GROUP SEQUENTIAL MONITORING OF DISTRIBUTION-FREE ANALYSES OF REPEATED MEASURES

In many clinical trials the principal analysis consists of a 1 degree of freedom test based on an aggregate summary statistic for a set of repeated measures. Various methods have been proposed for the marginal analysis of such repeated measures that entail estimates of a measure of treatment group difference (the treatment effect) at each of K repeated measures and a consistent estimate of the covariance matrix, where asymptotically these estimates are normally distributed. One can then obtain an overall large sample 1-d.f. test of group differences, such as by taking the average of these K estimates. These methods include the Wei–Lachin family of multivariate rank tests and a corresponding multivariate analysis using the Mann–Whitney difference estimator as a measure of treatment group differences. Other methods, such as O'Brien's non-parametric test, are based on a single summary score for each patient, such as the within-patient mean value. These, and other such methods, allow for some observations to be missing at random. Herein I employ sequential data augmentation to conduct group sequential analyses using a 1 degree of freedom test from a multivariate Mann–Whitney analysis and for the O'Brien rank test. Su and Lachin used this method to perform group sequential analyses of a vector of Hodges–Lehmann estimators. By augmentating the data from the sequential looks in a single analysis, one obtains an estimate of the covariance of the estimates at each look, from which one obtains an estimate of the correlations among the sequential 1-d.f. test statistics. I describe a simple secant algorithm to determine the group sequential boundaries based on recursive integration of the standard multivariate normal distribution with the estimated correlation matrix. Although the boundary obtains readily using the method of Slud and Wei, the more flexible method of Lan and DeMets may be preferred. The true information fraction at each look, needed to apply the spending function method of Lan and DeMets, however, is unknown. Thus, I also describe the use of a surrogate measure of information. © 1997 by John Wiley & Sons, Ltd.