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Abstract Details
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Activity Number:
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577
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Type:
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Contributed
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Date/Time:
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Wednesday, August 1, 2012 : 2:00 PM to 3:50 PM
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Sponsor:
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International Chinese Statistical Association
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| Abstract - #306575 |
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Title:
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Parameter Estimation Following a Group Sequential Test: A Likelihood Ratio Estimator
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Author(s):
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Tung-Lung Wu*+
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Companies:
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Address:
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206-1691 Pembina Hwy, Winnipeg, MB, R3T 2G6, Canada
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Keywords:
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likelihood ratio estimator ;
group sequential test ;
finite Markov chain imbedding ;
Brownian motion ;
clinical trials
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Abstract:
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The group sequential method has recently gained much attention in clinical trials. Parameter estimation after a group sequential test is also important for the investigator. It is known that the maximum likelihood estimator (MLE) is biased. Hence, many results were given by many authors whether they tried to reduce the bias or developed an unbiased estimator, such as truncation-adaptable unbiased estimators given by Liu and Hall (1999). It has been shown by Fu (1985) that the likelihood ratio estimator (LRE) performs better than the MLE when the trials are independent and identically distributed under non-sequential setting. In this talk, we consider the parameter estimation following a group sequential test and present the LRE under sequential setting. A numerical study is given to compare the LRE with other estimators such as the MLE.
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Authors who are presenting talks have a * after their name.
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