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| Reference: alpha adjustment and spending Reference information: http://www2.statistics.com/resources/glossary/a/alphaspfn.ph... In the interim monitoring of clinical trials, multiple looks are taken at the accruing results. In such circumstances, akin to multiple testing, the alpha-value at each look must be adjusted in order to preserve the overall Type-1 Error. Alpha spending functions, (the Pocock family is one such set; the Lan-Demets spending function a more specific case) establish these adjusted alpha-values for each interim monitoring point, given the overall alpha. Typically, they establish relatively high alpha-values for early looks, and lower alpha-values for later looks. Thus, they constitute "stopping boundaries," which, when crossed, indicate that statistical significance has been established. When graphed, a typical set of stopping boundaries looks like an inverted V pointing to the right. (horizontal axis represents number of events recorded, vertical axis the standardized value of the test statistic.) -------------------------------------------------- Note added at 5 godz. (2011-10-26 07:44:02 GMT) -------------------------------------------------- http://en.wikipedia.org/wiki/Multiple_comparisons -------------------------------------------------- Note added at 5 godz. (2011-10-26 07:45:42 GMT) -------------------------------------------------- General methods of alpha adjustment for multiple comparisons Closed testing procedure Bonferroni correction Boole–Bonferroni bound Holm–Bonferroni method Westfall–Young step-down approach of Westfall and Young method of Benjamini and Hochberg Testing hypotheses suggested by the data -------------------------------------------------- Note added at 5 godz. (2011-10-26 07:55:58 GMT) -------------------------------------------------- Tu masz świetne źródło: www.biecek.pl/statystykaMedyczna/WielTestHipotez.pdf Na początku dużo wzorów i teorii, ale ogólnie ładnie opisane o co chodzi. -------------------------------------------------- Note added at 5 godz. (2011-10-26 07:59:18 GMT) -------------------------------------------------- http://pol.proz.com/kudoz/english_to_polish/mathematics_stat... |
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