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Group Sequential Monitoring with Arbitrary Inspection Times
Author(s) -
Wassmer Gernot
Publication year - 1999
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/(sici)1521-4036(199905)41:2<197::aid-bimj197>3.0.co;2-2
Subject(s) - sample size determination , type i and type ii errors , sample (material) , mathematics , statistics , bounded function , group (periodic table) , sequential analysis , interim , function (biology) , algorithm , computer science , mathematical analysis , chemistry , organic chemistry , archaeology , chromatography , evolutionary biology , biology , history
Abstract The classical group sequential test procedures that were proposed by P ocock (1977) and O'B rien and F leming (1979) rest on the assumption of equal sample sizes between the interim analyses. Regarding this it is well known that for most situations there is not a great amount of additional Type I error if monitoring is performed for unequal sample sizes between the stages. In some cases, however, problems can arise resulting in an unacceptable liberal behavior of the test procedure. In this article worst case scenarios in sample size imbalancements between the inspection times are considered. Exact critical values for the Pocock and the O'Brien and Fleming group sequential designs are derived for arbitrary and for varying but bounded sample sizes. The approach represents a reasonable alternative to the flexible method that is based on the Type I error rate spending function. The SAS syntax for performing the calculations is provided. Using these procedures, the inspection times or the sample sizes in the consecutive stages need to be chosen independently of the data observed so far.