A new class of powerful and informative simultaneous confidence intervals
A new class of powerful and informative simultaneous confidence intervals
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DOI：
10.1002/sim.6187
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发表时间：
2014-08-30
影响因子：
2
通讯作者：
Schmidt, Sylvia
中科院分区：
文献类型：
--
作者：
Brannath, Werner;Schmidt, Sylvia
逐步下降检验在功效和被拒绝假设的平均数量方面一致地改进单步检验。然而，当扩展到同时置信区间（SCI）时，所得到的SCI通常不会为纯粹假设检验提供额外的信息。在这种情况下，我们说的是非信息性拒绝。在多种治疗的临床试验中，非信息性拒绝尤其成问题，其中需要信息性拒绝来获得治疗效果的有用估计。将单步检验扩展到置信区间就没有这个缺陷。因此，逐步下降的测试，当扩展到SCI，不均匀地改善单步测试方面的信息拒绝。为了克服这一缺陷，我们建议建设一个新的类的同时置信区间，统一提高Bonferroni和霍尔姆SCI信息拒绝。这可以使用加权Bonferroni检验的对偶族来实现，其中权重连续地取决于参数值。我们为这些计算提供了一个简单的算法，并表明由此产生的置信下限有一个有吸引力的收缩属性。该方法扩展到工会交叉测试，如Dunnett程序，并在比较模拟研究中进行了调查。我们进一步说明了实用的方法与一个例子，从一个真实的临床试验中，两个实验性的治疗方法进行了比较，与活性对照药物的非劣效性和优效性。版权所有（C）2014约翰威利父子有限公司
Step-down tests uniformly improve single-step tests with regard to power and the average number of rejected hypotheses. However, when extended to simultaneous confidence intervals (SCIs), the resulting SCIs often provide no additional information to the sheer hypothesis test. We speak, in this case, of a non-informative rejection. Non-informative rejections are particularly problematic in clinical trials with multiple treatments, where an informative rejection is required to obtain useful estimates of the treatment effects. The extension of single-step tests to confidence intervals does not have this deficiency. As a consequence, step-down tests, when extended to SCIs, do not uniformly improve single-step tests with regard to informative rejections. To overcome this deficiency, we suggest the construction of a new class of simultaneous confidence intervals that uniformly improve the Bonferroni and Holm SCIs with regard to informative rejections. This can be achieved using a dual family of weighted Bonferroni tests, with the weights depending continuously on the parameter values. We provide a simple algorithm for these computations and show that the resulting lower confidence bounds have an attractive shrinkage property. The method is extended to union-intersection tests, such as the Dunnett procedure, and is investigated in a comparative simulation study. We further illustrate the utility of the method with an example from a real clinical trial in which two experimental treatments are compared with an active comparator with respect to non-inferiority and superiority. Copyright (C) 2014 John Wiley & Sons, Ltd.