Optimized multi-stage designs controlling the false discovery or the family-wise error rate.
When a large number of hypotheses are investigated, we propose multi-stage designs where in each interim analysis promising hypotheses are screened, which are investigated in further stages. Given a fixed overall number of observations, this allows one to spend more observations for promising hypotheses than with single-stage designs, where the observations are equally distributed among all considered hypotheses. We propose multi-stage procedures controlling either the family-wise error rate (FWER) or the false discovery rate (FDR) and derive asymptotically optimal stopping boundaries and sample size allocations (across stages) to maximize the power of the procedure. Optimized two-stage designs lead to a considerable increase in power compared with the classical single-stage design. Going from two to three stages additionally leads to a distinctive increase in power. Adding a fourth stage leads to a further improvement, which is, however, less pronounced. Surprisingly, we found only small differences in power between optimized integrated designs, where the data of all stages are used in the final test statistics, and optimized pilot designs where only the data from the final stage are used for testing. However, the integrated design controlling the FDR appeared to be more robust against misspecifications in the planning phase. Additionally, we found that with increasing number of stages the drop in power when controlling the FWER instead of the FDR becomes negligible. Our investigations show that the crucial point is not the choice of the error rate or the type of design, but the sequential nature of the trial where non-promising hypotheses are dropped in the early phases of the experiment.
Zehetmayer
Sonja
S
Section of Medical Statistics, Medical University of Vienna, Spitalgasse 23, 1090 Vienna, Austria.
Bauer
Peter
P
Posch
Martin
M
D001847:Bone Diseases / Q000235:genetics; D003198:Computer Simulation; D003627:Data Interpretation, Statistical; D005189:False Positive Reactions; D020869:Gene Expression Profiling; D020022:Genetic Predisposition to Disease; D006801:Humans; D012107:Research Design; D018401:Sample Size