Unit information prior for adaptive information borrowing from multiple historical datasets

In clinical trials, there often exist multiple historical studies for the same or related treatment investigated in the current trial. Incorporating historical data in the analysis of the current study is of great importance, as it can help to gain more information, improve efficiency, and provide a more comprehensive evaluation of treatment. Enlightened by the unit information prior (UIP) concept in the reference Bayesian test, we propose a new informative prior called UIP from an information perspective that can adaptively borrow information from multiple historical datasets. We consider both binary and continuous data and also extend the new UIP to linear regression settings. Extensive simulation studies demonstrate that our method is comparable to other commonly used informative priors, while the interpretation of UIP is intuitive and its implementation is relatively easy. One distinctive feature of UIP is that its construction only requires summary statistics commonly reported in the literature rather than the patient-level data. By applying our UIP to phase III clinical trials for investigating the efficacy of memantine in Alzheimer's disease, we illustrate its ability to adaptively borrow information from multiple historical datasets. The Python codes for simulation studies and the real data application are available at https://github.com/JINhuaqing/UIP.