Mathematics – Statistics Theory
Scientific paper
2008-05-20
IMS Collections 2008, Vol. 3, 33-45
Mathematics
Statistics Theory
Published in at http://dx.doi.org/10.1214/074921708000000039 the IMS Collections (http://www.imstat.org/publications/imscollec
Scientific paper
10.1214/074921708000000039
Often in sequential trials additional data become available after a stopping boundary has been reached. A method of incorporating such information from overrunning is developed, based on the ``adding weighted Zs'' method of combining $p$-values. This yields a combined $p$-value for the primary test and a median-unbiased estimate and confidence bounds for the parameter under test. When the amount of overrunning information is proportional to the amount available upon terminating the sequential test, exact inference methods are provided; otherwise, approximate methods are given and evaluated. The context is that of observing a Brownian motion with drift, with either linear stopping boundaries in continuous time or discrete-time group-sequential boundaries. The method is compared with other available methods and is exemplified with data from two sequential clinical trials.
Ding Keyue
Hall Walter J.
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