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題 名 | On the Bias of Estimation of a Brownian Motion Drift Following Group Sequential Tests |
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作 者 | Li,Zhengqing; DeMets,David L.; | 書刊名 | Statistica Sinica |
卷 期 | 9:4 1999.10[民88.10] |
頁 次 | 頁923-937 |
分類號 | 319.5 |
關鍵詞 | Alpha spending function; Interim analysis; Maximum likelihood; Robustness; Stopping time; |
語 文 | 英文(English) |
英文摘要 | Group sequential tests have been widely used to control the type I error rate at a prespecified level in comparative clinical trials. It is well known that due to the optional sampling effect, conventional maximum likelihood estimates will exaggerate the treatment difference, and hence a bias is introduced. We consider a group sequentially monitored Brownian motion process. An analytical expression of the bias of the maximum likelihood estimate for the Brownian motion drift is derived based on the alpha spending method of Lan and DeMets (1983). Through this formula, the bias can be evaluated exactly by numerical integration. We study how the Brownian motion drift and various alpha spending functions and interim analysis patterns affect the bias. A bias adjusted estimator is described and its properties are investigated. The behavior of this estimator is studied for differing situations. |
本系統中英文摘要資訊取自各篇刊載內容。