Tough job [Two-Stage / GS Designs]

posted by Helmut Homepage – Vienna, Austria, 2012-08-31 20:37 (4678 d 15:54 ago) – Posting: # 9135
Views: 21,840

Hi GSD!

❝ […] I will then run the actual simulation and for each run query the result tables. Assuming I use 10^4 simulations, the production of all these tables should take no longer than 2 weeks.


Yes, but as I said at the end of my post not only the grid is too coarse, but IMHO 104 sim’s are not enough.

❝ When I simulate from a normal distribution with mean centered on ln(0.8) or ln(1.25) and employ the different models based on the different sample CVs, I get a wildly inflated type I error.


A technical question: How do you define the mean and CV in log-scale? Maybe this post helps.

❝ Let’s just start with the usual 1-stage design with a full replicate model and consider EMA scaling. If I simulate as above, I get an empirical type I error of 5.1%, 8.5% 25.4%, 36.9%, 47.1% and 49.8% for CVs of 10%, 30%, 35%, 40%, 50% and 70% respectively. (The sample size that I used in each case was powered at 80%).


Terrible – and surprising. With a CV of 10% we should expect to very rarely have to employ the ABEL model. Stupid question: Which one of Potvin’s methods are you aiming at? With Method B I would not expect such a large inflation. Right now I’m re-calculating their tables (up to 50% CV with a narrower grid and the exact method rather than the shifted t). Here is a Krig-surface in order to interpolate sim’s which are not completed yet:

[image]

The critical region runs from [n1 12 – 21 | CV 26] to [n1 44 - 50 | CV 60 – 48]. Below CV 12% (n1 12) and 30% (n1 60) the framework is extremely conservative (αemp. ~ αadj.).

❝ Should I try instead to find the center of the distribution that would allow me to control the type I error at exactly 5%? For example, when the CV is 40%, if I simulate from a normal distribution with mean centered on 0.748, it will give me an empirical type I error of ~5%.


Doesn’t make sense. ln(0.8)/ln(1.25) are fixed margins and we are testing for no inflation there. 0.748 is outside the margin and the GMR-restriction would reject all studies.

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