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.