Rights statement: 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.
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Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - Simultaneous confidence intervals that are compatible with closed testing in adaptive designs
AU - Magirr, Dominic
AU - Jaki, Thomas
AU - Posch, Martin
AU - Klingelmueller, Florian
N1 - 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.
PY - 2013
Y1 - 2013
N2 - 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.
AB - 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.
KW - Closed testing principle
KW - Combination test
KW - Conditional error
KW - Multiple comparisons
KW - Simultaneous inference
U2 - 10.1093/biomet/ast035
DO - 10.1093/biomet/ast035
M3 - Journal article
VL - 100
SP - 985
EP - 996
JO - Biometrika
JF - Biometrika
SN - 0006-3444
IS - 4
ER -