Type of Copula      τ Global Type I                         PFS                         OS     Error Rate 1st Interim Final Analysis Type I Error 1st Interim Final Analysis Type I Error Type-I error rate   0.05 0.00067 0.02479 0.025 0.00067 0.02479 0.025 Independence 0 0.054 0.0008 0.0280 0.0288 0.0008 0.026 0.0260 Normal 0.10 0.050 0.0007 0.0249 0.0256 0.0010 0.0251 0.0255   0.30 0.046 0.0008 0.0224 0.0232 0.0006 0.0256 0.0256   0.50 0.048 0.0010 0.0260 0.0270 0.0009 0.0259 0.0270   0.70 0.043 0.0005 0.0265 0.027 0.0006 0.0250 0.0253 Frank 0.10 0.049 0.0009 0.0224 0.0233 0.0006 0.0258 0.0262   0.30 0.049 0.0009 0.0242 0.0251 0.0007 0.0245 0.0253   0.50 0.046 0.0006 0.0265 0.0271 0.0009 0.0233 0.0234   0.70 0.044 0.0009 0.0250 0.0259 0.0005 0.0279 0.0279 Gumbel 0.10 0.051 0.0006 0.0262 0.0268 0.0002 0.0256 0.0257   0.30 0.049 0.0012 0.0250 0.0262 0.0008 0.0254 0.0255   0.50 0.042 0.0006 0.0234 0.0240 0.0005 0.0242 0.0243   0.70 0.041 0.0005 0.0254 0.0259 0.0004 0.0253 0.0254

Table 3: Empirical global type I error rates, empirical signficance level for each endpoint and proportion of not terminating the trial early assuming equal allocation of type I error rate of 0.025 for each endpoint and using Pampallona-Tsiatis boundaries; results based on 10,000 simulations.