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Conditionally unbiased estimation in the normal setting with unknown variances.

Published version
Peer-reviewed

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Type

Article

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Authors

Robertson, David S 
Glimm, Ekkehard 

Abstract

To efficiently and completely correct for selection bias in adaptive two-stage trials, uniformly minimum variance conditionally unbiased estimators (UMVCUEs) have been derived for trial designs with normally distributed data. However, a common assumption is that the variances are known exactly, which is unlikely to be the case in practice. We extend the work of Cohen and Sackrowitz (Statistics & Probability Letters, 8(3):273-278, 1989), who proposed an UMVCUE for the best performing candidate in the normal setting with a common unknown variance. Our extension allows for multiple selected candidates, as well as unequal stage one and two sample sizes.

Description

Keywords

62-07, Selection bias, Two-stage sample, Uniformly minimum variance conditionally unbiased estimation

Journal Title

Commun Stat Theory Methods

Conference Name

Journal ISSN

0361-0926
1532-415X

Volume Title

48

Publisher

Informa UK Limited
Sponsorship
MRC (unknown)