I've thought about your proposal.  Pages of mathematics with sups over
composite parameter spaces reduce to this: The two-stage procedure is
equivalent to a two-sided test. That is, from his/her behavior, it would
be impossible to tell whether someone was acting according to your
proposed two-stage procedure or a usual two-sided test.  In both cases,
the ultimate outcome (whether it's done in one step or two) is that an
action is taken whether the difference between treatment and control is
large positive or large negative.



Alan McLean ([EMAIL PROTECTED]) wrote:

: I agree totally that if the treatment appears to be significantly worse
: than the control treatment (as in your last paragraph below, and as you
: illustrate with an example on the web page) you have to do something
: about it. But - this 'something' is quite different from the 'something'
: you do if you conclude that the treatment is significantly better than
: the control.

: In essence, you are setting up a second question - that is, a second
: pair of hypotheses. The primary question is: Is the new treatment better
: than the control? (This has to be the primary question in most such
: research - it would certainly be unethical to trial a treatment that you
: think is worse than the control.) The secondary question is: Is the new
: treatment worse than the control?

: Actually the secondary question is: If the new treatment is no better,
: is it worse than the control?

: I concede that you can view these two questions as one, but I think that
: that is confusing and (therefore) not good design.



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