An Approach to the Conditional Error Rate Principle with Nuisance Parameters

作者：Gutjahr Georg^*; Brannath Werner; Bauer Peter

来源：Biometrics, 2011, 67(3): 1039-1046.

DOI：10.1111/j.1541-0420.2010.01507.x

• Adaptive design
• Branch-and-bound
• Conditional error rate principle
• Fisher's exact test
• Linear semi-infinite programming
• Nuisance parameter

In the presence of nuisance parameters, the conditional error rate principle is difficult to apply because of the dependency of the conditional error function of the preplanned test on nuisance parameters. To use the conditional error rate principle with nuisance parameters, we propose to search among tests that guarantee overall error control for the test that maximizes a weighted combination of the conditional error rates over possible values of the nuisance parameters. We show that the optimization problem that defines such a test can be solved efficiently by existing algorithms.

• 出版日期2011-9