The SEQDESIGN Procedure

Example 101.6 Creating Designs with Various Stopping Criteria

This example requests three 5-stage group sequential designs for normally distributed statistics. Each design uses a triangular method with the specified one-sided upper alternative reference $\theta _{1}=0.2$. The resulting boundary values are displayed with the score scale. Note that these unified family triangular designs are different from Whitehead’s triangular designs.

The following statements request three designs with different stopping criterion:

ods graphics on;
proc seqdesign altref=0.2
               bscale=score
               errspend
               plots=(combinedboundary errspend(hscale=info))
               ;
   StopToRejectAccept: design nstages=5 method=tri alt=upper stop=both;
   StopToReject:       design nstages=5 method=tri alt=upper stop=reject;
   StopToAccept:       design nstages=5 method=tri alt=upper stop=accept;
run;

The first design has early stopping to reject or accept the null hypothesis $H_{0}$.

The "Design Information" table in Output 101.6.1 displays design specifications and derived statistics. With the specified alternative reference, the maximum information is derived.

Output 101.6.1: Triangular Design Information

The SEQDESIGN Procedure
Design: StopToRejectAccept

Design Information
Statistic Distribution Normal
Boundary Scale Score
Alternative Hypothesis Upper
Early Stop Accept/Reject Null
Method Triangular
Boundary Key Both
Alternative Reference 0.2
Number of Stages 5
Alpha 0.05
Beta 0.1
Power 0.9
Max Information (Percent of Fixed Sample) 140.0293
Max Information 299.797
Null Ref ASN (Percent of Fixed Sample) 59.11973
Alt Ref ASN (Percent of Fixed Sample) 66.94909



The "Method Information" table in Output 101.6.2 displays the $\alpha $ and $\beta $ errors and the derived drift parameter, which is the standardized alternative reference at the final stage. The table also shows the corresponding parameters for a triangular method as a unified family method.

Output 101.6.2: Method Information

Method Information
Boundary Method Alpha Beta Unified Family Alternative
Reference
Drift
Rho Tau C
Upper Alpha Triangular 0.05000 . 0.5 1 0.94394 0.2 3.46293
Upper Beta Triangular . 0.10000 0.5 1 0.78753 0.2 3.46293



The "Boundary Information" table in Output 101.6.3 displays information level, alternative reference, and boundary values. With the specified BOUNDARYSCALE=SCORE option, the alternative reference and boundary values are displayed in the score statistic scale. With a score scale, the alternative reference is $\theta _1 \,  I_{k}$, where $\theta _1$ is the specified alternative reference and $I_ k$ is the information level at stage k, $k= 1, 2, \ldots , 5$.

Output 101.6.3: Boundary Information

Boundary Information (Score Scale)
Null Reference = 0
_Stage_   Alternative Boundary Values
Information Level Reference Upper
Proportion Actual Upper Beta Alpha
1 0.2000 59.9594 11.99188 -4.37102 19.61274
2 0.4000 119.9188 23.98376 4.89371 22.88154
3 0.6000 179.8782 35.97564 14.15845 26.15033
4 0.8000 239.8376 47.96752 23.42318 29.41912
5 1.0000 299.797 59.95940 32.68791 32.68791



The "Error Spending Information" table in Output 101.6.4 displays cumulative error spending at each stage for each boundary.

Output 101.6.4: Error Spending Information

Error Spending Information
_Stage_ Information
Level
Cumulative Error Spending
Upper
Proportion Beta Alpha
1 0.2000 0.01729 0.00566
2 0.4000 0.04927 0.02138
3 0.6000 0.07611 0.03643
4 0.8000 0.09357 0.04641
5 1.0000 0.10000 0.05000



With ODS Graphics enabled, a detailed boundary plot with the rejection and acceptance regions is displayed, as shown in Output 101.6.5. With the STOP=BOTH option, both the acceptance and rejection boundaries at interim stages are displayed. With the score scale, the acceptance and rejection boundaries are straight lines and form a triangular-shape continuation region.

Output 101.6.5: Boundary Plot with Score Statistics

Boundary Plot with Score Statistics


The second design has early stopping only to reject the null hypothesis $H_{0}$.

The "Design Information" table in Output 101.6.6 displays design specifications and derived statistics. With the specified alternative reference, the maximum information is derived.

Output 101.6.6: Triangular Design Information

The SEQDESIGN Procedure
Design: StopToReject

Design Information
Statistic Distribution Normal
Boundary Scale Score
Alternative Hypothesis Upper
Early Stop Reject Null
Method Triangular
Boundary Key Both
Alternative Reference 0.2
Number of Stages 5
Alpha 0.05
Beta 0.1
Power 0.9
Max Information (Percent of Fixed Sample) 113.4443
Max Information 242.8799
Null Ref ASN (Percent of Fixed Sample) 111.3399
Alt Ref ASN (Percent of Fixed Sample) 67.41968



The "Method Information" table in Output 101.6.7 displays the $\alpha $ and $\beta $ errors and the derived drift parameter. The table also shows the corresponding parameters for a triangular method as a unified family method.

Output 101.6.7: Method Information

Method Information
Boundary Method Alpha Beta Unified Family Alternative
Reference
Drift
Rho Tau C
Upper Alpha Triangular 0.05000 0.10000 0.5 1 0.9833 0.2 3.116921



The "Boundary Information" table in Output 101.6.8 displays information level, alternative reference, and boundary values. With the specified BOUNDARYSCALE=SCORE option, the alternative reference and boundary values are displayed in the score statistic scale.

Output 101.6.8: Boundary Information

Boundary Information (Score Scale)
Null Reference = 0
_Stage_   Alternative Boundary Values
Information Level Reference Upper
Proportion Actual Upper Alpha
1 0.2000 48.57597 9.71519 18.38919
2 0.4000 97.15194 19.43039 21.45405
3 0.6000 145.7279 29.14558 24.51891
4 0.8000 194.3039 38.86078 27.58378
5 1.0000 242.8799 48.57597 30.64864



The "Error Spending Information" table in Output 101.6.9 displays cumulative error spending at each stage for each boundary.

Output 101.6.9: Error Spending Information

Error Spending Information
_Stage_ Information
Level
Cumulative Error Spending
Upper
Proportion Beta Alpha
1 0.2000 0.00000 0.00416
2 0.4000 0.00000 0.01705
3 0.6000 0.00000 0.03027
4 0.8000 0.00000 0.04127
5 1.0000 0.10000 0.05000



With ODS Graphics enabled, a detailed boundary plot with the rejection and acceptance regions is displayed, as shown in Output 101.6.10. For a triangular design, these rejection boundaries form a straight line with the score scale.

Output 101.6.10: Boundary Plot with Score Statistics

Boundary Plot with Score Statistics


The third design has early stopping to accept the null hypothesis $H_{0}$.

The "Design Information" table in Output 101.6.11 displays design specifications and derived statistics. With the specified alternative reference, the maximum information is derived.

Output 101.6.11: Triangular Design Information

The SEQDESIGN Procedure
Design: StopToAccept

Design Information
Statistic Distribution Normal
Boundary Scale Score
Alternative Hypothesis Upper
Early Stop Accept Null
Method Triangular
Boundary Key Both
Alternative Reference 0.2
Number of Stages 5
Alpha 0.05
Beta 0.1
Power 0.9
Max Information (Percent of Fixed Sample) 114.9925
Max Information 246.1945
Null Ref ASN (Percent of Fixed Sample) 57.83208
Alt Ref ASN (Percent of Fixed Sample) 110.2477



The "Method Information" table in Output 101.6.12 displays the $\alpha $ and $\beta $ errors and the derived drift parameter. The table also shows the corresponding parameters for a triangular method as a unified family method.

Output 101.6.12: Method Information

Method Information
Boundary Method Alpha Beta Unified Family Alternative
Reference
Drift
Rho Tau C
Upper Beta Triangular 0.05000 0.10000 0.5 1 0.82154 0.2 3.138117



The "Boundary Information" table in Output 101.6.13 displays information level, alternative reference, and boundary values. With the specified BOUNDARYSCALE=SCORE option, the alternative reference and boundary values are displayed in the score statistic scale.

Output 101.6.13: Boundary Information

Boundary Information (Score Scale)
Null Reference = 0
_Stage_   Alternative Boundary Values
Information Level Reference Upper
Proportion Actual Upper Beta
1 0.2000 49.2389 9.84778 -5.62074
2 0.4000 98.4778 19.69556 1.64895
3 0.6000 147.7167 29.54334 8.91865
4 0.8000 196.9556 39.39112 16.18834
5 1.0000 246.1945 49.23890 23.45803



The "Error Spending Information" table in Output 101.6.14 displays cumulative error spending at each stage for each boundary.

Output 101.6.14: Error Spending Information

Error Spending Information
_Stage_ Information
Level
Cumulative Error Spending
Upper
Proportion Beta Alpha
1 0.2000 0.01375 0.00000
2 0.4000 0.04149 0.00000
3 0.6000 0.06594 0.00000
4 0.8000 0.08513 0.00000
5 1.0000 0.10000 0.05000



With ODS Graphics enabled, a detailed boundary plot with the rejection and acceptance regions is displayed, as shown in Output 101.6.15. For a triangular design, these rejection boundaries form a straight line with the score scale.

Output 101.6.15: Boundary Plot with Score Scale

Boundary Plot with Score Scale


With the PLOTS=COMBINEDBOUNDARY option, a plot of the resulting sequential boundaries for all designs is displayed, as shown in Output 101.6.16. The plot shows that the design with early stopping to reject and to accept $H_{0}$ has larger maximum information than the other two designs.

Output 101.6.16: Combined Boundary Plot with Score Scale

Combined Boundary Plot with Score Scale


With the PLOTS=ERRSPEND(HSCALE=INFO) option, the error spending plot is displayed with the information level on the horizontal axis, as shown in Output 101.6.17. The design with early stopping to reject or accept the null hypothesis $H_{0}$ has larger $\alpha $ spending and larger $\beta $ spending in early stages than the other two designs.

Output 101.6.17: Error Spending Plot

Error Spending Plot