lesaffre and

others, 1993) when comparing two treatments. However, possibilities for statistical modeling, e.g. when

covariate adjustment is envisaged, are then limited. Alternatively, a dichotomized version of the score

may be constructed and analyzed using logistic regression. For instance, the Barthel index could be split

at 0.9. A value above 0.9 implies that the patients are able to perform most of their daily activities, and

hence the dichotomized Barthel index has a simple interpretation. However, such an approach has two

disadvantages; first the choice of the threshold is usually ad hoc and second reducing the score to a binary

variable may reduce the efficiency of the comparison. Ordinal regression (McCullagh, 1980) is an alter-

native method to analyze bounded outcome scores although this ignores the numeric character of the data.

In this paper, we explore the use of the logistic transformation first suggested by Johnson (1949) to

model the distribution of bounded outcome scores on (0, 1). However, many outcome scores are defined

on a closed interval. In this case, we assume here that a latent variable with range (0, 1) gives rise to an

observed score on [0, 1]. Bounded outcomes on [0, 1] can be discrete or of a mixed continuous–discrete

type. Here, we will concentrate on the first type and consider two cases: (1) a proportion where the true

probabilities have a logit-normal (LN) distribution on (0, 1) and (2) a discrete score ranging from 0 to

1 interpreted as the grouped version of a continuous latent variable on (0, 1). We call the first case the

“binomial-logit-normal (BLN) approach” and the second case the “coarsening (CO) approach.” A typical

example of a continuous–discrete score on [0, 1] would be the visual analog scale, which takes values

continuously on (0, 1) but can also give the extreme values 0 or 1 with a non-zero probability.

In Section 2, we indicate the usefulness of the logistic transformation for comparative clinical re-

search with bounded outcomes on (0, 1). We then present methods for analyzing bounded outcomes on

[0, 1] and focus on the comparison of two treatments. We consider the cases of equal and unequal vari-

ances on the transformed scale. The competitor to the CO approach is the classical ordinal probit (OP)

regression. We will show that OP regression is very similar to the CO approach for equal variances, but

with unequal variances it may give a severely biased estimate of the treatment effect. Section 4 describes a

simulation study evaluating the performance of our approaches for various distributions on [0, 1] in com-

parison with the two-sample Wilcoxon test and OP regression. Details of the simulation study are given in

supplementary material available at Biostatistics online (http://www.biostatistics.oxfordjournals.org). In

Section 5, we illustrate our method first on “pdays,” the primary endpoint of the THAMES study, a recent

compliance-enhancing intervention study performed in Belgium. Further, we re-analyzed the primary

endpoint (Barthel index) of the European Cooperative Acute Stroke Study I study, an early placebo-

controlled randomized clinical trial evaluating the effect of a thrombolytic drug on patients with an acute

ischemic stroke. In Section 6, we look at distributions other than the LN, discuss some other approaches,

and look at the goodness-of-fit of the LN distribution. Finally, in Section 7, we summarize our results and

make some suggestions for further research in this area.

−a

Johnson (1949) suggested the logistic transformation Z = α + β log U b−U , where α, β, a, b ∈ R and

U is a score on the interval (a, b). The aim of Johnson was to achieve standard normality. In the case of

proportions, a = 0 and b = 1. Here we take α = 0 and β = 1 and assume that the logistic transformation

achieves a normal density N (µ, σ 2 ). In general, when Z has density

f (z) ≡ f (z; θ ), then U has density

g(u) ≡ g(u; θ ) = f (logit(u)) u(1−u)

1

, where logit(u) = log 1−uu

. When Z ∼ N (µ, σ 2 ), then U has a

LN distribution, denoted as LN(µ, σ 2 ) and θ T = (µ, σ 2 ).

74 E. L ESAFFRE AND OTHERS

Fig. 1. Different LN distributions.

The LN distribution can take very different shapes depending on the choice of µ and σ 2 , as is shown

in Figure 1. Note that when µ changes sign this corresponds to mirroring the distribution around u = 0.5.

Hence, the logistic transformation is very well suited to model a variety of distributions on (0, 1). A

similar property holds for the Beta family, but Aitchison and Begg (1976) indicate that the LN distribution

is richer and can approximate any Beta density.

It is clear that when the bounded outcome scores have a LN distribution, the analysis could be done

on the Z -scale using classical statistical analyses assuming a Gaussian distribution. For instance, suppose

we wish to compare the effects of control and new treatments based on a bounded score with distributions

LN(µ, σ12 ) and LN(µ + , σ22 ), respectively. When σ12 = σ22 = σ 2 , a simple unpaired t-test can be

calculated on the final Z -values and a 95% confidence interval can be obtained for (>0) on the Z -

scale. The interpretation of is more difficult because it represents a location shift on the transformed

scale. Since the logistic transformation is strictly monotone, = log νν21 /(1−ν 2)

/(1−ν1 ) , where ν1 and ν2 are the

medians for the control and new treatment, respectively, on the original scale. Figure 2 gives an example

of how the location-shift alternative on the Z -scale is translated into an alternative hypothesis on the

observed U -scale, when σ12 = σ22 . The parameter can also be interpreted in relation to the Wilcoxon–

Mann–Whitney test (Lehmann and D’Abrera, 1998). Assume that Z 1 and Z 2 are independent random

variables on the transformed scale

corresponding to the control and new treatments, respectively, then

P(Z 2 > Z 1 ) = P = √ , which is also equal to P(U2 > U1 ) for the corresponding original U

σ 2

values. Brunner and Munzel (2000) called P the “relative effect” of the treatment, which is therefore

seen to be determined by the ratio /σ . In general, the relative effect is equal to F1 dF2 , where F j is the

cumulative distribution function of Z j or here equivalently of U j ( j = 1, 2). Hence, loosely speaking, P

determines the proportion of individuals better off with the new treatment than with the control treatment.

A 95% CI for P can be obtained using the Delta method when estimates for , σ , and their covariance

matrix are available. If instead transformation to a logistic distribution is envisaged, then /σ can be

directly interpreted as a log-odds ratio of cumulative distribution functions, see Section 6.

When σ1 = σ2 , one could use the Welch test (Welch, 1951) on the transformed Z -scale. This test is

also called the unpaired t-test for unequal variances. However, it is well known that ignoring the inequality

of the variances, i.e. applying in this case the classical unpaired t-test, has no great impact on the type I

error as long as n 1 ≈ n 2 (see, e.g.

Wetherill,

1960;Murphy, 1967). Further, in this case the relative effect is

equal to P(Z 2 > Z 1 ) = P = / σ12 + σ22 , which can be estimated in a similar manner as above.

The logistic transform for bounded outcome scores 75

Fig. 2. Correspondence of the location-shift alternative hypothesis on the transformed Z -scale to the corresponding

alternative hypothesis on the observed U -scale.

The logistic transformation is useful for power and sample size calculations in a clinical trial with

a bounded outcome score U as primary endpoint because the classical location-shift alternative is most

often not appropriate. While power and sample size calculations are more difficult, they can be realized

by first specifying the relative effect together with σ .

Finally, the logistic transformation is also useful in statistical modeling of bounded outcome scores on

(0, 1). Indeed, the logistic regression model

U

log = xT β + σ Z , (2.1)

1−U

with Z ∼ N (0, 1), has been used in various applications (Kieschnick and McCullough, 2003). This

approach is especially useful in clinical trial applications when baseline covariate adjustment is envisaged.

Finally, Expression (2.1) can easily be extended to allow σ to depend on covariates, as for example in

Pourahmadi (1999).

In this section, we primarily focus on bounded outcomes on [0, 1] which we denote by Yi to distinguish

them from Ui ∈ (0, 1). Two different types of outcomes are considered here. First, the bounded outcome

scores Yi are observed proportions equal to ri /Ni (i = 1, . . . , n), whereby ri is the ith count out of Ni

units. In this case, Ui represents the true proportion measured with error by Yi . For instance, in compliance

research, Yi = ri /Ni , whereby ri is the number of days out of Ni on which the ith patient has correctly

taken the drug. Second, Yi is a coarsened version of Ui on (0, 1). Typical examples can be found in

Quality of Life research (e.g. the Barthel index) where Yi denote sums of individual items each measuring

an aspect of the subject’s true quality of life Ui . Such a score can be standardized to lie between 0 and 1

while taking a finite number of values.

When the bounded outcome score is a proportion derived from a series of conditionally (conditional

on the subject) independent Bernoulli experiments, then an obvious choice is to work with a binomial

76 E. L ESAFFRE AND OTHERS

ri ∼ Bin(Ui , Ni ) (i = 1, . . . , n) (3.1)

with Ui ∼ LN(µ, σ 2 ) and say that ri has a BLN distribution. For each value of Ui , one observes Ni

binary outcomes Wi j ( j = 1, . . . , Ni ) summing up to ri . For the compliance example, the rec-

orded adherence is the observed proportion of days that the patients take their medication correctly

(with respect to dosage and timing) in a period of Ni days. In this case, the Ui could be interpreted

as the (true but unobserved) latent adherence of the ith patient to the drug. Observe that this model is

actually a classical measurement error model (Carroll and others, 1995), specifying the distribution

f (Y |U ).

Model (3.1) can be extended by replacing µ by xiT β to give a “generalized linear mixed-effects model,”

whereby conditional on Ui the Wi j are assumed to be independent. As indicated above, a further exten-

sion allows σ to depend on covariates. Fitting such a model can be done with, e.g. the SAS procedure

NLMIXED or the function “lmer()” in package “lme4” in R Development Core Team (2005).

When Yi is a discrete random variable on [0, 1] (e.g. the Barthel index), but not a proportion, then it is

natural to assume that Yi is a grouped version of Ui . As a specific example, Yi could have been realized

from a CO mechanism such that Yi = k/m when (k − 0.5)/m Ui < (k + 0.5)/m, where k = 0, . . . , m.

At the boundaries, Yi = 0 when 0 < Ui < 0.5/m and Yi = 1 when (m − 0.5)/m < Ui < 1. The above

grid of boundary values is equal for all subjects and is denoted below as

However, our approach also allows a grid varying with the subjects.

The framework of coarsened data has been formalized by Heitjan and Rubin (1991) and Heitjan

(1993). In their terminology, we consider here only deterministic CO. More formally, we assume that

as(i) Ui < as(i)+1 when Yi is recorded. For the likelihood this implies the following expression:

n

as(i)+1

L(θθ ; y) = g(u i ; θ )du, (3.2)

i=1 as(i)

where g(·) is the probability density function of the LN distribution. This leads to the likelihood

(u)
(l)

n

z s(i) − xiT β z s(i) − xiT β

L(θθ ; y) ≡ L(β

β , σ ; y) = − , (3.3)

σ σ

i=1

(l) (u)

where z s(i) = logit(as(i) ), z s(i) = logit(as(i)+1 ), and (·) is the distribution function of the standard

normal distribution. At the boundaries, i.e. a0 = 0 and a(m+1) = 1, the values of z s(i) become −∞ and

∞, respectively. When σ depends on covariates, the above expression needs to be adapted. For instance,

in the two-group comparison Expression (3.3) splits up in two parts, one with σ1 (first treatment) and

the other with σ2 (second treatment). For obvious reasons, we have called this the “CO approach” either

assuming equal variances or allowing unequal variances.

The maximum likelihood estimates for this model can easily be obtained using standard numerical

optimization procedures such as the Broyden, Fletcher, Goldfarb, and Shanno (BFGS) algorithm (Lange,

2004).

The logistic transform for bounded outcome scores 77

An interesting feature of the CO model is its resemblance to ordinal regression models. Bounded outcomes

Yi could also be regarded as ordinal response variables taking values in {0, 1, . . . , m}, where i = 1, . . . , n.

The OP regression model (McCullagh, 1980) specifies that the following equation should hold:

where −∞ < θ0 θ1 · · · θ(m−1) < ∞ are unknown ordered cut points that need to be estimated

from the data.

Suppose that, after standardization to the [0, 1] interval, Yi satisfies the CO model of Section 3.2 and

σ does not depend on covariates. Then (3.2) and (3.3) imply that

z ( j+1) − xiT β

P(Yi a j ) = (i = 1, . . . , n; j = 0, . . . , m), (3.5)

σ

OP regression model. However, in the CO model the cut points are known up to a translation and scale

factor, whereas in the OP regression model they need to be estimated under constraints. Since maximum

likelihood estimators are consistent, θ̂ j ≈ z j /σ̂ for large n so that in this case the two approaches will

give similar parameter estimates, up to a proportionality factor. One might expect the CO approach to be

more efficient, since only two parameters need to be estimated, rather than m + 1 cut points. We give some

numerical results in Section 4.

When σ depends on covariates, e.g. when σ1 = σ2 for the two treatment groups, the CO model as

specified by Expression (3.3) will give biased parameter estimates and thus also a biased estimate of

the treatment effect. The same is also true for OP regression. In fact, for a binary Yi the true treatment

effect is equal to β1 /σ2 , where β1 is the regression coefficient of the binary treatment indicator (0 for

control and 1 otherwise). On the other hand, the estimate from the OP regression model will converge to

(z 1 /σ1 −z 2 /σ2 )+β1 /σ2 , where z 1 = logit(a1 ) when no covariate adjustment is involved. When covariates

are involved their regression coefficients will also be distorted. In Section 3.2, we have seen that we can

adapt the CO approach quite easily to allow for unequal variances. The OP regression model can also be

extended to accommodate this more general case, as has been done by Johnson and Albert (1999). Their

generalization is quite similar to the CO model with a variance depending on covariates, but cannot be

fitted using standard software.

When the cut points differ between individuals, as in Heitjan and Rubin (1991) and Heitjan (1993),

Expression (3.3) can also be extended easily. The corresponding generalization of the OP regression model

again leads to the approach of Johnson and Albert (1999).

Finally, when the bounded outcome score is a proportion, we have suggested to fit the data using the

BLN model. Clearly, in this case the OP regression model is not equivalent to our approach because it

does not take into account the variability with which the proportions ri /Ni are determined.

4. S IMULATION STUDY

In this section, we describe a simulation study that we have performed to evaluate our proposals in Sections

3.1 and 3.2 for analyzing bounded outcome scores on [0, 1] in the two-group situation and under the

location-shift alternative on the transformed scale. For more details, we refer to supplementary material

available at Biostatistics online (http://www.biostatistics.oxfordjournals.org).

78 E. L ESAFFRE AND OTHERS

We have divided the simulation study according to the type of the bounded outcome score on [0, 1]. For

a proportion, we have compared the Wilcoxon test and the BLN approach, and in some cases also the OP

regression model, despite it being not strictly appropriate for proportions. For coarsened data, we have

compared the Wilcoxon test, the OP regression model, and the CO approach. A variety of scenarios were

considered, all involving two-group comparisons.

One of the main purposes of the simulation study is to show that including covariates can greatly

increase the power in detecting a treatment effect when dealing with bounded outcome scores. Therefore,

we considered cases with and without covariates. Further, we included a variety of distributions on [0, 1].

Three different treatment effects were evaluated, which could be classified as low, moderate, and large.

Finally, we also varied the study size, but in all cases specified n 1 = n 2 .

For a proportion, we compared the probability of the type I error and the power of the three approaches.

For coarsened data, we additionally determined the estimated treatment effect, except of course for the

Wilcoxon test.

For coarsened data on [0, 1], we considered both the case of equal variances (σ1 = σ2 ) and unequal

variances (σ1 = σ2 ), specifically σ1 = 2σ2 and σ2 = 2σ1 . Consequently, we included two versions of the

CO approach: (a) assuming equal variances (CO1 approach) and (b) allowing for unequal variances (CO2

approach). While OP regression is a popular approach in this setting, the possibility of unequal variances

is often neglected. Therefore, we have included the additional case of unequal variances for coarsened

data to highlight the impact of ignoring inequality of variances. On the other hand, for proportions the

BLN approach is actually the only appropriate method, and can also be easily extended to the case of

unequal variances. Thus, in this case extensive empirical comparison with OP regression is unnecessary.

To determine the performance of the different approaches, we used the following software—(a)

Wilcoxon test: the R-function wilcox.test(), (b) OP regression: R-function polr() from package MASS,

(c) BLN approach: generalized mixed-effects model (SAS proc NLMIXED and R-function lmer() from

package lme4), and (d): CO approach: R-function grouped() from package grouped written by the authors

(available from CRAN http://cran.r-project.org).

Proportions on [0, 1]. When no covariates are involved, the performance of the Wilcoxon test is nearly

identical to that of the BLN model. The Pr(type I error) is close to 0.05 for all cases even for a sample size

of n 1 = n 2 = 20. Further, we observed the expected positive association of the power with the sample

size and the effect size /σ . However, the power also seems to depend on the shape of the distribution.

In particular, we observed that the U -shaped distribution yields in general a higher power, followed by

the unimodal and the J -shaped distributions. An explanation of this phenomenon lies in the fact that the

latent score Ui (true probability of success) is not known but only the observed proportion yi . When all

true proportions are relatively close to 0 or 1, the observed proportions will be relatively close to each

other. A proof of this is seen in the power of the Wilcoxon test which shows a similar behavior.

When a significant baseline covariate is included, the Wilcoxon test had a much lower power than the

covariate adjusted parametric models, and mainly as the effect of the covariate and σ increases. Finally,

the BLN and OP models behaved similarly with a slight inferiority for the latter.

Coarsened data on [0, 1]. First we summarize the results when there are no covariates. When σ1 = σ2 ,

the type I error was well preserved for all approaches. Further, overall the power of the CO2-approach

was less than for the other approaches, which is natural because the other approaches are developed under

the assumption of equal variances. In all cases, the treatment effect was estimated without bias. When

σ1 = σ2 , the type I error was well preserved for the CO2-approach, but was sometimes severely increased

The logistic transform for bounded outcome scores 79

for the other approaches. For the CO1- and the OP regression models, the reason is that the treatment

effect is sometimes estimated with a large bias. The anti-conservative character of the Wilcoxon test is

explained by its relationship with ordinal logistic regression (McCullagh, 1980). The power of the CO2-

approach was sometimes much less than for the other approaches, but this can be explained by their anti-

conservative character. Indeed, the power of the other approaches was even higher than the corresponding

power obtained from the Welch test, i.e. when no CO is involved.

When covariates are available, the first and obvious conclusion is that the power can be greatly im-

proved depending on the relationship of the covariates with the response. Apart from that, the conclusions

are similar to those reported.

Discussion. We expected the BLN approach, and especially the CO approach, to be more powerful than

OP regression since the latter requires more parameters to be estimated. However, the simulation results

showed only small differences. We attribute this to the low correlation of all estimated cut points (except

for θ0 ) with the estimated regression parameters in the OP regression model.

When the variances are unequal in the treatment groups, our simulations indicated that the Wilcoxon

test, the CO1 approach, and classical OP regression yield seriously distorted type I errors. The two latter

approaches also produced severely biased treatment effects, even with n 1 = n 2 . In Wetherill (1960), the-

oretical calculations revealed that the type I error and the power of the Wilcoxon test are fairly insensitive

to unequal variances provided n 1 = n 2 . However, we observed that when the data are coarsened the per-

formance of the Wilcoxon test is severely affected even when the sample sizes are equal, probably due

to the large number of ties. The sensitivity of the CO1 approach and classical OP regression is explained

by the fact that for non-linear models misspecification of the (co)variance structure has an impact on the

correct estimation of the mean parameters (see, e.g. Butler and Louis, 1992).

5. A PPLICATIONS

5.1 A compliance-enhancing intervention study: THAMES study

Recently, an open-label, multicenter compliance-enhancing intervention (THAMES) study was completed

in Belgium to measure the effect of a program of pharmaceutical care, designed to enhance adherence to

atorvastatin treatment. Four well-defined districts were identified, two in Flanders (northern Belgium)

and two in Wallonia (southern Belgium). In both Flanders and Wallonia, all pharmacists in one of the

districts were to apply measures to improve compliance and enhance persistence, whereas in the second

district no such measures were taken. There were 187 patients in the intervention group and 182 patients

in the control group. All pharmacists were equipped with the Medication Electronic Monitoring System

(MEMS) system, an electronically monitored pharmaceutical package designed to compile the dosing

histories of ambulatory patients taking oral medications (Urquhart, 1997). The total study duration was

12 months. The number of visits to the pharmacy ranged from 5 to 13. At each visit, the patient’s dosing

history was checked by means of the electronic monitoring system. The period between the first and

second visit was considered to be the baseline period. More details on the setup of this intervention study

can be found in Vrijens and others (2006).

The primary efficacy parameter of the THAMES study was adherence to prescribed therapy in the

post-baseline period, whereby adherence was defined for each patient as the proportion of days during

which the MEMS record showed that the patient had opened the pill container correctly. This variable

was also estimated at baseline (baseline adherence). Finally, for the calculation of the “post-baseline

adherence” the post-baseline period was arbitrarily cut off at day 300.

Baseline covariates. The THAMES study could not be randomized due to practical difficulties. There-

fore, we need to compare the baseline covariates of the intervention and control groups. In Table 1, we

80 E. L ESAFFRE AND OTHERS

Table 1. THAMES study: comparison of baseline covariates for difference in the two groups. For

categorical variables frequencies (percentages) and for continuous variables the mean are reported

Total number — 187 182 —

Adherence — 0.93 0.90 0.011

Gender Males 102(55%) 85(45%) 0.161

Age — 62 60 0.231

Weight — 77 78 0.735

Work Unemployed 46(25%) 64(35%) 0.029

Cardiovascular risk — 12.74 10.52 0.013

Family history No 145(78%) 142(78%) 0.911

compared gender, age, weight, work status (unemployed versus employed), a cardiovascular risk score

(Vrijens and others, 2006), family history of CHD, and the pdays at baseline with the appropriate statisti-

cal techniques. The adherence at baseline is of particular interest and the Wilcoxon test gives a significant

result ( p = 0.011). The reasons for this significant difference at the start are not clear, but it requires that

the imbalance at the start needs to be taken into account. We were aware of the potential dangers of correct-

ing for baseline covariates in the presence of imbalance at baseline (Wainer and Brown, 2004). However,

for illustrative purposes we still performed an analysis of covariance type of analysis in Section 5.2.

Efficacy comparison. Initially, we checked for a treatment effect without correcting for any baseline

covariates. Both the Wilcoxon test and the BLN model gave a significant intervention effect with p <

0.001. Figure 3 shows histograms for the two treatment groups with superimposed kernel estimates and

fitted LN distributions. The LN distributions provide a good fit to the observed data. Since ˆ = 1.054,

ˆ

and σ̂ = 1.848, the estimated effect size /σ̂ is equal to 0.57 with 95% CI = (0.36, 0.79), supporting the

intervention effect. The same conclusion can be drawn from P̂ = 0.66 with 95% CI (0.60, 0.71).

We then re-analyzed the data taking into account baseline covariates, including the logit of baseline

adherence. Table 2 shows the results for the BLN model. The effect of intervention and baseline adherence

are both highly significant ( p < 0.001). The estimated value of decreased from 1.054 to 0.818 after

taking into account the imbalance at baseline. Further, the estimated value of σ decreased from 1.848 to

1.433 because the inclusion of covariates decreased the residual variability. As a result, the intervention

effect remained at / ˆ σ̂ = 0.57 with 95% CI (0.35, 0.79) and P̂ = 0.66 with 95% CI (0.60, 0.72). An

additional analysis, allowing for unequal variances for the latent adherence score, resulted in practically

identical parameter estimates and almost equal variances.

Thus, we can conclude that the intervention significantly improves the adherence of the patients de-

spite the fact that the two groups differed in adherence already at baseline. Finally, we did not fit an OP

regression model, for reasons stated above.

The ECASS-1 stroke study is a double-blind randomized parallel study designed to compare the effect

of alteplase (a thrombolytic drug) and placebo in patients with an acute ischemic stroke. In total, 545

patients were randomly allocated to the alteplase arm (268 patients) and to the control arm (277 patients).

The primary outcome is patient status at 3 months assessed by the Barthel index standardized such that

the values lie in [0, 1]. The score could be considered as a reflection of a latent scale which measures the

ability to cope with a handicap resulting from, say, a cerebrovascular stroke. In this way, it is plausible that

The logistic transform for bounded outcome scores 81

Fig. 3. THAMES study: proportion of correct dosing days.

Table 2. THAMES study: parameter estimates, standard errors, and p-values for the BLN model for the

compliance data

Intercept 0.545 0.249 0.029

Baseline 0.648 0.051 <0.001

Intervention 0.818 0.161 <0.001

Gender −0.171 0.199 0.391

Age 0.009 0.011 0.403

Weight 0.005 0.006 0.429

Work −0.240 0.233 0.302

Cardiovascular risk −0.021 0.012 0.064

History −0.444 0.191 0.021

σ 1.433 0.062

the latent score for most if not all patients is less than 1. This is medically supported since an observed

score of 1 does not necessarily imply complete neurologic recovery of the patient. Also, patients who

survived a stroke with an observed score of zero may have a true latent score close to, rather than equal to,

zero, whereas non-survivors can be considered as having a true score of zero. One way to treat “death” in

the analysis is to regard it as a separate class and hence to distinguish it from the zero values of survivors.

82 E. L ESAFFRE AND OTHERS

Table 3. ECASS-1 study: parameter estimates, standard errors, and p-values for the CO2-approach

model for the Barthel index

Intercept 2.099 0.311 <0.001

Treatment 0.992 0.486 0.042

Gender −0.121 0.450 0.79

Age −0.126 0.020 <0.001

σ1 4.045 0.267

σ2 5.577 0.444

However, in a clinical trial context this approach does not give a clear picture of the overall effect of

the treatment. For this reason, we prefer to analyze the Barthel index using the approach outlined in

Section 3.2.

In accordance with Lesaffre and others (1993), we first performed a Wilcoxon test. This gives a non-

significant treatment effect ( p = 0.104). Observe that this analysis addresses the more practical question

of how beneficial the thrombolytic treatment is overall, combining ability with mortality.

To apply the CO model, we assumed for the Barthel index the CO mechanism outlined in Section

3.2, with m = 20. Without baseline covariates the CO model assuming equal variances gives ˆ = 0.51

and σ̂ = 4.96 yielding a small, non-significant effect size, namely 0.10 (95% CI = (−0.08, 0.28)). The

estimated relative effect is also close to 0.50, i.e. P̂ = 0.53 with 95% CI of (0.48, 0.58). However, there

is strong evidence that the two variances are unequal. A likelihood ratio test comparing the CO1 with the

CO2 model is highly significant ( p = 0.0015). The two variances are estimated as σ̂1 = 4.26 (control)

and σ̂2 = 5.91 (alteplase). The treatment effect now becomes ˆ = 0.99, with 95% CI = (−0.01, 2.00),

p = 0.053. We again observe that histograms for the two treatment groups (figure not shown) are well

fitted by LN distributions now assuming unequal variances.

In a second step the baseline covariates gender and age are introduced into the model. Again, there is

evidence for unequal variances. The p-value for the likelihood ratio test is now 0.0017. Table 3 presents

the results of the CO2 approach. The two standard deviations are now estimated as σ̂1 = 4.04 (control)

and σ̂2 = 5.58 (alteplase). However, while the estimate of remained at 0.99, including the covariates

resulted in a significant treatment effect ( p = 0.042). We do not wish to overemphasize the significant

result of the treatment effect. There does seem to be some effect of alteplase on average, but treating acute

stroke patients with alteplase may also give more variable outcomes, either very bad (completely disabled

or died) or very good (completely independent of others). The estimated relative effect now becomes

P̂ = 0.57 with 95% CI of (0.53, 0.61).

Finally, we also performed an OP regression. Nineteen cut points needed to be estimated. With the

same covariates, the estimated treatment effect is equal to 0.13 with 95% CI of (−0.05, 0.32) and p-value

equal to 0.16. Hence, the results of the OP regression model and the CO1 approach are quite close, but

they differ considerably from the CO2 approach.

6. A LTERNATIVE APPROACHES

In this section, we will consider only the case of equal variances. When the logistic transformation yields

a logistic distribution on the z-scale, then the effect size /σ can be interpreted as a log-odds ratio for the

cumulative distributions on the z-scale, i.e.

F0 (z)/(1 − F0 (z))

= log , (6.1)

σ F (z)/(1 − F (z))

The logistic transform for bounded outcome scores 83

where F0 (z) and F (z) are the cumulative logistic distributions under H0 and Ha , respectively. Thus,

a generalization of the proportional odds model to continuous data is obtained. Further, a more robust

approach would be to use the logistic t-distribution instead of the LN (Lange and others, 1989). Of course,

for scores on (0, 1) a part of the attractiveness of the approach is lost because we would need to replace

classical techniques, like the t-test, by more sophisticated ones.

Another extension to the LN distribution is obtained by changing the logistic transformation. Aitchi-

son and Lauder (1985) suggested a Box-Cox transformation. For the analysis of clinical trial data, we

suspect that this extra flexibility has little to offer. Trigonometric functions like arctan (suitably scaled to

[0, 1]) provide another class of transformations to normality. Dexter and Chestnut (1995) experimented

with the arc sine square root transformation for the analysis of VAS pain data. This is an interesting

transformation since it attains its boundary values. Finally, one referee pointed out that OP regression

allows the possibility that an arbitrary transformation of the underlying distribution is normally dis-

tributed.

A rather different approach has been suggested in Quality of Life Research (Grootendorst, 2000). In

this approach a classical distribution, such as the normal distribution, is assumed to be censored at the

boundaries 0 and 1 on the original scale.

7. C ONCLUSION

The logistic transform is one of the most used transformations in statistics. Hence, we do not claim orig-

inality when proposing the BLN and CO approaches. However, we argue that the strategy to analyze

bounded outcome scores as laid down in this paper has some advantages over other well-established

approaches, like OP and logistic regression. First, our strategy makes the distinction between the two

types of bounded outcome scores. Second, we believe that explicitly drawing the relationship with a

latent normal variable on the transformed scale will help practitioners in planning a clinical trial even

when they decide to use an ordinal regression model for the analysis. Third, our approach is quite flex-

ible. The extension to unequal variances could be quite important in practice. Other extensions, like

allowing for a varying grid of cut points, are also easy to do. Finally, we have developed an ap-

proach to perform sample size calculation based on the CO approach, see Tsonaka and others (2005).

Given that the power of the OP regression model is close to that of the CO approach in the case of

equal variances, we believe that this approach is also useful for sample size calculations for ordinal re-

gression.

With respect to further research, we believe that models for repeated bounded outcome scores either

using a multivariate approach as suggested by Aitchison and Shen (1980) or incorporating random effects

could be useful. In this context, it would also be useful to draw the connection with random-effects OP

regression. Further, it is of interest to develop an approach which can handle a bounded outcome score as

a covariate in a regression model. Recently, Liang and others (2005) have published a related paper that

deals with a bounded covariate. Finally, we intend to explore various procedures to analyze VAS data,

again allowing the variance to depend on covariates.

ACKNOWLEDGMENTS

The authors acknowledge support from the Interuniversity Attraction Poles Program P5/24—Belgian

State—Federal Office for Scientific, Technical, and Cultural Affairs. The authors also thank Pfizer

Belgium for the permission to use the data of the THAMES study and Boehringer Ingelheim for the

permission to use the ECASS-1 data. Finally, the authors also acknowledge the comments of a referee,

the associate editor, and the editor which improved the readability of the paper considerably. Conflict of

Interest: None declared.

84 E. L ESAFFRE AND OTHERS

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[Received September 30, 2004; first revision June 8, 2005; second revision January 17, 2006;

third revision February 17, 2006; fourth revision March 16, 2006 ]

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