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Activity Number: 370 - A Memorial Session for Arthur Cohen
Type: Invited
Date/Time: Wednesday, August 10, 2022 : 8:30 AM to 10:20 AM
Sponsor: Memorial
Abstract #320855
Title: Power Calculations and Critical Values for Two-Stage Nonparametric Testing Regimes
Author(s): John Edward Kolassa* and Yodit Seifu and Dewei Zhong
Companies: Rutgers, the State University of New Jersey and Bristol Myers Squibb and Anheuser-Busch
Keywords: Cornish-Fisher Expansion; Multi-Stage Testing; Multiple Comparisons
Abstract:

Interim analysis techniques for clinical trials provide improved power with smaller average sample sizes. These techniques crucially require multivariate probability calculations for determining critical values. Most existing techniques rely on multivariate normal approximations to the joint null distribution of test statistics evaluated on potential interim and full data sets. More accurate critical values for nonparametric testing with an interim analysis are given, using a new multivariate Cornish--Fisher expansion. While earlier authors demonstrated that such an expansion is possible, it has never been implemented before this manuscript. Superior accuracy of power calculations via an Edgeworth series is demonstrated. Example calculations giving sample sizes from desired power are provided. Calculations are implemented in an R package.


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