A repeated significance test in a linear model

Hyune Ju Kim

doi:10.1080/07474949408836298

A repeated significance test in a linear model

Hyune Ju Kim

Department of Mathematics

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

Abstract

In clinical trials we often need a sequential testing procedure for a difference between two medical treatments whose effectiveness is influenced by prognostoc factors. This article considers a repeated significance test on regression coefficients in a linear regression model. We first derive approximations for the overall significance level and power of the test and compare our test with a fixed sample test. We then discuss applications of these results to the sequential comparison of two treatments and also discuss the effect of allocation rules on the behavior of the test statistics.

Original language	English (US)
Pages (from-to)	113-126
Number of pages	14
Journal	Sequential Analysis
Volume	13
Issue number	2
DOIs	https://doi.org/10.1080/07474949408836298
State	Published - Jan 1 1994

Keywords

allocation rule
asymptotic distribution
sequential regression

ASJC Scopus subject areas

Statistics and Probability
Modeling and Simulation

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10.1080/07474949408836298

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title = "A repeated significance test in a linear model",

abstract = "In clinical trials we often need a sequential testing procedure for a difference between two medical treatments whose effectiveness is influenced by prognostoc factors. This article considers a repeated significance test on regression coefficients in a linear regression model. We first derive approximations for the overall significance level and power of the test and compare our test with a fixed sample test. We then discuss applications of these results to the sequential comparison of two treatments and also discuss the effect of allocation rules on the behavior of the test statistics.",

keywords = "allocation rule, asymptotic distribution, sequential regression",

author = "Kim, {Hyune Ju}",

note = "Funding Information: This research was supported in part by NIH grant, CA 56713. A Part of the results was derived during the author's stay in the Department of Biostatistics at Harvard University. The author wishes to thank Professor P.K. Sen for his thoughtful comments and suggestions.",

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N2 - In clinical trials we often need a sequential testing procedure for a difference between two medical treatments whose effectiveness is influenced by prognostoc factors. This article considers a repeated significance test on regression coefficients in a linear regression model. We first derive approximations for the overall significance level and power of the test and compare our test with a fixed sample test. We then discuss applications of these results to the sequential comparison of two treatments and also discuss the effect of allocation rules on the behavior of the test statistics.

AB - In clinical trials we often need a sequential testing procedure for a difference between two medical treatments whose effectiveness is influenced by prognostoc factors. This article considers a repeated significance test on regression coefficients in a linear regression model. We first derive approximations for the overall significance level and power of the test and compare our test with a fixed sample test. We then discuss applications of these results to the sequential comparison of two treatments and also discuss the effect of allocation rules on the behavior of the test statistics.

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KW - asymptotic distribution

KW - sequential regression

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A repeated significance test in a linear model

Abstract

Keywords

ASJC Scopus subject areas

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