Tutorials › Model-Informed Drug Development (MIDD) › Detecting Interactions Between Decision Assumptions

Communicating Uncertainty and Sensitivity of Decisions · Tutorial 410 of 596

Detecting Interactions Between Decision Assumptions

Use four matched scenario predictions to measure departures from additivity, interpret their direction and scale, and distinguish a genuine modeled interaction from a change in the decision threshold.

Intermediate 10 min read

What You'll Learn

  • Define an additive benchmark for the joint effect of two assumptions.
  • Calculate an interaction contrast from four scenario predictions.
  • Interpret the contrast in the units of the decision metric.
  • Distinguish interaction on an additive scale from interaction on a multiplicative scale.
  • Diagnose whether an apparent interaction reflects the chosen metric, scenario design, or model behavior.
  • Explain why an interaction contrast is not, by itself, evidence of a causal mechanism or statistical significance.

Why examine the joint effect?

Two assumptions can each change a model-informed decision prediction when varied alone. Their joint effect may nevertheless differ from the sum of those separate changes. For example, two assumptions about adherence and recruitment might each increase predicted development value, while the model predicts a larger increase when both apply. Detecting that departure matters because one-at-a-time sensitivity results do not describe how assumptions combine.

The key comparison is between the prediction under both assumptions and an additive benchmark: the prediction expected if each assumption contributed the same change when the other was present as when it was absent. This is a comparison of scenario predictions, not a test of whether an assumption is true.

Definition: Let \(R_{ij}\) be a decision-relevant model prediction when assumption A is at level \(i\) and assumption B is at level \(j\), with \(i,j\in\{0,1\}\). The additive interaction contrast is $$ I_{AB}=R_{11}-R_{10}-R_{01}+R_{00}. $$ Here \(R_{00}\) is the reference scenario, \(R_{10}\) and \(R_{01}\) vary one assumption at a time, and \(R_{11}\) varies both. The additive benchmark for the joint scenario is \(R_{10}+R_{01}-R_{00}\). The contrast \(I_{AB}\) is the joint prediction minus that benchmark.

Set up a valid four-scenario comparison

Before calculating the contrast, define the two assumptions, their reference and alternative levels, and the prediction \(R\) being compared. \(R\) might be expected net benefit in dollars, probability of meeting a development target, or a predicted clinical outcome. The four scenario predictions must use the same definition of \(R\), the same model and decision rules, and the same settings for other inputs. Otherwise, differences may reflect changes beyond the two assumptions of interest.

The scenarios should be substantively interpretable and sufficiently plausible to support the comparison. In particular, the combined scenario must be evaluated as a joint scenario in the model; it should not simply be inferred from the two separate scenarios. If the combined assumptions are incompatible, or their joint consequences are not represented by the model, the contrast may have little decision value.

The contrast is scale-specific. An interaction of zero means additivity on the chosen scale, not absence of every possible interaction. For example, predictions may be additive in dollars but not in log dollars. Probability predictions are often naturally compared by differences in percentage points, but a probability scale is bounded between zero and one; the additive benchmark should be checked for sensible interpretation.

Why the contrast isolates departure from additivity

The separate changes from the reference scenario are \(R_{10}-R_{00}\) for A and \(R_{01}-R_{00}\) for B. Under an additive benchmark, the predicted joint change from \(R_{00}\) is the sum of these changes. Adding them to the reference prediction gives \(R_{00}+(R_{10}-R_{00})+(R_{01}-R_{00})\), which simplifies to \(R_{10}+R_{01}-R_{00}\). Subtracting this benchmark from the observed joint prediction gives the interaction contrast.

$$ \begin{aligned} R_{\text{additive},11} &=R_{00}+(R_{10}-R_{00})+(R_{01}-R_{00})\\ &=R_{10}+R_{01}-R_{00},\\ I_{AB} &=R_{11}-R_{\text{additive},11}\\ &=R_{11}-R_{10}-R_{01}+R_{00}. \end{aligned} $$

Thus, \(I_{AB}=0\) means the joint prediction matches the additive benchmark. A positive value means the joint prediction is higher than the benchmark; a negative value means it is lower. “Higher” is not automatically “better”: the decision metric may be an undesirable outcome, such as toxicity risk, for which a lower prediction could be preferred. State the result in the metric’s units and explain its decision meaning.

Worked Example: Interaction in Expected Development Value

Suppose a hypothetical model reports expected development value in millions of dollars. Assumption A is higher adherence; assumption B is a faster recruitment scenario. The four predictions are \(R_{00}=\$8\) million, \(R_{10}=\$11\) million, \(R_{01}=\$10\) million, and \(R_{11}=\$15\) million. All other model settings are held fixed.

A alone changes the prediction by \(\$11-\$8=\$3\) million, and B alone changes it by \(\$10-\$8=\$2\) million. The additive benchmark for applying both is therefore \(\$8+\$3+\$2=\$13\) million, equivalently \(\$11+\$10-\$8=\$13\) million.

The contrast is $$ I_{AB}=\$15-\$11-\$10+\$8=\$2\text{ million}. $$ The joint prediction is \(\$2\) million above the additive benchmark. On this model and scale, the assumptions reinforce one another in expected development value. This does not establish that either assumption is correct or that the modeled reinforcement has a causal mechanism.

Worked examples on different decision scales

Worked Example: Interaction in Probability of Success

In a hypothetical development analysis, let \(R\) be the predicted probability of success. Assumption A is a more favorable dose-response scenario, and assumption B is a more favorable retention scenario. The predictions are \(R_{00}=0.30\), \(R_{10}=0.45\), \(R_{01}=0.40\), and \(R_{11}=0.52\).

The additive benchmark is \(0.45+0.40-0.30=0.55\), or 55%. The interaction contrast is $$ I_{AB}=0.52-0.45-0.40+0.30=-0.03. $$ That is \(-3\) percentage points relative to additivity. The combination still raises predicted success probability above the reference value, from 30% to 52%; it simply falls 3 percentage points short of the 55% additive benchmark.

If the decision rule were to proceed when predicted probability of success is at least 50%, the joint scenario would meet that rule at 52%, whereas the additive benchmark would be 55%. The interaction contrast describes a difference between predictions; it does not itself determine the decision rule or show whether the decision is robust to uncertainty.

Worked Example: Interaction in a Predicted Clinical Outcome

Consider a hypothetical model predicting the percentage of patients who meet a clinical target. Assumption A is a higher adherence level, and assumption B is a longer treatment duration. The predictions are \(R_{00}=70\%\), \(R_{10}=76\%\), \(R_{01}=74\%\), and \(R_{11}=83\%\).

The separate changes are 6 percentage points for A and 4 percentage points for B. The additive benchmark is \(70\%+6+4=80\%\), or \(76\%+74\%-70\%=80\%\). Therefore, $$ I_{AB}=83\%-76\%-74\%+70\%=3\text{ percentage points}. $$ The model predicts a joint target-attainment proportion 3 percentage points above the additive benchmark. This is an interaction on the percentage-point scale; it does not imply the same interaction on an odds or relative-risk scale.

Diagnostics, alternatives, and limitations

A two-way sensitivity analysis displays predictions across combinations of two assumptions. The interaction contrast adds a focused numerical summary of how one joint scenario compares with additivity, but it does not replace inspection of the full grid. When assumptions have several levels, calculate the contrast for clearly specified combinations or examine the complete grid for changing patterns. A single four-cell contrast summarizes only the chosen levels.

One-way sensitivity analysis changes one assumption at a time and can show each separate effect, but it cannot reveal whether their combination departs from additivity. The additive contrast uses those one-at-a-time predictions as its benchmark and requires the joint prediction as well. A multiplicative benchmark is an alternative when ratios are scientifically meaningful and predictions are positive: the comparison may be made on a log scale, where additivity corresponds to multiplicative combination on the original scale. That is a different question, so the scale should be chosen before interpreting the result.

The interaction contrast is descriptive for the specified model, scenarios, and prediction metric. It is not a p-value, a probability that an interaction exists, or proof of a biological or causal interaction. If the predictions include uncertainty, report or otherwise examine that uncertainty separately; a point contrast alone does not convey its precision.

Several checks help identify a misleading result:

  • Check scenario consistency. Confirm that the reference and alternative levels are defined identically in all four cells and that other assumptions were held fixed.
  • Check the joint prediction. Make sure the model actually represents both assumptions together and that the combination is plausible, rather than relying on an unsupported extrapolation.
  • Check the metric and units. A percentage-point contrast is not a relative percent change. A positive contrast is not inherently favorable.
  • Check the threshold separately. A nonzero contrast can leave the decision unchanged, while a zero contrast can still accompany a threshold crossing. The contrast and the decision rule answer different questions.
  • Check sensitivity to the chosen levels. An interaction can be large for one pair of scenario levels and small for another. Do not generalize a local contrast to every possible value of the assumptions.

A common mistake is to say, “A adds \(\$3\) million and B adds \(\$2\) million, so together they must add \(\$5\) million.” That reasoning assumes the joint scenario equals the additive benchmark. The correction is to calculate the model’s joint prediction, compare it with \(R_{10}+R_{01}-R_{00}\), and report the difference as the interaction contrast. Another mistake is to call any change in a go/no-go outcome an interaction: a threshold can make a decision flip even when the prediction itself is additive. First compare predictions on a stated scale; then apply the decision rule.

Key takeaway: For two specified assumptions, compare the model’s joint prediction with the reference prediction plus the two separate changes. The resulting contrast measures departure from additivity on the chosen scale—not whether assumptions are true, whether the model is correct, or whether a decision should be made.

Check Your Understanding

For each question, calculate or interpret the contrast using the stated prediction scale.

  1. Predicted net benefit is \(R_{00}=4\), \(R_{10}=7\), \(R_{01}=6\), and \(R_{11}=10\) thousand dollars. What is the additive benchmark and interaction contrast?
  2. A probability prediction has \(R_{00}=0.20\), \(R_{10}=0.30\), \(R_{01}=0.25\), and \(R_{11}=0.34\). Interpret the interaction in percentage points.
  3. Why is it insufficient to calculate only the two separate changes when assessing interaction?
  4. A joint scenario crosses a decision threshold, but its interaction contrast is zero. Is that possible? Explain.

Solutions. (1) The benchmark is \(7+6-4=9\) thousand dollars. The contrast is \(10-7-6+4=1\) thousand dollars, so the joint prediction is \(\$1{,}000\) above additivity. (2) The benchmark is \(0.30+0.25-0.20=0.35\); the contrast is \(0.34-0.30-0.25+0.20=-0.01\), or \(-1\) percentage point relative to additivity. (3) Separate changes provide the additive benchmark, but the joint prediction is also needed to determine whether the model departs from it. (4) Yes. Zero contrast means the prediction equals its additive benchmark, not that it lies on one side of a decision threshold; an additive joint prediction can cross that threshold.