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

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  • Yanning Liu

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.

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  • Yanning Liu, 2017. "Covariance and variance evaluations of two estimators for drug–placebo difference in a trial with sequential parallel design," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(18), pages 9194-9217, September.
    • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:9194-9217
    DOI: 10.1080/03610926.2016.1205613
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