SUMMARY We derive the joint distribution of the sequence of estimates of the parameter vector in a normal general linear model when data accumulate over a series of analyses. This sequence of estimates has a remarkably simple covariance structure, even when observations are correlated, allowing standard group sequential tests to be applied in very general settings. If variances and covariances ...

In this paper we review neglected issues of simultaneous statistical inference and statistical power in survey research applications of the general linear model, and we find that classical hypothesis testing as it is currently applied, is inadequate for the purposes of social research. The intelligent use of statistical inference demands control over the overall level of Type I error and knowle...