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Covariance and variance evaluations of two estimators for drug–placebo difference in a trial with sequential parallel design

Yanning Liu

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 18, 9194-9217

Abstract: Chen et al. [Contemp. Clin. Trials, 32: 592–604 (2011)] heuristically proved that the covariance of two estimators is zero assuming equal correlation coefficients. In this article, the above covariance is analytically and rigorously re-derived without any strong assumption in equality between two correlation coefficients. Under rigorous analytic derivations plus assuming number of subjects continuing into Period 2 is a random variable, covariance is reconfirmed to be zero for both normal and binomial data.

Date: 2017
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DOI: 10.1080/03610926.2016.1205613

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