Surrogate endpoint validation for a binary surrogate endpoint and a binary true endpoint is investigated using the criteria of proportion explained (PE) and the relative effect (RE). The concepts of generalized confidence intervals and fiducial intervals are used for computing confidence intervals for PE and RE. The numerical results indicate that the proposed confidence intervals are satisfactory in terms of coverage probability, whereas the intervals based on Fieller's theorem and the delta method fall short in this regard. Our methodology can also be applied to interval estimation problems in a causal inference-based approach to surrogate endpoint validation.
Keywords: Causal effects; Fiducial interval; Generalized confidence interval; Proportion explained; Relative effect.