The SEQDESIGN Procedure

Boundary Adjustments for Overlapping Lower and Upper $\bbeta $ Boundaries

For the fixed boundary shape methods and Whitehead methods, the boundary values for all stages are derived simultaneously for each boundary. For a two-sided design with STOP=ACCEPT or STOP=BOTH, simultaneous derivation might result in overlapping of the lower and upper $\beta $ boundaries. That is, at an interim stage k, the lower $\beta $ boundary value might be greater than its corresponding upper $\beta $ boundary value. In this case, these two $\beta $ boundary values are set to missing and the design does not stop at stage k to accept the null hypothesis (Jennison and Turnbull, 2000, p. 113).

For the error spending methods, the boundary values are derived sequentially for the stages. For a two-sided design with STOP=ACCEPT or STOP=BOTH, a small $\beta $ spending at an interim stage might result in overlapping of the lower and upper $\beta $ boundaries for the two corresponding one-sided tests. Specifically, this form of overlapping occurs at an interim stage k if the upper $\beta $ boundary value derived from the one-sided test for the upper alternative is less than the lower $\beta $ boundary value derived from the one-sided test for the lower alternative (Kittelson and Emerson 1999, pp. 881–882; Rudser and Emerson 2007, p. 6). You can use the BETAOVERLAP= option to specify how this type of overlapping is to be handled.

If BETAOVERLAP=ADJUST (which is the default) is specified, the procedure derives the boundary values for the two-sided design and then checks for overlapping of the two one-sided $\beta $ boundaries at interim stages. If overlapping occurs at a particular stage, the $\beta $ boundary values for the two-sided design are set to missing (so the trial does not stop to accept the null hypothesis at this stage), and the $\beta $ spending values at subsequent stages are adjusted proportionally as follows.

If the $\beta $ boundary values are set to missing at stage k in a K-stage trial, the adjusted $\beta $ spending value at stage k, $e’_{k}$, is updated for these missing $\beta $ boundary values, and then the $\beta $ spending values at subsequent stages are adjusted proportionally by

\[  e’_{j} = e’_{k} + \frac{e_{j}-e_{k}}{e_{K}-e_{k}} \;  (e_{K}-e’_{k})  \]

for $j=k+1, \ldots , K$, where $e_{j}$ and $e’_{j}$ are the cumulative $\beta $ spending values st stage j before and after the adjustment, respectively.

After all these adjusted $\beta $ spending values are computed, the boundary values are then further modified for these adjusted $\beta $ spending values.

If you specify BETAOVERLAP=NOADJUST, no adjustment is made when overlapping of one-sided $\beta $ boundaries occurs. The BETAOVERLAP= option is illustrated in Example 89.10.