Exact Confidence Limits for the Probability of Response in Two-stage Designs
Document Type
Article
Publication Date
5-8-2018
Publication Title
Statistics
First page number:
1
Last page number:
10
Abstract
In addition to point estimate for the probability of response in a two-stage design (e.g. Simon's two-stage design for binary endpoints), confidence limits should be computed and reported. The current method of inverting the p-value function to compute the confidence interval does not guarantee coverage probability in a two-stage setting. The existing exact approach to calculate one-sided limits is based on the overall number of responses to order the sample space. This approach could be conservative because many sample points have the same limits. We propose a new exact one-sided interval based on p-value for the sample space ordering. Exact intervals are computed by using binomial distributions directly, instead of a normal approximation. Both exact intervals preserve the nominal confidence level. The proposed exact interval based on the p-value generally performs better than the other exact interval with regard to expected length and simple average length of confidence intervals.
Keywords
Clinical trials; Confidence interval; Coverage probability; Simon's two-stage design
Disciplines
Biostatistics
Language
English
Repository Citation
Shan, G.
(2018).
Exact Confidence Limits for the Probability of Response in Two-stage Designs.
Statistics
1-10.
http://dx.doi.org/10.1080/02331888.2018.1469023
