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Biometrika Advance Access originally published online on November 25, 2007
Biometrika 2008 95(1):253-256; doi:10.1093/biomet/asm080
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© 2007 Biometrika Trust

Miscellanea

A Note on repeated p-values for group sequential designs

Martin Posch

Section of Medical Statistics, Medical University of Vienna, A-1090 Vienna, Austria martin.posch{at}meduniwien.ac.at

Gernot Wassmer

Department of Medical Statistics, Informatics and Epidemiology, University of Cologne, D-50937 Köln, Germany gernot.wassmer{at}uni-koeln.de

Werner Brannath

Section of Medical Statistics, Medical University of Vienna, A-1090 Vienna, Austria werner.brannath{at}meduniwien.ac.at

Received for publication 1 November 2006. Revision received 1 May 2007.
  Abstract

One-sided confidence intervals and overall p-values for group-sequential designs are typically based on a sample space ordering which determines both the overall p-value and the corresponding confidence bound. Accordingly, the strength of evidence against the null hypothesis is consistently measured by both quantities such that the order of the p-values of two distinct sample points is consistent with the order of the respective confidence bounds. An exception is the commonly used repeated p-values and repeated confidence intervals. We show that they are not ordering-consistent in the above sense and propose an alternative repeated p-value which is ordering-consistent and has the monitoring property of the classical repeated p-value in being valid even when deviating from the prefixed stopping rule.

Key Words: Group-sequential design • Repeated confidence interval • Repeated p-value • Sample space ordering


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