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Biometrika 1996 83(2):453-461; doi:10.1093/biomet/83.2.453
© 1996 by Biometrika Trust
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MISCELLANEA

Point and interval estimation following a sequential clinical trial

SUSAN TODD1, JOHN WHTTEHEAD1 and KAREN M. FACEY2

1The Medical & Pharmaceutical Statistics Research Unit, The University of Reading P. O. Box 240, Earley Gate, Reading, Berkshire RG6 6FN, U. K.
2Medicines Control Agency Market Towers, 1 Nine Elms Lane, London SW8 5NQ, U. K.

The usual methodology employed in analysis after a sequential clinical trial is based on orderings of the possible samples resulting from the design. However, this approach lacks flexibility for use in wider applications. In this paper two estimation techniques not based on orderings are considered and modified to obtain improved accuracy. A bias-adjusted maximum likelihood estimate together with a new and general method for setting confidence limits are discussed. The realistic scenario of group sequential monitoring is assumed and methods for exact estimation are given. Accuracy of the methodology after a triangular test and an O'Brien & Fleming test are demonstrated through simulation.

Key Words: Bias adjustment • Clinical trial • Confidence interval • Estimation • Sequential analysis


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