Is it correct approach to calculate NNT if RR is not statistically significant and at the same time RD parameter is statistically significant? And if so, how it should be interpret?
There's nothing to prevent you from computing NNT (number needed to treat) for a given data set. Including a confidence interval estimate for NNT is probably a good idea in general, as the values could be volatile with small sample sizes.
A non-significant RR (risk ratio) simply means that you can't dependably differentiate risk (of the targeted outcome) as different from equality (e.g., a 1:1 ratio) between the two conditions being compared. This, too, can be sensitive to sample size; all other things equal, it's easier to show significant risk differences with large N studies than small N studies. With large N, a non-significant risk ratio would generally imply a very large estimated value for NNT.
The more "puzzling" outcome is that of a non-significant RR but a significant RD (risk reduction, or absolute risk reduction: ARR). This can occur when risk levels become high. For example:
Scenario A:
Treatment A: Risk = 6/100 = .06
Treatment B: Risk = 3/100 = .03
AD or ARR = .06 - .03 = .03
RR = .06 / .03 = 2.00
Scenario B:
Treatment A: Risk = 96/100 = .96
Treatment B: Risk = 93/100 = .93
AD or ARR = .96 - .93 = .03 (just as in scenario A)
RR = .96 / .93 = 1.03 (far lower than in scenario A)
Note that NNT = 33.3 for both examples, as it tracks AD/ARR, not RR.
David Morse, nice example, but I think you meant Treatment B: Risk = 3/100 = .03 in your Scenario A. ;-)
Interestingly, the CIs for the risk difference do change a bit between your two scenarios. The user-written -rdci- command for Stata generates 4 different confidence intervals for the risk difference. Here are my two commands:
rdcii 6 3 94 97 // Scenario A
rdcii 96 93 4 7 // Scenario B
And here are the results. Copy and paste into an editor that allows you to use a fixed font to make things align.