© 1999 by Biometrika Trust
Miscellanea. Properties of spending function boundaries
National Heart, Lung and Blood Institute, II Rockledge Center, 6701 Rockledge Drive, MSC 7938, Bethesda, Maryland 20892-7938, USA E-mail: ProschaM@gwgate.nhlbi.nih.gov
Clinical trials are monitored periodically for safety and efficacy, resulting in several 'looks' at interim data. If no account is taken of this, the type I error rate may be substantially higher than planned. One of the most popular methods of generating interim boundaries that result in an overall type I error rate of
is the spending function approach. This paper proves several properties of these boundaries, including a continuity-like property for looks occurring close to each other and a monotonicity property when additional looks are taken. How past monitoring affects future boundaries is also studied.
Key Words: Clinical trial monitoring; Repeated significance testing.