Simultaneous confidence intervals from randomization tests with application in testing bioequivalence with multiple endpoints.
bioequivalence
multiple endpoints
randomization test
simultaneous confidence intervals
Journal
Biometrical journal. Biometrische Zeitschrift
ISSN: 1521-4036
Titre abrégé: Biom J
Pays: Germany
ID NLM: 7708048
Informations de publication
Date de publication:
10 2023
10 2023
Historique:
revised:
05
02
2023
received:
15
03
2022
accepted:
18
03
2023
medline:
11
10
2023
pubmed:
18
5
2023
entrez:
18
5
2023
Statut:
ppublish
Résumé
We propose a method to construct simultaneous confidence intervals for a parameter vector from inverting a series of randomization tests (RT). The randomization tests are facilitated by an efficient multivariate Robbins-Monro procedure that takes the correlation information of all components into account. The estimation method does not require any distributional assumption of the population other than the existence of the second moments. The resulting simultaneous confidence intervals are not necessarily symmetric about the point estimate of the parameter vector but possess the property of equal tails in all dimensions. In particular, we present the constructing the mean vector of one population and the difference between two mean vectors of two populations. Extensive simulation is conducted to show numerical comparison with four methods. We illustrate the application of the proposed method to test bioequivalence with multiple endpoints on some real data.
Identifiants
pubmed: 37199702
doi: 10.1002/bimj.202200082
doi:
Types de publication
Journal Article
Langues
eng
Sous-ensembles de citation
IM
Pagination
e2200082Informations de copyright
© 2023 Wiley-VCH GmbH.
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