Optimal weighted Bonferroni tests and their graphical extensions

• Published in: Statistics in medicine Vol. 43; no. 3; pp. 475 - 500
• Main Authors: Xi, Dong, Chen, Yao
• Format: Journal Article
• Language: English
• Published: Hoboken, USA John Wiley & Sons, Inc 10.02.2024; Wiley Subscription Services, Inc
• Subjects: Algorithms; Bonferroni test; Clinical outcomes; conjunctive power; constrained nonlinear optimization; disjunctive power; family‐wise error rate; graphical approach; Hypotheses; Optimization; disjunctive power; conjunctive power; constrained nonlinear optimization; Bonferroni test; family-wise error rate; graphical approach
• ISSN: 0277-6715; 1097-0258
• DOI: 10.1002/sim.9958

Regulatory guidelines mandate the strong control of the familywise error rate in confirmatory clinical trials with primary and secondary objectives. Bonferroni tests are one of the popular choices for multiple comparison procedures and are building blocks of more advanced procedures. It is usually of interest to find the optimal weighted Bonferroni split for multiple hypotheses. We consider two popular quantities as the optimization objectives, which are the disjunctive power and the conjunctive power. The former is the probability to reject at least one false hypothesis and the latter is the probability to reject all false hypotheses. We investigate the behavior of each of them as a function of different Bonferroni splits, given assumptions about the alternative hypotheses and correlations between test statistics. Under independent tests, unique optimal Bonferroni weights exist; under dependence, optimal Bonferroni weights may not be unique based on a fine grid search. In general, we propose an optimization algorithm based on constrained nonlinear optimization and multiple starting points. The proposed algorithm efficiently identifies optimal Bonferroni weights to maximize the disjunctive or conjunctive power. In addition, we apply the proposed algorithm to graphical approaches, which include many Bonferroni‐based multiple comparison procedures. Utilizing the closed testing principle, we adopt a two‐step approach to find optimal graphs using the disjunctive power. We also identify a class of closed test procedures that optimize the conjunctive power. We apply the proposed algorithm to a case study to illustrate the utility of optimal graphical approaches that reflect study objectives.