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arXiv · 2607.07699

Mitigating the Winner's Curse While Controlling Multiplicity: e-Process Methods for Anytime-Valid Inference in Dose-Ranging Trials

Victor K. de la Pena·Fangyuan Lin·Demissie Alemayehu·Victor H. de la Pena
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Abstract

Phase II dose-ranging trials often report the largest observed dose-control effect while inspecting accumulating data repeatedly. This creates two coupled distortions: selection optimism from choosing the empirical winner, known as the winner's curse, and Type I error inflation from multiplicity across doses and interim looks. We develop an anytime-valid procedure for testing whether the best true dose effect exceeds a clinically meaningful margin. The mathematical starting point is a recent selection-premium identity for the running maximum: for dose-control scores, the expected gain from re-selecting the current leader becomes a predictable selection charge. Subtracting this charge gives a residual with nonpositive drift under the composite null; applying a one-sided mixture-exponential construction then yields an e-process and hence an anytime-valid global test. The resulting rule has a transparent ledger form: raw best effect minus selection charge minus monitoring margin, and a ``GO'' decision is made only when the remaining evidence still exceeds the clinical margin. We give plug-in implementations for Gaussian and binary outcomes, prove finite-sample Type I control and anytime lower confidence bounds for the best dose effect, and illustrate the method through a worked example and simulations.

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Victor K. de la Pena, Fangyuan Lin, Demissie Alemayehu, Victor H. de la Pena. 2026-07-08. Mitigating the Winner's Curse While Controlling Multiplicity: e-Process Methods for Anytime-Valid Inference in Dose-Ranging Trials. https://arxiv.org/abs/2607.07699

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