Optimal monotone conditional error functions
Methodology
2024-10-08 v3
Abstract
This note presents a method that provides optimal monotone conditional error functions for a large class of adaptive two stage designs. The presented method builds on a previously developed general theory for optimal adaptive two stage designs where sample sizes are reassessed for a specific conditional power and the goal is to minimize the expected sample size. The previous theory can easily lead to a non-monotonous conditional error function which is highly undesirable for logical reasons and can harm type I error rate control for composite null hypotheses. The here presented method extends the existing theory by introducing intermediate monotonising steps that can easily be implemented.
Cite
@article{arxiv.2402.00814,
title = {Optimal monotone conditional error functions},
author = {Werner Brannath and Morten Dreher and Martin Scharpenberg},
journal= {arXiv preprint arXiv:2402.00814},
year = {2024}
}