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Conditional Maximum Likelihood Estimation Following a Group Sequential Test
Author(s) -
Liu Aiyi,
Troendle James F.,
Yu Kai F.,
Yuan Vivian W.
Publication year - 2004
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.200410076
Subject(s) - statistics , estimation , maximum likelihood , mathematics , test (biology) , likelihood ratio test , econometrics , economics , paleontology , management , biology
We consider estimation after a group sequential test. An estimator that is unbiased or has small bias may have substantial conditional bias (Troendle and Yu, 1999, Coburger and Wassmer, 2001). In this paper we derive the conditional maximum likelihood estimators of both the primary parameter and a secondary parameter, and investigate their properties within a conditional inference framework. The method applies to both the usual and adaptive group sequential test designs. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)