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

Research output: Contribution to journalJournal article

Published

Journal publication date2013
JournalBiometrika
Journal number4
Volume100
Number of pages12
Pages985-996
Early online date5/10/13
Original languageEnglish

Abstract

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.

Bibliographic note

C 2013 Biometrika Trust. This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/3.0/), which permits unrestricted reuse, distribution, and reproduction in any medium, provided the original work is properly cited.