On the Individual Surrogate Paradox

TL;DR

This paper introduces the concept of the individual surrogate paradox, highlighting how treatment effects can differ at the individual level despite positive surrogate effects, and proposes criteria to avoid this paradox.

Contribution

It defines the individual surrogate paradox, analyzes existing surrogate criteria, and proposes new methods to exclude the paradox using sharp bounds.

Findings

Only strong binary surrogates can prevent the paradox without extra assumptions.

Proposed criteria effectively exclude the individual surrogate paradox.

Application to diabetic retinopathy demonstrates practical utility.

Abstract

When the primary outcome is difficult to collect, surrogate endpoint is typically used as a substitute. It is possible that for every individual, treatment has a positive effect on surrogate, and surrogate has a positive effect on primary outcome, but for some individuals, treatment has a negative effect on primary outcome. For example, a treatment may be substantially effective in preventing the stroke for everyone, and lowering the risk of stroke is universally beneficial for a longer survival time, however, the treatment may still cause death for some individuals. We define such paradoxical phenomenon as individual surrogate paradox. The individual surrogate paradox is preposed to capture the treatment effect heterogeneity, which is unable to be described by either the surrogate paradox based on average causal effect (ACE) (Chen et al., 2007) or that based on distributional causal effect (DCE) (Ju and Geng, 2010). We investigate existing surrogate criteria in terms of whether the individual surrogate paradox could manifest. We find that only the strong binary surrogate can avoid such paradox without additional assumptions. Utilizing the sharp bounds, we propose novel criteria to exclude the individual surrogate paradox. Our methods are illustrated in an application to determine the effect of the intensive glycemia on the risk of development or progression of diabetic retinopathy.