© 1995 by Biometrika Trust
Sequential methods for parametric survival models
Department of Biostatistics, Harvard School of Public Health 677 Huntington Avenue, Boston, Massachusetts 02115, U. S.A
The asymptotic sequential distribution is derived for score tests and maximum likelihood estimates in parametric survival models in the presence of nuisance parameters where individuals enter over time and the data are subject to right censoring. It is shown that these sequential tests and estimates have an independent increments structure. This allows the use of standard group sequential methods for early stopping.
Key Words: Censored survival data Counting process Group sequential methods Independent increments Martingale Maximum likelihood estimate Score test