Example 78.11 Creating a Two-Sided Asymmetric Error Spending Design with Early Stopping to Reject

This example requests a three-stage two-sided asymmetric group sequential design for normally distributed statistics.

The O’Brien-Fleming boundary can be approximated using a power family error spending function with parameter , and the Pocock boundary can be approximated using a power family error spending function with parameter (Jennison and Turnbull 2000, p. 148). The following statements use the power family error spending function to creates a two-sided asymmetric design with early stopping to reject the null hypothesis :

ods graphics on;
proc seqdesign altref=1.0
               pss(cref=0 0.5 1)
               stopprob(cref=0 0.5 1)
               errspend
               plots=(asn power errspend)
               ;

   TwoSidedErrorSpending: design nstages=3
                          method(upperalpha)=errfuncpow(rho=3)
                          method(loweralpha)=errfuncpow(rho=1)
                          info=cum(2 3 4)
                          alt=twosided
                          stop=reject
                          alpha=0.075(upper=0.025)
                          ;
run;
ods graphics off;

The design uses power family error spending functions with for the lower boundary and for the upper boundary. Thus, the design is conservative in the early stages and tends to stop the trials early only with a small -value for the upper boundary. The upper level is specified explicitly, and the lower level is computed as .

The "Design Information" table in Output 78.11.1 displays design specifications and the derived maximum information. Note that in order to attain the same information level for the asymmetric lower and upper boundaries, the derived power at the lower alternative is larger than the default .

The "Method Information" table in Output 78.11.2 displays the specified and error levels and the derived drift parameter. With the same information level used for the asymmetric lower and upper boundaries, only one of the levels is maintained, and the other is derived to have the level less than or equal to the default level.

With the STOPPROB(CREF=0 0.5 1) option, the "Expected Cumulative Stopping Probabilities" table in Output 78.11.3 displays the expected stopping stage and cumulative stopping probability to reject the null hypothesis at each stage under hypothetical references (null hypothesis ), , and (alternative hypothesis ), where is the alternative reference.

"Rej Null (Lower Alt)" and "Rej Null (Upper Alt)" under the heading "Source" indicate the probabilities of rejecting the null hypothesis for the lower alternative and for the upper alternative, respectively. "Reject Null" indicates the probability of rejecting the null hypothesis for either the lower or upper alternative.

Note that with the STOP=REJECT option, the cumulative stopping probability of accepting the null hypothesis at each interim stage is zero and is not displayed.

With the PSS(CREF=0 0.5 1.0) option, the "Power and Expected Sample Sizes" table in Output 78.11.4 displays powers and expected sample sizes under hypothetical references (null hypothesis ), , and (alternative hypothesis ), where is the alternative reference. The expected sample sizes are displayed in a percentage scale relative to the corresponding fixed-sample size design.

Note that at , the null reference , the power with the lower alternative is the lower error , and the power with the upper alternative is the upper error . At , the alternative reference , the power with the upper alternative is the specified power , and the power with the lower alternative is greater than the specified power because the same information level is used for these two asymmetric boundaries.

With the PLOTS=POWER option, the procedure displays a plot of the power curves under various hypothetical references, as shown in Output 78.11.5. By default, powers under the lower hypotheses and under the upper hypotheses are displayed for a two-sided asymmetric design, where and and are the lower and upper alternative references, respectively.

Output 78.11.5 Power Plot

The horizontal axis displays the multiplier of the reference difference. A positive multiplier corresponds to for the upper alternative hypothesis, and a negative multiplier corresponds to for the lower alternative hypothesis. For lower reference hypotheses, the power is the lower error under the null hypothesis () and is under the alternative hypothesis (). For upper reference hypotheses, the power is the upper error under the null hypothesis () and is under the alternative hypothesis ().

With the PLOTS=ASN option, the procedure displays a plot of expected sample sizes under various hypothetical references, as shown in Output 78.11.6. By default, expected sample sizes under the lower hypotheses and under the upper hypotheses , , are displayed for a two-sided asymmetric design, where and are the lower and upper alternative references, respectively.

Output 78.11.6 ASN Plot

The horizontal axis displays the multiplier of the reference difference. A positive multiplier corresponds to for the upper alternative hypothesis and a negative multiplier corresponds to for the lower alternative hypothesis.

The "Boundary Information" table in Output 78.11.7 displays the information levels, alternative references, and boundary values. By default (or equivalently if you specify BOUNDARYSCALE=STDZ), the standardized scale is used to display the alternative references and boundary values. The resulting standardized alternative references at stage are given by , where is the specified alternative reference and is the information level at stage , .

With the specified ODS GRAPHICS ON statement, a detailed boundary plot with the rejection and acceptance regions is displayed, as shown in Output 78.11.8.

Output 78.11.8 Boundary Plot

The "Error Spending Information" table in Output 78.11.9 displays the cumulative error spending at each stage for each boundary.

With the STOP=REJECT option, there is no early stopping to accept , and the corresponding spending at an interim stage is computed from the rejection region. For example, the upper spending at stage () is the probability of rejecting for the lower alternative under the upper alternative reference.

With the PLOTS=ERRSPEND option, the procedure displays a plot of the cumulative error spending on each boundary at each stage, as shown in Output 78.11.10.

Output 78.11.10 Error Spending Plot