This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
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Activity Number:
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301
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Type:
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Contributed
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Date/Time:
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Tuesday, August 3, 2010 : 8:30 AM to 10:20 AM
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Sponsor:
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IMS
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| Abstract - #308540 |
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Title:
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Admissibility of Naive Estimator Under LINEX Loss in a Two-Stage Design
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Author(s):
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AnqiI Sun*+ and Mark Yang
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Companies:
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University of Florida and University of Florida
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Address:
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3324 W University Ave 357, Gainesville, FL, 32607,
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Keywords:
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admissible estimator ;
LINEX loss ;
two-stage clinical trial ;
naive estimation
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Abstract:
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We consider a study comparing k treatments with a control in a two-stage drop-the-loser design which picks the most promising treatment in the first stage and confirms whether the selected treatment is indeed better than the control in the second stage. The purpose of this paper is to estimate the mean difference between this selected treatment and the control. We have proven that the naive weighted average of the first and second stage differences is inadmissible under the LINEX loss function. A set of admissible estimators has been constructed.
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