Repeated confidence intervals for group sequential clinical trials

We describe methods for the construction of valid confidence intervals for parameters of interest at repeated times during the course of a clinical trial with two treatments. This approach gives the investigator a way to monitor the trial and allows greater flexibility than methods that have rigid statistical stopping rules. Two situations are considered. In the first, responses are available immediately and normally distributed, the parameter of interest being the difference in means. In the second, observations are survival times and a proportional hazards model is assumed. Here the parameter of interest is the hazard ratio. Group sequential tests can be based on repeated confidence interval methods and these are compared to other multiple testing procedures that have been proposed.