Estimation of treatment difference following a sequential clinical trial

Abstract To reduce the number of patients needed to reach a conclusion in a clinical trial, a sequential trial design may be used. In theory the distribution of responses is biased when a sequential trial is stopped. The usual estimation methods of treatment difference applied in nonsequential situations are, therefore, not necessarily applicable following a sequential test. Whitehead (1983) proposed a method for estimating the treatment effect following some types of two-sample sequential tests. By stochastic simulation we compared this method with an ordinary maximum likelihood estimator for nonsequential two-sample situations, following two different sequential tests. The results show that there is little difference between the methods, although Whitehead's method was developed especially for sequential plans. A correction of the bias of the maximum likelihood estimate proposed by Cox (1952), however, gives results that are much closer to the expected values. We also investigated the estimation of trea...