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Sequential tests and estimators after overrunning based on maximum-likelihood ordering

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  • W. J. Hall

Abstract

Often in sequential trials some additional data become available after a stopping boundary has been reached. A method for incorporating such information from overrunning is developed, based on a maximum-likelihood ordering of the sample space after overrunning. This yields a p-value for the primary test and a median-unbiased estimator and confidence intervals for the parameter under test. 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 methods apply to many clinical trials and are exemplified with data from a survival-analysis-based sequential clinical trial. Copyright Biometrika Trust 2002, Oxford University Press.

Suggested Citation

  • W. J. Hall, 2002. "Sequential tests and estimators after overrunning based on maximum-likelihood ordering," Biometrika, Biometrika Trust, vol. 89(3), pages 699-708, August.
    • Handle: RePEc:oup:biomet:v:89:y:2002:i:3:p:699-708
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    Cited by:

    1. Marina Roshini Sooriyarachchi & John Whitehead & Kim Bolland & Anne Whitehead, 2003. "Incorporating Data Received after a Sequential Trial Has Stopped into the Final Analysis: Implementation and Comparison of Methods," Biometrics, The International Biometric Society, vol. 59(3), pages 701-709, September.

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