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Sequential tests and estimates after overrunning based on p-value combination
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.
First available in Project Euclid: 28 April 2008
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Primary: 62L10: Sequential analysis
Secondary: 62P10: Applications to biology and medical sciences
Copyright © 2008, Institute of Mathematical Statistics
Hall, W. J.; Ding, Keyue. Sequential tests and estimates after overrunning based on p -value combination. Pushing the Limits of Contemporary Statistics: Contributions in Honor of Jayanta K. Ghosh, 33--45, Institute of Mathematical Statistics, Beachwood, Ohio, USA, 2008. doi:10.1214/074921708000000039. https://projecteuclid.org/euclid.imsc/1209398458
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