Abstract:
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In applications of clinical trials, the hypotheses to be tested are often hierarchically ordered, and thus are tested in a pre-defined sequential order. In this paper, we first introduce a generalized fixed sequence procedure whose critical values are defined by using a function of the numbers of rejections and acceptances, and which allows follow-up hypotheses to be tested even if some earlier hypotheses are not rejected. We then construct the least favorable configuration for this procedure and present a sufficient condition for the FWER control under arbitrary dependence. Based on the condition, we develop three new generalized fixed sequence procedures controlling the FWER under arbitrary dependence. We also prove that each generalized fixed sequence procedure can be described as a specific closed testing procedure.Through simulation studies and a clinical trial example, we compare the performances of these proposed procedures with those of the existing FWER controlling procedures in terms of the FWER control and power. Finally, we further improve these procedures by incorporating pairwise correlation information while maintaining the control of the FWER.
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