It is a challenge to design randomized trials when it is suspected that a treatment may benefit only certain subsets of the target population. In such situations, trial designs have been proposed that modify the population enrolled based on an interim analysis, in a preplanned manner. For example, if there is early evidence that the treatment only benefits a certain subset of the population, enrollment may then be restricted to this subset. At the end of such a trial, it is desirable to draw inferences about the selected population. We focus on constructing confidence intervals for the average treatment effect in the selected population. Confidence interval methods that fail to account for the adaptive nature of the design may fail to have the desired coverage probability. We provide a new procedure for constructing confidence intervals having at least 95% coverage probability, uniformly over a large class of possible data generating distributions. We prove an optimality property for our confidence interval procedure in terms of minimizing the average confidence interval widths.
Available at: http://works.bepress.com/michael_rosenblum/48/