Approximate multinormal probabilities applied to correlated multiple endpoints in clinical trials

Abstract

Clinical trials with multiple endpoints incur increased familywise type I errors. The Bonferroni correction is a common method used to modify the p-values to account for multiple significance testing. For independent endpoints the Bonferroni method is slightly conservative whereas with high correlation the conservatism is extreme, as demonstrated by Pocock et al. This paper presents a procedure which allows for the correlation present, whilst adjusting the multiple p-values. The method is based on an approximation derived for multinormal probabilities.