On the efficiency of the independent segments procedure: A direct comparison with sequential probability ratio tests.

Abstract

In this comment, we report a simulation study that assesses error rates and average sample sizes required to reach a statistical decision for two sequential procedures, the sequential probability ratio test (SPRT) originally proposed by Wald (1947) and the independent segments procedure (ISP) recently suggested by Miller and Ulrich (2020). Following Miller and Ulrich (2020), we use sequential one-tailed t tests as examples. In line with the optimal efficiency properties of the SPRT already proven by Wald and Wolfowitz (1948), the SPRT outperformed the ISP in terms of efficiency without compromising error probability control. The efficiency gain in terms of sample size reduction achieved with the SPRT t test relative to the ISP may be as high as 25%. We thus recommend the SPRT as a default sequential testing procedure especially for detecting small or medium hypothesized effect sizes under H1 whenever a priori knowledge of the maximum sample size is not crucial. If a priori control of the maximum sample size is mandatory, however, the ISP is a very useful addition to the sequential testing literature. (PsycInfo Database Record (c) 2021 APA, all rights reserved).