Conditionally unbiased estimation in the normal setting with unknown variances.
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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.
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Keywords
62-07, Selection bias, Two-stage sample, Uniformly minimum variance conditionally unbiased estimation
Journal Title
Commun Stat Theory Methods
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Journal ISSN
0361-0926
1532-415X
1532-415X
Volume Title
48
Publisher
Informa UK Limited
Publisher DOI
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MRC (unknown)