Safe Sequential Testing and Effect Estimation in Stratified Count Data

Abstract

Sequential decision making significantly speeds up research and is more cost-effective compared to fixed-n methods. We present a method for sequential decision making for stratified count data that retains Type-I error guarantee or false discovery rate under optional stopping, using e-variables. We invert the method to construct stratified anytime-valid confidence sequences, where cross-talk between subpopulations in the data can be allowed during data collection to improve power. Finally, we combine information collected in separate subpopulations through pseudo-Bayesian averaging and switching to create effective estimates for the minimal, mean and maximal treatment effects in the subpopulations.