Step-Down Parametric Procedures for Testing Correlated Endpoints in a Group-Sequential Trial

Figures & data

Figure 1. Comparison of four methods, Holm-OBF (red dotted), Para-OBF (red solid), Holm-PO (blue dotted), and Para-PO (blue solid), for testing μ_i ⩽ 0 against μ_i > 0, simultaneously for i = 1, …, m = 5, at level α = 0.05 based on multivariate normal test statistics with the common correlation ρ. The mean is chosen to be 2 when a null hypothesis is false, and 0 when a null hypothesis is true, with π being the proportion of true null hypotheses. One million independent replications were used in all simulations.

Figure 2. Comparison of four methods, Holm-OBF (red dotted), Para-OBF (red solid), Holm-PO (blue dotted), and Para-PO (blue solid), for testing μ_i ⩽ 0 against μ_i > 0, simultaneously for i = 1, …, m = 5, at level α = 0.05 based on multivariate normal test statistics with the common correlation ρ. The means are chosen to be 1.0, 1.5, and 2.0, respectively, for the 3 false null hypotheses, and − 1.0 and 0 for the 2 true null hypotheses, with π being the proportion of true null hypotheses. One million independent replications were used in all simulations.