The SEQDESIGN Procedure

Example 103.6 Creating Designs with Various Stopping Criteria

(View the complete code for this example.)

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 . 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 .

The "Design Information" table in Output 103.6.1 displays design specifications and derived statistics. With the specified alternative reference, the maximum information is derived.

Output 103.6.1: Triangular Design Information

The SEQDESIGN Procedure
Design: StopToRejectAccept

Design Information
Statistic DistributionNormal
Boundary ScaleScore
Alternative HypothesisUpper
Early StopAccept/Reject Null
MethodTriangular
Boundary KeyBoth
Alternative Reference0.2
Number of Stages5
Alpha0.05
Beta0.1
Power0.9
Max Information (Percent of Fixed Sample)140.0293
Max Information299.797
Null Ref ASN (Percent of Fixed Sample)59.11973
Alt Ref ASN (Percent of Fixed Sample)66.94909


The "Method Information" table in Output 103.6.2 displays the and 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 103.6.2: Method Information

Method Information
BoundaryMethodAlphaBetaUnified FamilyAlternative
Reference
Drift
RhoTauC
Upper AlphaTriangular0.05000.0.510.943940.23.46293
Upper BetaTriangular.0.100000.510.787530.23.46293


The "Boundary Information" table in Output 103.6.3 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 , where is the specified alternative reference and is the information level at stage k, .

Output 103.6.3: Boundary Information

Boundary Information (Score Scale)
Null Reference = 0
_Stage_ AlternativeBoundary Values
Information LevelReferenceUpper
ProportionActualUpperBetaAlpha
10.200059.959411.99188-4.3710219.61274
20.4000119.918823.983764.8937122.88154
30.6000179.878235.9756414.1584526.15033
40.8000239.837647.9675223.4231829.41912
51.0000299.79759.9594032.6879132.68791


The "Error Spending Information" table in Output 103.6.4 displays cumulative error spending at each stage for each boundary.

Output 103.6.4: Error Spending Information

Error Spending Information
_Stage_Information
Level
Cumulative Error Spending
Upper
ProportionBetaAlpha
10.20000.017290.00566
20.40000.049270.02138
30.60000.076110.03643
40.80000.093570.04641
51.00000.100000.05000


With ODS Graphics enabled, a detailed boundary plot with the rejection and acceptance regions is displayed, as shown in Output 103.6.5. 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 103.6.5: Boundary Plot with Score Statistics

Boundary Plot with Score Statistics


The second design has early stopping only to reject the null hypothesis .

The "Design Information" table in Output 103.6.6 displays design specifications and derived statistics. With the specified alternative reference, the maximum information is derived.

Output 103.6.6: Triangular Design Information

The SEQDESIGN Procedure
Design: StopToReject

Design Information
Statistic DistributionNormal
Boundary ScaleScore
Alternative HypothesisUpper
Early StopReject Null
MethodTriangular
Boundary KeyBoth
Alternative Reference0.2
Number of Stages5
Alpha0.05
Beta0.1
Power0.9
Max Information (Percent of Fixed Sample)113.4443
Max Information242.8799
Null Ref ASN (Percent of Fixed Sample)111.3399
Alt Ref ASN (Percent of Fixed Sample)67.41968


The "Method Information" table in Output 103.6.7 displays the and errors and the derived drift parameter. The table also shows the corresponding parameters for a triangular method as a unified family method.

Output 103.6.7: Method Information

Method Information
BoundaryMethodAlphaBetaUnified FamilyAlternative
Reference
Drift
RhoTauC
Upper AlphaTriangular0.050000.100000.510.98330.23.116921


The "Boundary Information" table in Output 103.6.8 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 103.6.8: Boundary Information

Boundary Information (Score Scale)
Null Reference = 0
_Stage_ AlternativeBoundary Values
Information LevelReferenceUpper
ProportionActualUpperAlpha
10.200048.575979.7151918.38919
20.400097.1519419.4303921.45405
30.6000145.727929.1455824.51891
40.8000194.303938.8607827.58378
51.0000242.879948.5759730.64864


The "Error Spending Information" table in Output 103.6.9 displays cumulative error spending at each stage for each boundary.

Output 103.6.9: Error Spending Information

Error Spending Information
_Stage_Information
Level
Cumulative Error Spending
Upper
ProportionBetaAlpha
10.20000.000000.00416
20.40000.000000.01705
30.60000.000000.03027
40.80000.000000.04127
51.00000.100000.05000


With ODS Graphics enabled, a detailed boundary plot with the rejection and acceptance regions is displayed, as shown in Output 103.6.10. For a triangular design, these rejection boundaries form a straight line with the score scale.

Output 103.6.10: Boundary Plot with Score Statistics

Boundary Plot with Score Statistics


The third design has early stopping to accept the null hypothesis .

The "Design Information" table in Output 103.6.11 displays design specifications and derived statistics. With the specified alternative reference, the maximum information is derived.

Output 103.6.11: Triangular Design Information

The SEQDESIGN Procedure
Design: StopToAccept

Design Information
Statistic DistributionNormal
Boundary ScaleScore
Alternative HypothesisUpper
Early StopAccept Null
MethodTriangular
Boundary KeyBoth
Alternative Reference0.2
Number of Stages5
Alpha0.05
Beta0.1
Power0.9
Max Information (Percent of Fixed Sample)114.9925
Max Information246.1945
Null Ref ASN (Percent of Fixed Sample)57.83208
Alt Ref ASN (Percent of Fixed Sample)110.2477


The "Method Information" table in Output 103.6.12 displays the and errors and the derived drift parameter. The table also shows the corresponding parameters for a triangular method as a unified family method.

Output 103.6.12: Method Information

Method Information
BoundaryMethodAlphaBetaUnified FamilyAlternative
Reference
Drift
RhoTauC
Upper BetaTriangular0.050000.100000.510.821540.23.138117


The "Boundary Information" table in Output 103.6.13 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 103.6.13: Boundary Information

Boundary Information (Score Scale)
Null Reference = 0
_Stage_ AlternativeBoundary Values
Information LevelReferenceUpper
ProportionActualUpperBeta
10.200049.23899.84778-5.62074
20.400098.477819.695561.64895
30.6000147.716729.543348.91865
40.8000196.955639.3911216.18834
51.0000246.194549.2389023.45803


The "Error Spending Information" table in Output 103.6.14 displays cumulative error spending at each stage for each boundary.

Output 103.6.14: Error Spending Information

Error Spending Information
_Stage_Information
Level
Cumulative Error Spending
Upper
ProportionBetaAlpha
10.20000.013750.00000
20.40000.041490.00000
30.60000.065940.00000
40.80000.085130.00000
51.00000.100000.05000


With ODS Graphics enabled, a detailed boundary plot with the rejection and acceptance regions is displayed, as shown in Output 103.6.15. For a triangular design, these rejection boundaries form a straight line with the score scale.

Output 103.6.15: 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 103.6.16. The plot shows that the design with early stopping to reject and to accept has larger maximum information than the other two designs.

Output 103.6.16: 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 103.6.17. The design with early stopping to reject or accept the null hypothesis has larger spending and larger spending in early stages than the other two designs.

Output 103.6.17: Error Spending Plot

Error Spending Plot