Adaptive clinical trials based on design-optimal e-values with automatic curtailment: An application to single-arm trials with binary data

Abstract: The e-value is gaining traction as a robust alternative to p-values and Bayes factors for quantifying statistical evidence. e-values are a promising method for adaptive clinical trials due to their anytime-validity: e-values ensure type I error rate control at any stopping time, facilitating repeated interim analyses, complex stopping rules, and valid inference under protocol deviations. The e-value literature focuses mostly on asymptotic optimality; however, sample sizes in clinical trials are often limited. To this end, we investigate e-value-based designs with finite-horizon optimality for single-arm multi-stage clinical trials with binary data. This setting is relevant in early-phase cancer trials, but it also facilitates an accessible introduction to the betting interpretation of e-values, which we use to construct e-values that either (1) maximize statistical power, or (2) minimize the expected sample size, with or without constraints on the minimum power. We construct these designs through (constrained) dynamic programming based on the currently observed e-value, the maximum sample size, and the pre-specified significance level. Using exact calculations, we show that, next to robustness, e-value-based designs can provide competitive operating characteristics to standard (non-)adaptive designs with and without futility stopping and outperform growth-rate-optimal e-values in finite samples. In addition, small e-values automatically indicate trial continuation is futile, e.g., an e-value of zero indicates the impossibility of an efficacy conclusion. Hence, e-value-based designs provide a viable alternative to the current state-of-the-art in single-arm binary trials, warranting extension to other adaptive clinical trial settings such as multi-arm multi-stage and response-adaptive designs.