Document Server@UHasselt >
Research publications >
Please use this identifier to cite or link to this item:
|Title: ||Estimation After a Group Sequential Trial|
|Authors: ||Milanzi, Elasma|
Alonso Abad, Ariel
Kenward, Michael G
Tsiatis, Anastasios A
|Issue Date: ||2014|
|Abstract: ||Group sequential trials are one important instance of studies for which the sample size is not xed a priori but rather takes one of a nite set of pre-speci ed values, dependent on the observed data. Much work has been devoted to the inferential consequences of this design feature. Molenberghs et al (2012) and Milanzi et al (2012) reviewed and extended the existing literature, focusing on a collection of seemingly disparate, but related, settings, namely completely random
sample sizes, group sequential studies with deterministic and random stopping rules, incomplete data, and random cluster sizes. They showed that the ordinary sample average is a viable option for estimation following a group sequential trial, for a wide class of stopping rules and for random outcomes with a distribution in the exponential family. Their results are somewhat surprising in the sense that the sample average is not optimal, and further, there does not exist an optimal, or even, unbiased linear estimator. However, the sample average is asymptotically unbiased, both conditionally upon the observed sample size as well as marginalized over it. By exploiting ignorability they showed that the sample average is the conventional maximum likelihood estimator. They also showed that a conditional maximum likelihood estimator is nite
sample unbiased, but is less e cient than the sample average and has the larger mean squared error. Asymptotically, the sample average and the conditional maximum likelihood estimator are equivalent.
This previous work is restricted however to the situation in which the the random sample size can take only two values, N = n or N = 2n. In this paper, we consider the more practically
useful setting of sample sizes in a the nite set fn1; n2; : : : ; nLg. It is shown that the sample average is then a justi able estimator , in the sense that it follows from joint likelihood estimation, and it is consistent and asymptotically unbiased. We also show why simulations can give the false impression of bias in the sample average when considered conditional upon the sample size.
The consequence is that no corrections need to be made to estimators following sequential trials. When small-sample bias is of concern, the conditional likelihood estimator provides a relatively
straightforward modi cation to the sample average. Finally, it is shown that classical likelihood-based standard errors and con dence intervals can be applied, obviating the need for technical corrections.|
|Type: ||Working Paper|
|Appears in Collections: ||Research publications|
Files in This Item:
|N/A||568.28 kB||Adobe PDF|
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.