Publication
Title
On the sample mean after a group sequential trial
Author
Abstract
A popular setting in medical statistics is a group sequential trial with independent and identically distributed normal outcomes, in which interim analyses of the sum of the outcomes are performed. Based on a prescribed stopping rule, one decides after each interim analysis whether the trial is stopped or continued. Consequently, the actual length of the study is a random variable. It is reported in the literature that the interim analyses may cause bias if one uses the ordinary sample mean to estimate the location parameter. For a generic stopping rule, which contains many classical stopping rules as a special case, explicit formulas for the expected length of the trial, the bias, and the mean squared error (MSE) are provided. It is deduced that, for a fixed number of interim analyses, the bias and the MSE converge to zero if the first interim analysis is performed not too early. In addition, optimal rates for this convergence are provided. Furthermore, under a regularity condition, asymptotic normality in total variation distance for the sample mean is established. A conclusion for naive confidence intervals based on the sample mean is derived. It is also shown how the developed theory naturally fits in the broader framework of likelihood theory in a group sequential trial setting. A simulation study underpins the theoretical findings.
Language
English
Source (journal)
Computational statistics and data analysis / International Association for Statistical Computing. - Amsterdam, 1983, currens
Publication
Amsterdam : North-Holland , 2018
ISSN
0167-9473 [print]
1872-7352 [online]
DOI
10.1016/J.CSDA.2018.03.016
Volume/pages
125 (2018) , p. 104-118
ISI
000433655200008
Full text (Publisher's DOI)
Full text (open access)
UAntwerpen
Faculty/Department
Research group
Publication type
Subject
Affiliation
Publications with a UAntwerp address
External links
Web of Science
Record
Identifier
Creation 16.04.2018
Last edited 02.10.2024
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