Confidence intervals in group sequential trials for a binomial parameter
Rufibach, K. (2006, revised 2011).
Group sequential procedures are widely employed in phase II clinial trials. Often, only an uncorrected point estimate and/or confidence intervals for the true response rate are given at the end of the trial, irrespective of its multistage nature. Such estimates are generally biased.
The R code below enables one to calculate a (unbiased) point estimate (Jung & Kim, 2004) and confidence intervals (Jennison & Turnbull, 2000) which are corrected for the Stage 1 and Stage 2 decisions (the code is applicable to trials with at most 3 stages).
Examples of phase II trials, taken from the respective publications
For comparisons of the corrected interval to the ordinary Clopper-Pearson intervals check out this plot which applies the code to the first example above.
References
Jennison, C., Turnbull, B. W. (2000). Group sequential methods with applications to clinical trials. Chapman & Hall, Boca Raton.
Jung, S. H., Kim, K. M. (2004). On the estimation of the binomial probability in multistage clinical trials. Statist. Med., 23, 881-896.








