Sequential tests and estimates after overrunning based on p-value combination
W. J. Hall, Keyue Ding
Abstract
Often in sequential trials additional data become available after a stopping boundary has been reached. A method of incorporating such information from overrunning is developed, based on the “adding weighted Zs” method of combining p-values. This yields a combined p-value for the primary test and a median-unbiased estimate and confidence bounds for the parameter under test. When the amount of overrunning information is proportional to the amount available upon terminating the sequential test, exact inference methods are provided; otherwise, approximate methods are given and evaluated. The context is that of observing a Brownian motion with drift, with either linear stopping boundaries in continuous time or discrete-time group-sequential boundaries. The method is compared with other available methods and is exemplified with data from two sequential clinical trials.
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Primary Subjects: 62L10
Secondary Subjects: 62P10
Keywords: delayed observations; deletion method; double sampling; lagged data; meta analysis; ML ordering; sequential clinical trial
Full-text: Open access
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Permanent link to this document: http://projecteuclid.org/euclid.imsc/1209398458
Digital Object Identifier: doi:10.1214/074921708000000039
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