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Sample size calculations are important and difficult in clinical trails because they depend on the nuisance parameter and treatment effect. Recently, much attention has been focused on two-stage methods whereby the first stage constitutes an internal pilot study used to estimate parameters and revise the final sample size. This paper reviews two-stage methods based on estimation of nuisance parameters in either a continuous or dichotomous outcome setting.
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Michael A. Proschan (2005) studied this question.
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