Combining an Internal Pilot with an Interim Analysis for Single Degree of Freedom Tests

An internal pilot with interim analysis (IPIA) design combines interim power analysis (an internal pilot) with interim data analysis (two-stage group sequential). We provide IPIA methods for single df hypotheses within the Gaussian general linear model, including one and two group t tests. The design allows early stopping for efficacy and futility while also re-estimating sample size based on an interim variance estimate. Study planning in small samples requires the exact and computable forms reported here. The formulation gives fast and accurate calculations of power, Type I error rate, and expected sample size.     

Seme distributions and their implications for an internal pilot study with a univariate linear model

In planning a study, the choice of sample size may depend on a variance value based on speculation or obtained from an earlier study. Scientists may wish to use an internal pilot design to protect themselves against an incorrect choice of variance. Such a design involves collecting a portion of the originally planned sample and using it to produce a new variance estimate. This leads to a new power analysis and increasing or decreasing sample size. For any general linear univariate model, with fixed predictors and Gaussian errors, we prove that the uncorrected fixed sample F-statistic is the likelihood ratio test statistic. However, the statistic does not follow an F distribution. Ignoring the discrepancy may inflate test size. We derive and evaluate properties of the components of the likelihood ratio test statistic in order to characterize and quantify the bias. Most notably, the fixed sample size variance estimate becomes biased downward. The bias may inflate test size for any hypothesis test, even if the parameter being tested was not involved in the sample size re-estimation. Furthermore, using fixed sample size methods may create biased confidence intervals for secondary parameters and the variance estimate.     

Combining an Internal Pilot with an Interim Analysis for Single Degree of Freedom Tests

An internal pilot with interim analysis (IPIA) design combines interim power analysis (an internal pilot) with interim data analysis (two stage group sequential). We provide IPIA methods for single df hypotheses within the Gaussian general linear model, including one and two group t tests. The design allows early stopping for efficacy and futility while also re-estimating sample size based on an interim variance estimate. Study planning in small samples requires the exact and computable forms reported here. The formulation gives fast and accurate calculations of power, type I error rate, and expected sample size.     

Sample size recalculation for binary data in internal pilot study designs

For binary endpoints, the required sample size depends not only on the known values of significance level, power and clinically relevant difference but also on the overall event rate. However, the overall event rate may vary considerably between studies and, as a consequence, the assumptions made in the planning phase on this nuisance parameter are to a great extent uncertain. The internal pilot study design is an appealing strategy to deal with this problem. Here, the overall event probability is estimated during the ongoing trial based on the pooled data of both treatment groups and, if necessary, the sample size is adjusted accordingly. From a regulatory viewpoint, besides preserving blindness it is required that eventual consequences for the Type I error rate should be explained. We present analytical computations of the actual Type I error rate for the internal pilot study design with binary endpoints and compare them with the actual level of the chi‐square test for the fixed sample size design. A method is given that permits control of the specified significance level for the chi‐square test under blinded sample size recalculation. Furthermore, the properties of the procedure with respect to power and expected sample size are assessed. Throughout the paper, both the situation of equal sample size per group and unequal allocation ratio are considered. The method is illustrated with application to a clinical trial in depression. Copyright © 2004 John Wiley & Sons Ltd.     

Sample Size Re-Estimation Based on Two-Stage Analysis of Variance: Interim Analysis of Clinical Trials

Planning and conducting interim analysis are important steps for long-term clinical trials. In this article, the concept of conditional power is combined with the classic analysis of variance (ANOVA) for a study of two-stage sample size re-estimation based on interim analysis. The overall Type I and Type II errors would be inflated by interim analysis. We compared the effects on re-estimating sample sizes with and without the adjustment of Type I and Type II error rates due to interim analysis.     

Sample size determination for p-charts

Two types of decision errors can be made when using a quality control chart for non-conforming units (p-chart). A Type I error occurs when the process is not out of control but a search for an assignable cause is performed unnecessarily. A Type II error occurs when the process is out of control but a search for an assignable cause is not performed. The probability of a Type I error is under direct control of the decision-maker while the probability of a Type II error depends, in part, on the sample size. A simple sample size formula is presented for determining the required sample size for a p-chart with specified probabilities of Type I and Type II errors.     

A Geometric Examination of Linear Model Assumptions

From a geometric perspective, linear model theory relies on a single assumption, that (‘corrected’) data vector directions are uniformly distributed in Euclidean space. We use this perspective to explore pictorially the effects of violations of the traditional assumptions (normality, independence and homogeneity of variance) on the Type I error rate. First, for several non‐normal distributions we draw geometric pictures and carry out simulations to show how the effects of non‐normality diminish with increased parent distribution symmetry and continuity, and increased sample size. Second, we explore the effects of dependencies on Type I error rate. Third, we use simulation and geometry to investigate the effect of heterogeneity of variance on Type I error rate. We conclude, in a fresh way, that independence and homogeneity of variance are more important assumptions than normality. The practical implication is that statisticians and authors of statistical computing packages need to pay more attention to the correctness of these assumptions than to normality.     

Distribution of the two‐sample t‐test statistic following blinded sample size re‐estimation

We consider the blinded sample size re‐estimation based on the simple one‐sample variance estimator at an interim analysis. We characterize the exact distribution of the standard two‐sample t‐test statistic at the final analysis. We describe a simulation algorithm for the evaluation of the probability of rejecting the null hypothesis at given treatment effect. We compare the blinded sample size re‐estimation method with two unblinded methods with respect to the empirical type I error, the empirical power, and the empirical distribution of the standard deviation estimator and final sample size. We characterize the type I error inflation across the range of standardized non‐inferiority margin for non‐inferiority trials, and derive the adjusted significance level to ensure type I error control for given sample size of the internal pilot study. We show that the adjusted significance level increases as the sample size of the internal pilot study increases. Copyright © 2016 John Wiley & Sons, Ltd.     

Two separate effects of variance heterogeneity on the validity and power of significance tests of location

Heterogeneity of variances of treatment groups influences the validity and power of significance tests of location in two distinct ways. First, if sample sizes are unequal, the Type I error rate and power are depressed if a larger variance is associated with a larger sample size, and elevated if a larger variance is associated with a smaller sample size. This well-established effect, which occurs in t and F tests, and to a lesser degree in nonparametric rank tests, results from unequal contributions of pooled estimates of error variance in the computation of test statistics. It is observed in samples from normal distributions, as well as non-normal distributions of various shapes. Second, transformation of scores from skewed distributions with unequal variances to ranks produces differences in the means of the ranks assigned to the respective groups, even if the means of the initial groups are equal, and a subsequent inflation of Type I error rates and power. This effect occurs for all sample sizes, equal and unequal. For the t test, the discrepancy diminishes, and for the Wilcoxon–Mann–Whitney test, it becomes larger, as sample size increases. The Welch separate-variance t test overcomes the first effect but not the second. Because of interaction of these separate effects, the validity and power of both parametric and nonparametric tests performed on samples of any size from unknown distributions with possibly unequal variances can be distorted in unpredictable ways.     

Estimating parameters in a simple errors-in-variables model: a new approach base on finite sample distribution theory

This article presents a first direct application of finite sample distribution theory. The relevance of analytical finite sample research is exemplified in the framework of a simple linear errors-in-variables model (EV Model) with known or approximately known measurement error variance. Analytical results derived byRichardson/Wu (1970) are applied for constructing new approximately unbiased estimators for the slope coefficient in the EV model. The new estimators are compared with the biased least squares estimator and with asymptotic theory based corrected least squares estimators. Retaining responsibility for remaining errors the author is indebted to Prof. H. Schneewei\ and Prof. J. Gruber for helpful comments and discussions. Mrs. A. Brandtstater deserves special mention and thanks for performing the computations reported in section 4.     

The Decline and Fall of Type II Error Rates

For general linear models with normally distributed random errors, the probability of a Type II error decreases exponentially as a function of sample size. This potentially rapid decline reemphasizes the importance of performing power calculations.     

An empirical study of five multivariate tests for the single-factor repeated measures model

A Monte Carlo study was used to examine the Type I error and power values of five multivariate tests for the single-factor repeated measures model The performance of Hotelling's T2 and four nonparametric tests, including a chi-square and an F-test version of a rank-transform procedure, were investigated for different distributions, sample sizes, and numbers of repeated measures. The results indicated that both Hotellings T* and the F-test version of the rank-transform performed well, producing Type I error rates which were close to the nominal value. The chi-square version of the rank-transform test, on the other hand, produced inflated Type I error rates for every condition studied. The Hotelling and F-test version of the rank-transform procedure showed similar power for moderately-skewed distributions, but for strongly skewed distributions the F-test showed much better power. The performance of the other nonparametric tests depended heavily on sample size. Based on these results, the F-test version of the rank-transform procedure is recommended for the single-factor repeated measures model.     

Sample Size Calculation and Blinded Sample Size Recalculation in Clinical Trials Where the Treatment Effect is Measured by the Relative Risk

In clinical trials with binary endpoints, the required sample size does not depend only on the specified type I error rate, the desired power and the treatment effect but also on the overall event rate which, however, is usually uncertain. The internal pilot study design has been proposed to overcome this difficulty. Here, nuisance parameters required for sample size calculation are re-estimated during the ongoing trial and the sample size is recalculated accordingly. We performed extensive simulation studies to investigate the characteristics of the internal pilot study design for two-group superiority trials where the treatment effect is captured by the relative risk. As the performance of the sample size recalculation procedure crucially depends on the accuracy of the applied sample size formula, we firstly explored the precision of three approximate sample size formulae proposed in the literature for this situation. It turned out that the unequal variance asymptotic normal formula outperforms the other two, especially in case of unbalanced sample size allocation. Using this formula for sample size recalculation in the internal pilot study design assures that the desired power is achieved even if the overall rate is mis-specified in the planning phase. The maximum inflation of the type I error rate observed for the internal pilot study design is small and lies below the maximum excess that occurred for the fixed sample size design.     

Supersmooth testing on the sphere over analytic classes

We consider the nonparametric goodness-of-fit test of the uniform density on the sphere when we have observations whose density is the convolution of an error density and the true underlying density. We will deal specifically with the supersmooth error case which includes the Gaussian distribution. Similar to deconvolution density estimation, the smoother the error density the harder is the rate recovery of the test problem. When considering nonparametric alternatives expressed over analytic classes, we show that it is possible to obtain original separation rates much faster than any logarithmic power of the sample size according to the ratio of the regularity index of the analytic class and the smoothness degree of the error. Furthermore, we show that our fully data-driven statistical procedure attains these optimal rates.     

A nonparametric approach to detecting the difference of survival medians

Some nonparametric methods have been proposed to compare survival medians. Most of them are based on the asymptotic null distribution to estimate the p-value. However, for small to moderate sample sizes, those tests may have inflated Type I error rate, which makes their application limited. In this article, we proposed a new nonparametric test that uses bootstrap to estimate the sample mean and variance of the median. Through comprehensive simulation, we show that the proposed approach can control Type I error rates well. A real data application is used to illustrate the use of the new test.     

Type I error rate control in adaptive designs for confirmatory clinical trials with treatment selection at interim

Interest in confirmatory adaptive combined phase II/III studies with treatment selection has increased in the past few years. These studies start comparing several treatments with a control. One (or more) treatment(s) is then selected after the first stage based on the available information at an interim analysis, including interim data from the ongoing trial, external information and expert knowledge. Recruitment continues, but now only for the selected treatment(s) and the control, possibly in combination with a sample size reassessment. The final analysis of the selected treatment(s) includes the patients from both stages and is performed such that the overall Type I error rate is strictly controlled, thus providing confirmatory evidence of efficacy at the final analysis. In this paper we describe two approaches to control the Type I error rate in adaptive designs with sample size reassessment and/or treatment selection. The first method adjusts the critical value using a simulation-based approach, which incorporates the number of patients at an interim analysis, the true response rates, the treatment selection rule, etc. We discuss the underlying assumptions of simulation-based procedures and give several examples where the Type I error rate is not controlled if some of the assumptions are violated. The second method is an adaptive Bonferroni-Holm test procedure based on conditional error rates of the individual treatment-control comparisons. We show that this procedure controls the Type I error rate, even if a deviation from a pre-planned adaptation rule or the time point of such a decision is necessary.     

Effects of the generalized Box–Cox transformation on Type I error rate and power of Hotelling's T 2

Most multivariate statistical techniques rely on the assumption of multivariate normality. The effects of nonnormality on multivariate tests are assumed to be negligible when variance–covariance matrices and sample sizes are equal. Therefore, in practice, investigators usually do not attempt to assess multivariate normality. In this simulation study, the effects of skewed and leptokurtic multivariate data on the Type I error and power of Hotelling's T ² were examined by manipulating distribution, sample size, and variance–covariance matrix. The empirical Type I error rate and power of Hotelling's T ² were calculated before and after the application of generalized Box–Cox transformation. The findings demonstrated that even when variance–covariance matrices and sample sizes are equal, small to moderate changes in power still can be observed.     

A note on sample size savings with the use of a single well‐controlled clinical trial to support the efficacy of a new drug

In terms of the risk of making a Type I error in evaluating a null hypothesis of equality, requiring two independent confirmatory trials with two‐sided p‐values less than 0.05 is equivalent to requiring one confirmatory trial with two‐sided p‐value less than 0.001 25. Furthermore, the use of a single confirmatory trial is gaining acceptability, with discussion in both ICH E9 and a CPMP Points to Consider document. Given the growing acceptance of this approach, this note provides a formula for the sample size savings that are obtained with the single clinical trial approach depending on the levels of Type I and Type II errors chosen. For two replicate trials each powered at 90%, which corresponds to a single larger trial powered at 81%, an approximate 19% reduction in total sample size is achieved with the single trial approach. Alternatively, a single trial with the same sample size as the total sample size from two smaller trials will have much greater power. For example, in the case where two trials are each powered at 90% for two‐sided α=0.05 yielding an overall power of 81%, a single trial using two‐sided α=0.001 25 would have 91% power. Copyright © 2004 John Wiley & Sons, Ltd.     

Blinded sample size recalculation for clinical trials with normal data and baseline adjusted analysis

Baseline adjusted analyses are commonly encountered in practice, and regulatory guidelines endorse this practice. Sample size calculations for this kind of analyses require knowledge of the magnitude of nuisance parameters that are usually not given when the results of clinical trials are reported in the literature. It is therefore quite natural to start with a preliminary calculated sample size based on the sparse information available in the planning phase and to re‐estimate the value of the nuisance parameters (and with it the sample size) when a portion of the planned number of patients have completed the study. We investigate the characteristics of this internal pilot study design when an analysis of covariance with normally distributed outcome and one random covariate is applied. For this purpose we first assess the accuracy of four approximate sample size formulae within the fixed sample size design. Then the performance of the recalculation procedure with respect to its actual Type I error rate and power characteristics is examined. The results of simulation studies show that this approach has favorable properties with respect to the Type I error rate and power. Together with its simplicity, these features should make it attractive for practical application. Copyright © 2009 John Wiley & Sons, Ltd.     

Estimation of variance components in linear mixed measurement error models

In this paper, we consider a linear mixed model with measurement errors in fixed effects. We find the corrected score function estimators for the variance components. An iterative algorithm is proposed for estimating the parameters. The computations on each iteration of this algorithm are those associated with computing estimates of fixed and random effects for given values of the variance components. We also derive the consistency of the estimators under regularity conditions. The simulation study shows that for relatively small sample size the corrected estimators perform very well. Finally, an example of real data is given for illustration.