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- Title
Confidence intervals for secondary parameters following a sequential test.
- Authors
Whitehead, John; Todd, Susan; Hall, W. J.
- 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.
- Subjects
CONFIDENCE intervals; PARAMETER estimation; PROBABILITY theory
- Publication
Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2000, Vol 62, Issue 4, p731
- ISSN
1369-7412
- Publication type
Article
- DOI
10.1111/1467-9868.00260