Correlation Between Test Statistics

It is evident that the composite endpoint is, by definition, correlated to its components as every event related to a component is also an event in the composite. This correlation might be incorporated in different ways in the planning stage and/or the analysis of the trial and is hence of general interest. Therefore, in this chapter the correlations between a composite and a single component and the correlation between two individual components are deduced for binary and time-to-event endpoints.