Interim monitoring of group sequential trials using spending functions for the type I and type II error probabilities
Interim monitoring of group sequential trials using spending functions for the type I and type II error probabilities
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DOI：
10.1177/009286150103500408
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发表时间：
2001-10-01
影响因子：
--
通讯作者：
Kim, K
中科院分区：
文献类型：
--
作者：
Pampallona, S;Tsiatis, A;Kim, K
Lan和DeMets（1）介绍了一种灵活的程序，用于分析基于布朗运动离散化的序列试验。在本文中，我们考虑这种策略的扩展，既保留了所需的显着性水平和权力的任何组序贯试验。我们提出了一个程序，允许任何数量和时间的中期分析。这需要在监测阶段通过两个消耗函数（一个用于I类错误概率，一个用于II类错误概率）来导出边界，以及随着试验的进行来调整目标最大信息。该问题的一般解决方案提供了实施战略的讨论。该程序的目的是组序贯设计，允许提前停止有利于零和备择假设，并为这种情况下的一个例子。然而，它的应用程序，也很容易扩展到设计中没有提前停止的空的味道。
Lan and DeMets (1) introduced a flexible procedure for the analysis of sequential trials based on the discretization of the Brownian motion. In this paper we consider an extension of this strategy that preserves both the desired significance level and the power of any group sequential trial. We propose a procedure that allows for any number and timing of interim analyses. This entails the derivation of boundaries at the monitoring stage by means of two spending functions, one for the type I and one for the type II error probabilities, as well as the adjustment of the target maximum information as the trial progresses. The general solution to the problem is provided together with a discussion of implementation strategies. The procedure is intended for group sequential designs that allow early stopping in favor of both the null and the alternative hypotheses, and an example is presented for this case. However its application,is also easily extended for designs where there is no early stopping in flavor of the null.