On the sample mean after a group sequential trial

DOI10.1016/J.CSDA.2018.03.016zbMATH Open1469.62020arXiv1706.01291OpenAlexW2963216080MaRDI QIDQ1662931FDOQ1662931

Authors: Y. Aharonov 

Publication date: 20 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1706.01291

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zbMATH Keywords

confidence intervalbiasmean squared errorsample meangroup sequential triallikelihood theory

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Parametric tolerance and confidence regions (62F25) Sequential statistical analysis (62L10)

Cites Work

• Normal Approximation by Stein’s Method
• Unbiased estimation following a group sequential test
• Estimation after sequential testing: A simple approach for a truncated sequential probability ratio test
• Estimation Following Sequential Tests
• Confidence Intervals for a Normal Mean Following a Group Sequential Test

Cited In (4)

• A Computationally Simpler Algorithm for the UMVUE of a Normal Mean Following a Group Sequential Trial
• Point estimation after early stopping in a repeated measures trial
• An approach theoretic version of Anscombe's theorem with an application in biostatistics
• On asymptotic normality in estimation after a group sequential trial

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