Distribution theory of group sequential t,χ2and F-tests for general linear models
作者:
Christopher Jennison,
Bruce W. Turnbull,
期刊:
Sequential Analysis
(Taylor Available online 1997)
卷期:
Volume 16,
issue 4
页码: 295-317
ISSN:0747-4946
年代: 1997
DOI:10.1080/07474949708836390
出版商: Marcel Dekker, Inc.
关键词: clinical trial;F-test;general linear model;group sequential testing;longitudinal data;mixed effects model;repeated measurements;t-test; χ2test
数据来源: Taylor
摘要:
We derive the joint distribution of the sequence of estimates of the parameter vector θ in a normal general linear model when data accumulate over a series of analyses. This seclllerlce of estimates has a remarkably simple covariance structure, even when observations are correlated, allowing standard group sequential tests to be applied in very general settings. If observations variaices and covariances depend on an unknown scale factor σ2, the joint distribution of the sequence of estimates of θ σ2has a simple form. again even in the case of correlated observations. From these results, we establish a general treatment of group sequential t,χ2and F-tests.
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