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Some Drawbacks of the Simes Test in the Group Sequential Setting
Statistics in Biopharmaceutical Research ( IF 1.5 ) Pub Date : 2020-01-21 , DOI: 10.1080/19466315.2019.1700156
Ajit C. Tamhane 1 , Jiangtao Gou 2 , Alex Dmitrienko 3
Affiliation  

The Simes test is designed to test a single null hypothesis formed by taking the intersection of multiple null hypotheses using their p-values. In this short note, we explore a novel application of the Simes test for testing a single null hypothesis in a group sequential setting based on the p-values from sequential looks. We refer to this test as the group sequential Simes test (GSST). It turns out, however, that GSST suffers from some drawbacks. The main drawback is that GSST is uniformly less powerful than the reference group sequential test on which it is based. The reason is that the rejection decision of GSST can be based on a test statistic from an earlier stage, which is not a sufficient statistic. This is also a practical drawback. These drawbacks are discussed in this short note.



中文翻译:

组顺序设置中Simes检验的一些缺点

Simes检验旨在测试通过使用其p值获取多个零假设的交集而形成的单个零假设。在本简短说明中,我们探索Simes检验的新颖应用,该检验可在基于p的组顺序设置中测试单个无效假设连续外观的-值。我们将此测试称为组顺序Simes测试(GSST)。然而,事实证明,GSST存在一些缺陷。主要缺点是GSST的功能始终不如它所基于的参考组顺序测试那么强大。原因是GSST的拒绝决策可以基于较早阶段的测试统计信息,而这还不够充分。这也是一个实际的缺点。这些缺点在本简短说明中进行了讨论。

更新日期:2020-01-21
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