Phase I cancer chemotherapy trials are designed to determine rapidly t
he maximum tolerated dose of a new agent for further study. A recently
proposed Bayesian method, the continual reassessment method, has been
suggested to offer an improvement over the standard design of such tr
ials. We find the previous comparisons did not completely address the
relative performance of the designs as they would be used in practice.
Our results indicate that with the continual reassessment method, mor
e patients will be treated at very high doses and the trials will take
longer to complete. We offer some suggested improvements to both the
standard design and the Bayesian method.