© 2003 by Biometrika Trust
Inference about a secondary process following a sequential trial
1 Department of Biostatistics, University of Rochester, Rochester, New York 14642-8630, U.S.Ahall{at}bst.rochester.edu 2 Department of Statistics, The Hebrew University of Jerusalem, Jerusalem 91905, Israel.msby{at}mscc.huji.ac.il
We consider the following sequential testing problem.A group-sequential or fully-sequential test is carried out for a primary parameter, using a score process or an effective score process to eliminate nuisance parameters. After stopping, the possibility of additional parameters is considered, and appropriate tests and estimators are desired that recognise the sequential stopping rule. We formulate an asymptotic multi-dimensional Gaussian process form of such problems, and then construct tests and confidence procedures. Optimality conditions are given, and an example is summarised.
Key Words: Clinical trial; Gaussian process; Median-unbiased estimator; Testing for interaction; Unbiased test
Received June 2002. Revised December 2002
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