ABSTRACT

Similar to the trial level, at the individual level the mutual information between both endpoints, I(T, S), quantifies the amount of uncertainty in T , expected to be removed if the value of S becomes known, and hence, it seems sensible to use this measure again to quantitatively assess the definition of surrogacy given in Chapter 9. However, unlike at the trial level where both α and β are always continuous random variables, at the individual level, S and T may be both binary, time-to-event, continuous, or have different levels of measurement. This additional complexity brings some problems that need to be addressed in the information-theoretic approach but, at the same time, make this methodology more appealing at this level.