On a Sequential Probability Ratio Test Subject to Incomplete Data

Abstract

Incomplete data is a common complication in applied research. This complication has been mostly ignored by researchers using sequential test methodology. In this article we bring together the theoretical and practical benefits of both fields by combining them together. This is a first attempt to develop methodology for the sequential probability ratio test when data are incomplete.

Keywords:

• ASN function
• Imputation
• Incomplete data
• Missing data
• Multiple imputation
• Power
• Simulations
• Truncation
• Type I error
• Type II error

Subject Classification:

• 62L10
• 62F03

ACKNOWLEDGMENTS

We thank both the referee and an Associate Editor for their encouraging remarks. This project was partially supported by Award Number K01MH087219 from the National Institute of Mental Health. The content is solely the responsibility of the authors and does not necessarily represent the official views of the National Institute of Mental Health or the National Institutes of Health.

Notes

Recommended by T. K. S. Solanky