Abstract:
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Methods for controlling the type-1 error of an adaptive group sequential trial were developed in seminal papers by Cui, Hung and Wang, Lehmacher and Wassmer, and Muller and Schafer. However, corresponding solutions for the equally important and related problem of parameter estimation at the end of the adaptive trial have not so far been completely satisfactory. In this paper a method is provided for computing a two sided confidence interval having exact coverage, along with a point estimate that is median unbiased, for the primary efficacy parameter in a two arm adaptive group sequential design. The possible adaptations are not confined to sample size alterations but also include data dependent changes in the number and spacing of interim looks and changes in the error spending function. The procedure is based on mapping the final test statistic obtained in the modified trial into a corresponding backward image in the original trial.
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