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Variance Estimation in Clinical Studies with Interim Sample Size Reestimation
Author(s) -
Miller Frank
Publication year - 2005
Publication title -
biometrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.298
H-Index - 130
eISSN - 1541-0420
pISSN - 0006-341X
DOI - 10.1111/j.1541-0420.2005.00315.x
Subject(s) - estimator , variance (accounting) , sample size determination , interim , statistics , point estimation , estimation , unbiased estimation , mathematics , sample (material) , econometrics , point (geometry) , computer science , chemistry , geometry , accounting , archaeology , management , chromatography , economics , business , history
Summary We consider clinical studies with a sample size reestimation based on the unblinded variance estimation at some interim point of the study. Because the sample size is determined in such a flexible way, the usual variance estimator at the end of the trial is biased. We derive sharp bounds for this bias. These bounds have a quite simple form and can help for the decision if this bias is negligible for the actual study or if a correction should be done. An exact formula for the bias is also provided. We discuss possibilities to get rid of this bias or at least to reduce the bias substantially. For this purpose, we propose a certain additive correction of the bias. We see in an example that the significance level of the test can be controlled when this additive correction is used.