Confidence intervals for secondary parameters following a sequential test

John Whitehead, Susan Todd and W. J. Hall

Journal of the Royal Statistical Society Series B, 2000, vol. 62, issue 4, 731-745

Abstract: In sequential studies, formal interim analyses are usually restricted to a consideration of a single null hypothesis concerning a single parameter of interest. Valid frequentist methods of hypothesis testing and of point and interval estimation for the primary parameter have already been devised for use at the end of such a study. However, the completed data set may warrant a more detailed analysis, involving the estimation of parameters corresponding to effects that were not used to determine when to stop, and yet correlated with those that were. This paper describes methods for setting confidence intervals for secondary parameters in a way which provides the correct coverage probability in repeated frequentist realizations of the sequential design used. The method assumes that information accumulates on the primary and secondary parameters at proportional rates. This requirement will be valid in many potential applications, but only in limited situations in survival analysis.

Date: 2000
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1111/1467-9868.00260

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssb:v:62:y:2000:i:4:p:731-745

Ordering information: This journal article can be ordered from
http://ordering.onli ... 1111/(ISSN)1467-9868

Access Statistics for this article

Journal of the Royal Statistical Society Series B is currently edited by P. Fryzlewicz and I. Van Keilegom

More articles in Journal of the Royal Statistical Society Series B from Royal Statistical Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().