Relations among Three Parametric Multiple Testing Methods for Correlated Tests.

Multiple endpoints in clinical trials are usually correlated. To control the family-wise type I error rate, both Huque and Alosh's flexible fixed-sequence (FFS) testing method and Li and Mehrotra's adaptive alpha allocation approach (4A) have taken into account correlations among endpoints. I suggested a weighted multiple testing correction (WMTC) for correlated tests and compared it with FFS. However, the relationship between the 4A method and the FFS method or the relationship between the 4A method and the WMTC method has not been studied. In this paper, simulations are conducted to investigate these relationships. Tentative guidelines to help choosing an appropriate method are provided.