Adaptive designs with arbitrary dependence structure based on Fisher’s combination test

René Schmidt (), Andreas Faldum and Joachim Gerß

Statistical Methods & Applications, 2015, vol. 24, issue 3, 427-447

Abstract: Adaptive designs were originally developed for independent and uniformly distributed $$p$$ p -values. However, in general the type I error rate of a given adaptive design depends on the true dependence structure between the stage-wise $$p$$ p -values. Since there are settings, where the $$p$$ p -values of the stages might be dependent with even unknown dependence structure, it is of interest to consider the most adverse dependence structure maximizing the type I error rate of a given adaptive design (worst case). In this paper, we explicitly study the type I error rate in the worst case for adaptive designs without futility stop based on Fisher’s combination test. Potential inflation of the type I error rate is studied if the dependence structure between the $$p$$ p -values of the stages is not taken into account adequately. It turns out that considerable inflation of the type I error rate can occur. This emphasizes that the examination of the true dependence structure between the stage-wise $$p$$ p -values and an adequate choice of the conditional error function is crucial when adaptive designs are used. Copyright Springer-Verlag Berlin Heidelberg 2015

Keywords: Adaptive design; Bauer and Köhne design; Copula; Dependent $$p$$ p -values; Fisher’s combination test (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s10260-014-0291-6

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