Montague revis(it)ed [Two-Stage / GS Designs]
❝ That's worth a paper.
Who’s going to write one?

❝ I think their approach was driven by […]
Agree. Maybe their choice was (partly?) strategic. Since Pocock’s 0.0294 has a tradition of decades of accepted use in phase III, they opted for a smooth introduction: “We used it for such a long time and it seems to work here as well…” In Section 5 they wrote: “It is our understanding that the FDA has accepted studies with designs like those considered here.” If I recall it correctly they were referring to an NDA (bonus question: Guess the α!). Donald Schuirmann wrote the biostatistical assessment based on simulations he performed and accepted the study. I have to dig out the reference.
❝ As they have done later in method D and Montague’s paper.
Yep – but not consequently enough. Their maximum inflation of 0.0518 is the largest one of all papers published so far. Again I assume they tried to keep it simple: “We have shown in our first paper that for a T/R of 0.95 D’s 0.0280 is more conservative than C’s 0.0294. Let’s give it a try with a T/R of 0.9. Hey, <0.052 – let’s publish.”
![[image]](img/uploaded/image243.png)
Method D: Empiric type I error; Mont = Montague’s 0.0280, HB = homebrew’s 0.0270 (runtime one hour).
12 24 36 48 60
CV Mont HB Mont HB Mont HB Mont HB Mont HB
0.1 0.0498 0.0494 0.0501 0.0496 0.0504 0.0499 0.0503 0.0498 0.0498 0.0497
0.2 0.0518 0.0500 0.0475 0.0463 0.0477 0.0469 0.0499 0.0494 0.0498 0.0497
0.3 0.0414 0.0396 0.0506 0.0490 0.0489 0.0473 0.0470 0.0451 0.0449 0.0439
0.4 0.0322 0.0307 0.0414 0.0395 0.0502 0.0483 0.0500 0.0484 0.0492 0.0469
0.5 0.0293 0.0283 0.0316 0.0304 0.0401 0.0382 0.0484 0.0465 0.0509 0.0487
0.6 0.0286 0.0277 0.0292 0.0282 0.0313 0.0296 0.0381 0.0360 0.0462 0.0441
0.7 0.0286 0.0273 0.0281 0.0276 0.0288 0.0275 0.0307 0.0292 0.0358 0.0340
0.8 0.0280 0.0273 0.0283 0.0273 0.0287 0.0271 0.0284 0.0273 0.0301 0.0286
0.9 0.0281 0.0271 0.0281 0.0275 0.0282 0.0270 0.0281 0.0271 0.0285 0.0273
1.0 0.0282 0.0271 0.0282 0.0273 0.0282 0.0271 0.0282 0.0270 0.0279 0.0273
❝ IMHO using a different but fixed seed or a single fixed seed doesn't make a big difference if we simulate with 1E6 sims.
❝ Setting setseed=FALSE
in Power2Stage
would have the drawback of differing results even for one scenario (CV, n1) if run again.
Agree.
❝ BTW: What is Anders algo?
The linear regression of type I errors vs. αadj in order to find αadj leading to TIE 0.05 (implemented in the second step of my code). I borrowed the idea from his 2011 paper you quoted. I’m afraid regulators likely will not accept his method of data-driven adjusting α in the interim step (EMA: “The plan to use a two-stage approach must be pre-specified in the protocol along with the adjusted significance levels to be used for each of the analyses”).
❝ His C programs?
I have just a few of them. Given your last improvements
Power2Stage
is almost as fast as his compiled stuff. 
PS: Seems to be a popular topic. ~100 visits / day so far.…
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Helmut Schütz
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Science Quotes
Complete thread:
- How to find a suitable adjusted α? Helmut 2014-05-31 18:20
- Suitable code for suitable adjusted α d_labes 2014-06-02 08:28
- Handling inflation Helmut 2014-06-02 14:44
- Potvin revis(it)ed Helmut 2014-06-02 22:07
- Potvin revis(it)ed d_labes 2014-06-03 08:47
- Montague revis(it)edHelmut 2014-06-03 13:49
- Pocock’s “natural constant” Helmut 2014-10-13 14:53
- Pocock’s “natural constant” ElMaestro 2014-10-13 15:30
- Another “natural constant”? d_labes 2014-10-14 08:56
- Λ Helmut 2014-10-14 13:36
- Potvin revis(it)ed d_labes 2014-06-03 08:47
- Suitable code for suitable adjusted α d_labes 2014-06-02 08:28