PARAMETER-ESTIMATION FOLLOWING GROUP SEQUENTIAL HYPOTHESIS-TESTING
PARAMETER-ESTIMATION FOLLOWING GROUP SEQUENTIAL HYPOTHESIS-TESTING
复制标题
DOI：
10.2307/2337110
复制
发表时间：
1990-12-01
期刊：
影响因子：
2.7
通讯作者：
FLEMING, TR
中科院分区：
文献类型：
--
作者：
EMERSON, SS;FLEMING, TR
未能对成组序贯检验设计的中期分析进行调整的参数估计技术将引入偏倚，其方式与重复使用单样本假设检验导致第一类统计错误率膨胀的方式大致相同。基于假设检验和区间估计的对偶性的方法需要定义检验统计量的结果空间的排序。本文研究了方差已知的正态分布均值的分组序贯假设检验估计。基于均值的最大似然估计的样本空间的一个建议的排序被发现产生的估计与由Tsiatis，Rosner和Mehta（1984）和Chang和O''Brien（1986）对各种组序贯设计研究的排序计算的估计相比是有利的。建议的排序，然后适应使用时，分析之间累积的组的大小是随机的。
Parameter estimation techniques which fail to adjust for the interim analyses of group sequential test designs will introduce bias in much the same way that the repeated use of single sample hypothesis testing causes inflation of the type one statistical error rate. Methods based on the duality of hypothesis testing and interval estimation require definition of an ordering for the outcome space for the test statistic. In this paper, estimation following a group sequential hypothesis test for the mean of a normal distribution with known variance is investigated. A proposed ordering of the sample space based on the maximum likelihood estimate of the mean is found to result in estimates which compare favourably with estimates computed from orderings investigated by Tsiatis, Rosner and Mehta (1984) and Chang and O''Brien (1986) for a variety of group sequential designs. The proposed ordering is then adapted for use when the sizes of groups accrued between analyses is random.