For the tough ones [Surveys]
Hi ElMaestro,
Yes. At least this is what my stats friends told me. Note that Bonferroni is the most conservative method in adjusting for multiplicity.*
IMHO, you could gain a little solving the quadratic equation \(\small{1-(1-x)^2=\alpha}\), which leads for α 0.05 to \(\small{(2-\sqrt{4-4\alpha})/2=0.02532057\ldots}\)
Others (f.i. Holm, Hochberg) are less conservative but may lead to a CI which doesn’t include the PE any more. Counterintuitive, but my stats friends just smile about it. See also EMA’s 2012 workshop on multiplicity. If you – really! – have nothing better to do, watch the six (‼) hours of video.
Smaller than one?
Yep. People are working on it (for three years now)…
❝ to round this off, can it be mathematically proven that upper type 1 error asymptotes exist
Yes. At least this is what my stats friends told me. Note that Bonferroni is the most conservative method in adjusting for multiplicity.*
IMHO, you could gain a little solving the quadratic equation \(\small{1-(1-x)^2=\alpha}\), which leads for α 0.05 to \(\small{(2-\sqrt{4-4\alpha})/2=0.02532057\ldots}\)
Others (f.i. Holm, Hochberg) are less conservative but may lead to a CI which doesn’t include the PE any more. Counterintuitive, but my stats friends just smile about it. See also EMA’s 2012 workshop on multiplicity. If you – really! – have nothing better to do, watch the six (‼) hours of video.
❝ for any level of common alpha smaller than 1?
Smaller than one?
❝ I bet that should be possible, too. I'd love to see how. I imagine that to deliver the proof one would have to one way or another get aorund to Owen's Q and non-central t. So I am very certain that would improve yours truly's understanding of statistics for BE.
Yep. People are working on it (for three years now)…
- Since I’m not gifted with enough knowledge to proof anything I can only offer extreme simulations:
library(Power2Stage)
power.2stage.GS(alpha=rep(0.025, 2), n=c(10, 100000),
CV=0.05, theta0=1.25, fCrit="PE", fClower=0, nsims=1e7)
TSD with 2x2 crossover
non-adaptive group sequential with
alpha (s1/s2) = 0.025 0.025
No futility criterion
BE acceptance range = 0.8 ... 1.25
CV= 0.05; n(s1, s2)= 10 1e+05
1e+07 sims at theta0 = 1.25 (p(BE) = TIE 'alpha').
p(BE) = 0.0493985
p(BE) s1 = 0.0250372
Studies in stage 2 = 97.5%
That’s pretty close to what we would expect from Bonferroni (0.049375).
The Japanese stuff gives me 0.0975317 (expected 0.0975).
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Helmut Schütz
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Dif-tor heh smusma 🖖🏼 Довге життя Україна!
Helmut Schütz
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Complete thread:
- Riddle Helmut 2014-10-23 20:11
- Riddle nobody 2014-10-23 20:37
- Riddle Helmut 2014-10-23 20:58
- A wild guess ElMaestro 2014-10-23 22:47
- Partly solved Helmut 2014-10-23 23:08
- Partly solved ElMaestro 2014-10-23 23:19
- Partly solved Helmut 2014-10-23 23:27
- Partly solved ElMaestro 2014-10-23 23:37
- Partly solved Helmut 2014-10-24 00:20
- Solved? d_labes 2014-10-24 13:13
- 99 points! Helmut 2014-10-24 13:19
- For the tough ElMaestro 2014-10-24 14:19
- For the tough onesHelmut 2014-10-24 14:54
- 99 points! nobody 2014-10-24 14:25
- 99 points! Helmut 2014-10-24 15:01
- For the tough ElMaestro 2014-10-24 14:19
- 99 points! Helmut 2014-10-24 13:19
- Solved? d_labes 2014-10-24 13:13
- Partly solved Helmut 2014-10-24 00:20
- Partly solved ElMaestro 2014-10-23 23:37
- Partly solved Helmut 2014-10-23 23:27
- Partly solved ElMaestro 2014-10-23 23:19
- Partly solved Helmut 2014-10-23 23:08
- Riddle nobody 2014-10-23 20:37