Simultaneous confidence intervals that are compatible with closed testing in adaptive designs

• 成果类型: Article
• 署名作者: Magirr, D.; Jaki, T.; Posch, M.; Klinglmueller, F.
• 署名单位: Lancaster University; Medical University of Vienna
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/ast035
• 发表日期: 2013
• 页码: 985996
• 关键词: principle

摘要

We describe a general method for finding a confidence region for a parameter vector that is compatible with the decisions of a two-stage closed test procedure in an adaptive experiment. The closed test procedure is characterized by the fact that rejection or nonrejection of a null hypothesis may depend on the decisions for other hypotheses and the compatible confidence region will, in general, have a complex, nonrectangular shape. We find the smallest cross-product of simultaneous confidence intervals containing the region and provide computational shortcuts for calculating the lower bounds on parameters corresponding to the rejected null hypotheses. We illustrate the method with an adaptive phase II/III clinical trial.