The SEQDESIGN Procedure

Example 103.7 Creating Whitehead’s Triangular Designs

(View the complete code for this example.)

This example requests three 4-stage Whitehead’s triangular designs for normally distributed statistics. Each design has a one-sided alternative hypothesis with early stopping to reject or accept the null hypothesis . Note that Whitehead’s triangular designs are different from unified family triangular designs.

The following statements invoke the SEQDESIGN procedure and specify three Whitehead’s triangular designs:

ods graphics on;
proc seqdesign altref=0.693147
               bscale=score
               plots=combinedboundary
               ;
   BoundaryKeyNone:  design nstages=4
                            method=whitehead
                            boundarykey=none
                            alt=upper   stop=both
                            alpha=0.05  beta=0.20
                            ;
   BoundaryKeyAlpha: design nstages=4
                            method=whitehead
                            boundarykey=alpha
                            alt=upper   stop=both
                            alpha=0.05  beta=0.20
                            ;

   BoundaryKeyBeta:  design nstages=4
                            method=whitehead
                            boundarykey=beta
                            alt=upper   stop=both
                            alpha=0.05  beta=0.20
                            ;
run;

Whitehead methods with early stopping to reject or accept the null hypothesis create boundaries that approximately satisfy the Type I and Type II error probability specification. The BOUNDARYKEY=NONE option specifies no adjustment to the boundary value at the final stage to maintain either a Type I or a Type II error probability level.

The "Design Information" table in Output 103.7.1 displays design specifications and maximum information. Note that with the BOUNDARYKEY=NONE option, the derived errors and are not the same as the specified errors and .

Output 103.7.1: Whitehead Design Information

The SEQDESIGN Procedure
Design: BoundaryKeyNone

Design Information
Statistic DistributionNormal
Boundary ScaleScore
Alternative HypothesisUpper
Early StopAccept/Reject Null
MethodWhitehead
Boundary KeyNone
Alternative Reference0.693147
Number of Stages4
Alpha0.05071
Beta0.19771
Power0.80229
Max Information (Percent of Fixed Sample)129.6815
Max Information16.70639
Null Ref ASN (Percent of Fixed Sample)62.48184
Alt Ref ASN (Percent of Fixed Sample)73.82535


The "Method Information" table in Output 103.7.2 displays the derived and errors and the derived drift parameter. The derived errors and are not exactly the same as the specified errors and with the BOUNDARYKEY=NONE option.

Output 103.7.2: Method Information

Method Information
BoundaryMethodAlphaBetaWhiteheadAlternative
Reference
Drift
TauC
Upper AlphaWhitehead0.05071.0.254.605170.6931472.833131
Upper BetaWhitehead.0.197710.254.605170.6931472.833131


The "Boundary Information" table in Output 103.7.3 displays information level, alternative reference, and boundary values. With the specified BOUNDARYSCALE=SCORE option, the alternative reference and boundary values are displayed with the score statistics scale.

Output 103.7.3: Boundary Information

Boundary Information (Score Scale)
Null Reference = 0
_Stage_ AlternativeBoundary Values
Information LevelReferenceUpper
ProportionActualUpperBetaAlpha
10.25004.1765972.89500-0.957554.78775
20.50008.3531955.789991.915105.74530
30.750012.529798.684994.787756.70285
41.000016.7063911.579987.660397.66039


With ODS Graphics enabled, a detailed boundary plot with the rejection and acceptance regions is displayed, as shown in Output 103.7.4.

Output 103.7.4: Boundary Plot

Boundary Plot


The second design uses the BOUNDARYKEY=ALPHA option to adjust the boundary value at the final stage to maintain the Type I error probability level.

The "Design Information" table in Output 103.7.5 displays design specifications and the derived maximum information. Note that with the BOUNDARYKEY=ALPHA option, the specified Type I error probability is maintained.

Output 103.7.5: Whitehead Design Information

The SEQDESIGN Procedure
Design: BoundaryKeyAlpha

Design Information
Statistic DistributionNormal
Boundary ScaleScore
Alternative HypothesisUpper
Early StopAccept/Reject Null
MethodWhitehead
Boundary KeyAlpha
Alternative Reference0.693147
Number of Stages4
Alpha0.05
Beta0.20044
Power0.79956
Max Information (Percent of Fixed Sample)129.9894
Max Information16.70639
Null Ref ASN (Percent of Fixed Sample)62.6302
Alt Ref ASN (Percent of Fixed Sample)74.00064


The "Method Information" table in Output 103.7.6 displays the specified and derived and errors and the derived drift parameter. The derived Type I error probability is the same as the specified and the derived Type II error probability is not the same as the specified with the BOUNDARYKEY=ALPHA option.

Output 103.7.6: Method Information

Method Information
BoundaryMethodAlphaBetaWhiteheadAlternative
Reference
Drift
TauC
Upper AlphaWhitehead0.05000.0.254.605170.6931472.833131
Upper BetaWhitehead.0.200440.254.605170.6931472.833131


The "Boundary Information" table in Output 103.7.7 displays information level, alternative reference, and boundary values.

Output 103.7.7: Boundary Information

Boundary Information (Score Scale)
Null Reference = 0
_Stage_ AlternativeBoundary Values
Information LevelReferenceUpper
ProportionActualUpperBetaAlpha
10.25004.1765972.89500-0.957554.78775
20.50008.3531955.789991.915105.74530
30.750012.529798.684994.787756.70285
41.000016.7063911.579987.813007.81300


With ODS Graphics enabled, a detailed boundary plot with the rejection and acceptance regions is displayed, as shown in Output 103.7.8.

Output 103.7.8: Boundary Plot

Boundary Plot


The third design specifies the BOUNDARYKEY=BETA option to derive the boundary values to maintain the Type II error probability level .

The "Design Information" table in Output 103.7.9 displays design specifications and the derived maximum information. Note that with the BOUNDARYKEY=BETA option, the specified Type II error probability is maintained.

Output 103.7.9: Whitehead Design Information

The SEQDESIGN Procedure
Design: BoundaryKeyBeta

Design Information
Statistic DistributionNormal
Boundary ScaleScore
Alternative HypothesisUpper
Early StopAccept/Reject Null
MethodWhitehead
Boundary KeyBeta
Alternative Reference0.693147
Number of Stages4
Alpha0.05011
Beta0.2
Power0.8
Max Information (Percent of Fixed Sample)129.9364
Max Information16.70639
Null Ref ASN (Percent of Fixed Sample)62.60462
Alt Ref ASN (Percent of Fixed Sample)73.97042


The "Method Information" table in Output 103.7.10 displays the and errors and the derived drift parameter. The derived Type II error probability is the same as the specified and the derived Type I error probability is not the same as the specified with the BOUNDARYKEY=BETA option.

Output 103.7.10: Method Information

Method Information
BoundaryMethodAlphaBetaWhiteheadAlternative
Reference
Drift
TauC
Upper AlphaWhitehead0.05011.0.254.605170.6931472.833131
Upper BetaWhitehead.0.200000.254.605170.6931472.833131


The "Boundary Information" table in Output 103.7.11 displays information level, alternative reference, and boundary values.

Output 103.7.11: Boundary Information

Boundary Information (Score Scale)
Null Reference = 0
_Stage_ AlternativeBoundary Values
Information LevelReferenceUpper
ProportionActualUpperBetaAlpha
10.25004.1765972.89500-0.957554.78775
20.50008.3531955.789991.915105.74530
30.750012.529798.684994.787756.70285
41.000016.7063911.579987.788997.78899


With ODS Graphics enabled, a detailed boundary plot with the rejection and acceptance regions is displayed, as shown in Output 103.7.12.

Output 103.7.12: Boundary Plot

Boundary Plot


With the PLOTS=COMBINEDBOUNDARY option, a combined plot of group sequential boundaries for all designs is displayed, as shown in Output 103.7.13. It shows that three designs are similar, with a slightly smaller boundary value at the final stage for the design with the BOUNDARYKEY=NONE option.

Output 103.7.13: Combined Boundary Plot

Combined Boundary Plot