Communications in Statistics - Theory and Methods

ISSN: 0361-0926 (Print) 1532-415X (Online) Journal homepage: http://www.tandfonline.com/loi/lsta20

A multi-treatment two stage adaptive allocation

for survival outcomes

Rahul Bhattacharya & Madhumita Shome

To cite this article: Rahul Bhattacharya & Madhumita Shome (2018): A multi-treatment two stage
adaptive allocation for survival outcomes, Communications in Statistics - Theory and Methods, DOI:
10.1080/03610926.2018.1440599

To link to this article: https://doi.org/10.1080/03610926.2018.1440599

Published online: 06 Mar 2018.

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COMMUNICATIONS IN STATISTICS—THEORY AND METHODS
, VOL. , NO. , –
https://doi.org/./..

A multi-treatment two stage adaptive allocation for

survival outcomes
Rahul Bhattacharyaa and Madhumita Shomeb
a
Department of Statistics, University of Calcutta,  Ballygunge Circular Road, Kolkata, India; b Krishna Kumar
Hindu Academy, Dum Dum, Kolkata, India

ABSTRACT ARTICLE HISTORY

A multi-treatment two stage adaptive allocation design is developed Received  November 
for survival responses. Assuming noninformative random censoring, Accepted  February 
asymptotic p values of relevant tests of equality of treatment effects
KEYWORDS
are used to derive the assignment probability of incoming second stage Clinical Trials; Random
subjects. Several ethical and inferential criteria of the design are stud- Censoring; Two Stage
ied, and are compared with those of an existing competitor. Applicabil- Allocation.
ity and performance of the proposed design are also illustrated using a
data arising from a real clinical trial. MATHEMATICS SUBJECT
CLASSIFICATION
N; N

1. Introduction
Clinical trials are regarded as the necessity in recent times for the scientific advancement of
medicines. Most of the clinical trials recruit human beings as subjects and hence it becomes
necessary to ensure best possible care for the study subjects. Multiple treatments are, in gen-
eral, involved in clinical trials and assigning all subjects to the “best” treatment is the most
appropriate option for the clinician to maintain the ethical imperative. But “best” treatment
can not be identified prior to the actual experiment and hence the above strategy lacks feasi-
bility. Therefore, a dynamic experimental design, where the assignment of subjects to different
treatment arms are decided afresh after each or a group of responses are observed, seems sen-
sible. Such designs are data driven and are often termed adaptive. For a detailed exposure on
adaptive allocation designs, we refer the interested readers to the book-length treatment by
Atkinson and Biswas (2014), Antognini and Givagnoli (2015) and Rosenberger and Lachin
(2015).
However, clinical trials considering time-to-event outcomes (e.g. death, progression free
survival, etc.) often produce delayed responses and hence complicates the modification of
the allocation design after each response. We, therefore, suggest to adopt a two stage design,
where the allocation strategy is updated after a group of responses are observed in the first
stage. In brief, a two stage design is a hybridized version of equal allocation and data depen-
dent allocation, where equal allocation is used in the first stage and based on the first stage
data, modified allocation of the second stage is set, of course, keeping in mind the ethical
imperative. The idea of stage-wise allocation in the context of clinical trials has its root in the
works of Colton (1963) and Coad (1992, 1994), among others. But, the second stage allocation

CONTACT Rahul Bhattacharya rahul_bhattya@yahoo.com Department of Statistics, University of Calcutta,  Bally-

gunge Circular Road, Kolkata –  , India.
Color versions of one or more of the figures in the article can be found online at www.tandfonline.com/lsta.
©  Taylor & Francis Group, LLC
2 R. BHATTACHARYA AND M. SHOME

for these designs was completely determined from the outcome of the first stage and hence
introduced selection bias. In further works, Bandyopadhyay, Biswas, and Bhattacharya (2009,
2010) and Bhattacharya and Shome (2015) incorporated data driven randomization for the
second stage patients and explored different aspects of the resulting allocation design.
Clinical trials pertaining to censored survival times mostly assume noninformative cen-
soring, that is, the censoring and event occurrence times are independent and hence a cen-
sored observation provide only the information that the event of interest does not occur
before the time of censoring. But censoring can also occur if the patients withdraw him-
self/herself from the ongoing study whenever their health suffers from the side effects or
they feel well enough. These indicate possible dependence between the event and censoring
times and makes the censoring mechanism potentially informative. Castelli, Saint-Pierre, and
Daures (2006) observed such a phenomena in a real trial with asthma patients, where the drop
out patients are good health patients, who do not feel the necessity to consult the physician.
Another instance of informative censoring followed by a Bayesian analysis can be found in
Kaciroti et al. (2012) in the context of a clinical trial for the prevention of hypertension. How-
ever, without additional information or assumption the type of association or dependence in
informative censoring is not correctly identifiable (Huang and Zhang 2008).
In the current work, we consider a clinical trial with multiple treatments with response as
a time-to-event outcome and develop a two stage allocation design with an aim to favour the
better performing treatments of the first stage for the latter stage allocation. For the develop-
ment, we extensively use noninformative censoring but with the additional assumption that
the hazards experienced by the withdrawn (i.e. censored) and those under study (i.e. uncen-
sored) are proportional. Specifically, we use the Koziol-Green model of independent censor-
ing (Koziol-Green 1976), where the survival function of the censoring variable is some power
of the survival function of the lifetime variable ensuring proportional hazards. As there is no
well accepted procedure on setting the second stage allocation, we develop a sensible proce-
dure within the framework of a hypothesis testing procedure. In particular, based on the first
stage data we consider p values for testing the superiority in pairs and use conveniently to
derive the second stage allocation probability. However, exact p values are difficult to obtain
and as an alternative, we consider the score test based on the first stage data for directional
alternative and determine the associated asymptotic/large sample p value (Silvapulle and Sen
2005). Naturally, a smaller p value (exact or asymptotic) indicates higher evidence in favour of
superiority and hence using all such pairwise p values, we develop the allocation probability
of the second stage. The allocation design together with relevant properties are discussed in
Section 2. Small sample properties of the proposed procedure are explored in Section 3. Per-
formance of the proposed allocation is evaluated within the framework of a real clinical trial
in Section 4. Finally, Section 5 concludes with a discussion of some relevant and upcoming
issues.

2. The allocation design

Consider a clinical trial involving t (≥ 3) treatments, N prefixed subjects, where response of
each subject is a survival outcome and some responses are censored. The allocation is designed
in two stages; the first stage assigns a fraction of total subjects to each of the treatments and
depending on the results of the first stage, subjects are assigned adaptively in the second stage
with a view to prefer the “winner” (i.e. the better performing treatment) of the first stage.
In particular, tm(≤ N ) first stage subjects are assigned to t treatments using equiprobability
randomization and depending on the results of the first stage, a set of allocation probabilities
 COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 3


(ρ1m , ρ2m , . . . , ρtm ) satisfying tk=1 ρkm = 1 are derived for the allocation of second stage
patients.
Since, no standard method for the determination of allocation probabilities ρkm , k =
1, 2, . . . , t is available, we consider the framework of multiple comparisons with the best (Hsu
1996). In particular, we assume that treatment 1 is the new experimental treatment and the
other treatments are existing standards and a higher response indicates a favourable situa-
tion. Then the natural objective is to know whether the experimental treatment performs bet-
ter than any of the existing treatments, which can be judged by testing H0 : μ1 ≤ maxk=1 μk
against H1 : μ1 > maxk=1 μk , where μk is the treatment effect measure for treatment k. Now,
it is easy to observe that H0 is equivalent to the union of a number of sub hypotheses
H0k : μ1 ≤ μk and similarly, H1 can be expressed as the intersection of the sub hypotheses
H1k : μ1 > μk . Naturally, we reject the global null hypothesis H0 if all the tests for H0k against
H1k , k = 1, 2, . . . , t are rejected. Although such tests are often performed using the concerned
p values, the response model for survival outcome incorporating censoring involves a num-
ber of nuisance parameters and hence makes the determination of exact p value quite com-
plicated. We, therefore, use the notion of asymptotic p value (Silvapulle and Sen 2005) of a
relevant score test utilizing the first stage data and derive a measure of evidence favouring
treatment 1 following a pairwise analysis.
For a comprehensive study, we denote the survival (censoring) time corresponding to the i
th patient when given treatment k by Xki (Cki ) and define the censoring indicator Iki = I(Xki <
Cki ), k = 1, 2, . . . , t, i = 1, 2, . . . , N. Then, for each subject, we observe (Yki , Iki ), where
Yki = min(Xki , Cki ). For the subsequent development, we assume that for each k = 1, 2, . . . , t,
F̄k (t ) = exp(− μt ), Ḡk (t ) = {F̄k (t )}νk , where fk (gk ) is the density function of the survival
k
(censoring) distribution corresponding to treatment k and Fk (Gk ) denotes the correspond-
ing survival function and that Xki is independent of Cki for each i and k. Naturally, for the
assumed distributions and corresponding to treatment k, the hazard functions for the event
and censoring times differ by a multiplier νk .
Now consider comparing treatments 1 and r(= 1) based on 2m hypothetical assignments,
where each treatment (i.e. treatments 1 and r) is assigned with equal probability (i.e. 12 ). Then
the likelihood (Kleinbaum and Klein 2012) of the first stage data can be expressed as

 
  δki   δki   δki   δki
L(ξ) = fk (yki ) F̄k (yki ) Ḡk (yki ) gk (yki ) ,
k=1,r i∈U i∈C i∈U i∈C

 
where ξ = ξ 1r = (μ1 , μr , ν1 , νr ) , and i∈U ( i∈C ) denotes the product over the uncensored
(censored) observations and δki = 1 or 0 as the i th patient is assigned treatment k or not. Then
defining Tjk and n jk as the sum of the observed survival times and the number of uncensored
responses from the subjects assigned treatment k at the j th stage, j = 1, 2, we have

2m
2m
T1k = δkiYki , n1k = δki Iki ,
i=1 i=1

N
N
T2k = δk jYk j , n2k = δk j Ik j , k = 1, r.
j=2m+1 j=2m+1
4 R. BHATTACHARYA AND M. SHOME

2m
If further mk = i=1 δki , k = 1, r then for the assumed response model, the above likelihood
reduces to
 ν mk −n1k
 
T1k
L(ξ) = k
m exp − (1 + νk ) ,
k=1,r
μk k μk

which immediately gives the log-likelihood function

T1k (1 + νk )

(ξ) = (mk − n1k )log(νk ) − mk log(μk ) − . (1.1)
k=1,r
μk

Writing pk = (1 + νk )−1 and μ̄k = μk pk , k = 1, r, we observe that mk has a Binomial(2m, 12 )

distribution, conditional on mk , n1k is distributed as Binomial(mk , pk ), and that n11 and n1r
T
are independent. Moreover, given mk , μ1k ¯k
is distributed as Gamma with rate parameter unity
and shape parameter mk .
Now consider testing H0r : μ1 ≤ μr against the directional alternative H1r : μ1 > μr using
Score test for directional alternatives. The test is based on the estimated score vector S(ξ) =
∂(ξ )
and single observation based information matrix J(ξ). Specifically, if ξ̃ and ξ ∗ denote,
∂ξ
respectively, the maximum likelihood estimates of ξ under H0r and H0r ∪ H1r , then following
Silvapulle and Sen (2005), the score statistic based on the first stage data for the above testing
problem can be expressed as
1
T̃1r = {S(ξ ∗ ) − S(ξ̃)}T J −1 (ξ ∗ ){S(ξ ∗ ) − S(ξ̃)}.
2m
A simple algebraic manipulation gives the expected Fisher information matrix based on 2m
first stage observations as
⎛ ⎞
m
μ21
0 − mp
μ1
1
0
⎜ m
− mp ⎟
⎜ ⎟
r
0 μr
Jm (ξ) = ⎜ μ2r ⎟,
⎝ mp1
ν1
0 ⎠
mpr
νr

J (ξ )
and hence the Fisher information matrix based on a single observation as J(ξ) = m2m .
A routine maximization of (1.1) gives the maximum likelihood estimates under H0r ∪
H1r as
T11 T1r m1 − n11 mr − n1r
μ̂1 = , μ̂r = , ν̂1 = , ν̂r = .
n11 n1r n11 n1r
+T1r m −n
However, with μ̃1r = nT11
11 +n1r
and ν˜k = μ̃1r ( kT 1k ), k = 1, r, maximum likelihood estimate ξ̃
1k
under H0r comes from Result A.1 of appendix as

T11 T1r
ξ̃ = (μ̃1r , μ̃1r , ν̃1 , ν̃r )T if >
n11 n1r
T11 T1r
= (μ̂1 , μ̂r , ν̂1 , ν̂r )T if ≤ .
n11 n1r
 COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 5

Now, substitution of ξ ∗ and ξ̃ into the expression of S(ξ) gives

 
T11 T1r
S(ξ ∗ ) − S(ξ̃) = −S(ξ̃)I >
n11 n1r
⎛ ⎞
  1  
n11 n1r T11 T1r ⎜⎜ −1 ⎟⎟ T11 T1r
=− − I > .
μ̃1r (T11 + T1r ) n11 n1r ⎝ 0 ⎠ n11 n1r
0
Using
⎛ ⎞
μ21 (1−p1 )μ1
0 0
⎜ p1 p21 ⎟
⎜ μ2r (1−pr )μr ⎟
−1 ⎜ 0 ⎟
J (ξ) = 2 ⎜ pr p2r ⎟,
⎜ (1−p1 )
0 ⎟
⎝ p31 ⎠
(1−pr )
p3r

we get the desired score statistic as

       
1 n11 n1r 2 T11 T1r 2 μ̂21 μ̂2r T11 T1r
T̃1r = − + I > .
mμ̃21r T11 + T1r n11 n1r p̂1 p̂r n11 n1r

Now it follows from Result A.2 of the Appendix that under the null hypothesis, T̃1r is asymp-
totically equivalent to X1r2 I(X1r > 0) for a standard normal random variable X1r . Since a large
value of T̃1r indicates rejection of the null hypothesis, asymptotic p value (Silvapulle and Sen
2005) is simply
p1r = lim PH0 (T̃1r ≥ x)
m→∞

with x replaced by T̃1robs , the observed value of T̃1r . A simple application of the distribution
theory gives
  √
lim PH0 (T̃1r ≥ x) = P X1r2 I(X1r > 0) ≥ x = I(x ≤ 0) + (− x)I(x > 0),
m→∞

where () is the distribution function of a standard normal random variable. Hence, we get
the asymptotic p value as
     T 
T11 T1r  11 T1r
p1r = I ≤ +  − T1r I >
n11 n1r n11 n1r
with
 2  2  
1 n11 n1r T11 T1r μ̂21 μ̂2
T1r = − + r .
mμ̃21r T11 + T1r n11 n1r p̂1 p̂r
Naturally, the higher the value of p1r , the lower is the evidence of superiority of treatment 1
over treatment r based on the first stage data. Thus q1r = 1 − p1r measures the evidence of
superiority of treatment 1 over treatment r. Following the notions of intersection union tests
of hypothesis (Berger and Hsu 1996), an evidence measure of the superiority of treatment
1 over all the treatments is simply π1m = minr=1 q1r , where the higher the value of π1m , the
higher is the superiority of treatment 1 among others. In a similar fashion considering the
hypothesis H0 : μk ≤ maxr=k μr against H1 : μk > maxr=1 μr , a measure of superiority of any
6 R. BHATTACHARYA AND M. SHOME

treatment k can be derived as πkm = minr=k qkr . Combining all these, we suggest to assign any
π
incoming subject of second stage to treatment k with probability ρkm = π1m +π2mkm+···+πtm .

2.1. The allocation and properties

It is evident from the development of the previous section that the higher the measure πkm ,
the higher is the evidence favouring treatment k and hence higher is the chance of assigning
treatment k in practice. Therefore, being consistent with the ethical imperative, the treatment
doing better is given the highest priority for future assignments. However, a deficiency of
πkm is that it becomes zero whenever qkr becomes zero for at least one r(= k) and hence
makes the allocation predictable. Therefore, to maintain treatment unpredictability, we use a
modification,
1 T1k T1r
q∗kr = if − ≤0
m n1k n1r
  T T1r
1k
= Tkr if − > 0.
n1k n1r
Such a modification does not affect the large sample behaviour but ensures allocation con-
cealment in small samples. However, we shall continue with the notation ρkm assuming that
modified qkr is incorporated.
Assume that N subjects are assigned to t treatments using the above two stage design. Then
with the already introduced notations, the treatment indicator for the j th subject, δk j are
identically distributed as Bernoulli( 1t ) for each k with j = 1, 2, . . . , tm. However, the sec-
ond stage allocation depends on the first stage outcome and hence given the first stage data,
(δ1 j , δ2 j , . . . , δt j ), j ≥ tm + 1 are independently distributed as multinomial with parameters
unity and success probabilities (ρ1m , ρ2m , . . . , ρtm ). Now, the observed allocation proportion
to treatment k can be expressed as
N 
j=1 δk j Mk + Nj=tm+1 δk j
π̂kN = =
N N
tm N
with Mk = j=1 δk j . Since, given the first stage data, j=tm+1 δk j has a Binomial(N −
tm, ρkm ) distribution, a routine manipulation yields the following
 
m N − tm
Eφ (π̂kN ) = + Eφ ρkm (2.1)
N N
and

 
Mk (N − tm) N − tm
Varφ (π̂kN ) = Varφ + ρkm + Eφ {ρkm (1 − ρkm )} , (2.2)
N N N2
where φ = (μ1 , . . . , μt , ν1 , . . . , νt )T . Now to explore further properties, we assume m =
[Nθ], θ ∈ (0, 1t ), where [x] represents the greatest integer in x so that as N → ∞,
m
→ θ.
m → ∞ but (2.3)
N
Since qkr → 1 or 0 almost surely as μk > μr or μk < μr , (see, Note under Result A.3 of the
Appendix), we have ρkm → 1 or 0 almost surely as μk > μr or μk < μr , and hence it follows
from (2.2) that Varφ (π̂kN ) → 0 as N → ∞. Thus under (2.3), as N → ∞

π̂kN → 1 − (t − 1)θ or θ
 COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 7

in probability as μk > maxr=k μr or μk < maxr=k μr . Hence, the observed allocation propor-
tion to treatment k behaves ethically in the limit, whenever μk > maxr=k μr , that is, when
treatment k is the most effective.

3. Performance evaluation

3.1. Performance measures and competitor

Although large sample results confirm ethical benefits, we perform a small sample study to
reveal the extent over the existing designs. The conducted simulation study evaluates the pro-
posed allocation design from the viewpoints of both ethics and statistical precision for selected
performance and design parameter configurations. Specifically, we consider t = 3 treatments
and calculate:
r The distribution of expected allocation proportion(EAP) to different treatments along
with the standard errors and
r The power of a test of the superiority of treatment 1 considering the hypothesis H0 :
μ1 ≤ maxk=2,3 μk against Ha : μ1 > maxk=2,3 μk based on the data from two stages.
However, to carry out the above test, we calculate the the score test statistics T1k∗ , k = 2, 3,
where T1k∗ has exactly the same form as T̃1r except that the estimators used are the updated
estimators based on the data accrued in two stages following the proposed randomization.
Then applying the notions of Intersection Union tests, we find that higher values of both or
the higher value of maxk=1 T1k∗ indicates rejection of H0 .
However, we consider the traditional equal allocation design as a reasonable competitor.
Since the allocation probability for such an allocation design does not depend on the results of
the first stage, the allocation can be thought of as a single stage equal allocation design with N
recruitment. We compute each of the above measures for the resulting single stage competitor.

3.2. Small sample study

To explore the properties of the proposed allocation design, we perform 20000 iterations of
the proposed allocation procedure with different sets of parameters (μk , νk ), k = 1, 2, 3 and
different combinations of (m, N ). Unlike considering a number of combinations of effective-
ness and design parameters, we strategically assume treatment 1 to be better and vary μ1
satisfying μ1 ≥ μ2 and μ1 ≥ μ3 . However, a value of νk , less ( or more) than unity indicates
that the subjects are censored at a higher (or lower) rate than the rate the event is observed
and consequently, we include either type of configurations of νk , k = 1, 2, 3. The simulated
figures of EAP for the three treatment arms (related standard deviations reported within the
parentheses) and corresponding powers at 5% level of significance for both the proposed and
the equal allocation design are provided in Table 1 and Table 2.
Remarks. From Table 1 and 2, we find that EAP figures corresponding to the best treat-
ment (i.e. treatment 1) increase with increase in the degree of superiority of treatment 1
for each selection of m and N. Consequently, the proposed allocation maintains the ethical
norm of assigning the higher fraction of patients to the better performing treatment. However,
EAP figures decrease with increase in first stage sampling number m. Actually, increase in m
amounts to more allocation in the first stage, that is, more allocation under equal allocation
and less allocation with adaptive allocation. Reduced number of assignments with adaptive
allocation in the second stage causes a decrease in EAP. Powers also increase with increasing
8 R. BHATTACHARYA AND M. SHOME

Table . Exploring performance measures for m = 30 and N = 150.

Expected Allocation Proportions
(ν1 , ν2 , ν3 ) (μ1 , μ2 , μ3 ) EAP1 (SD) EAP2 (SD) EAP3 (SD) Power

(, , ) (., , ) .(.) .(.) .(.) . (.05)

(., , ) .(.) .(.) .(.) . (.26)
(., , ) .(.) .(.) .(.) . (.54)
(., , ) .(.) .(.) .(.) . (.76)
(., , ) .(.) .(.) .(.) . (.89)

(, , ) (., , ) .(.) .(.) .(.) . (.05)

(., , ) .(.) .(.) .(.) . (.21)
(., , ) .(.) .(.) .(.) . (.45)
(., , ) .(.) .(.) .(.) . (.66)
(., , ) .(.) .(.) .(.) . (.82)

(, , ) (., , ) .(.) .(.) .(.) . (.05)

(., , ) .(.) .(.) .(.) . (.23)
(., , ) .(.) .(.) .(.) . (.47)
(., , ) .(.) .(.) .(.) . (.67)
(., , ) .(.) .(.) .(.) . (.81)

(., ., .) (., , ) .(.) .(.) .(.) . (.05)

(., , ) .(.) .(.) .(.) . (.32)
(., , ) .(.) .(.) .(.) . (.66)
(., , ) .(.) .(.) .(.) . (.87)
(., , ) .(.) .(.) .(.) . (.96)

(, ., .) (., , ) .(.) .(.) .(.) . (.05)

(., , ) .(.) .(.) .(.) . (.29)
(., , ) .(.) .(.) .(.) . (.60)
(., , ) .(.) .(.) .(.) . (.82)
(., , ) .(.) .(.) .(.) . (.93)

(., ., ) (., , ) .(.) .(.) .(.) . (.05)

(., , ) .(.) .(.) .(.) . (.30)
(., , ) .(.) .(.) .(.) . (.64)
(., , ) .(.) .(.) .(.) . (.86)
(., , ) .(.) .(.) .(.) . (.95)

Boldface figures within parentheses in the Power column gives the power of equal allocation. EAP figures for equal allocation
are always . with standard deviation around ..

superiority of treatment 1, which indicates the ability of the proposed procedure to capture
any departure from equality of treatment effects. In addition, a close investigation of power for
varying (ν1 , ν2 , ν3 ) reveals that power is the highest for ν1 = ν2 = ν3 , that is, when the censor-
ing percentages across the treatments are equal and incurs a loss otherwise. A further investi-
gation reveals that the proposed procedure maintains more or less a similar level of power with
equal allocation for the chosen combinations of (m, N ). Therefore, using an interim analysis
after the first stage, the proposed two stage adaptive procedure favours the better treatment
for further assignment and shares a comparable ability to detect a departure from equality of
treatment effects with the traditional equal allocation.

4. Redesigning recurrent glioblastoma trial

For the evaluation of the proposed allocation design from the perspective of a real clini-
cal practitioner, we consider a real phase III trial, evaluating the efficacy of Cediranib 30
mg (Treatment A), combination of Cediranib 20 mg and Lomustine (Treatment B) and
Lomustine (Treatment C) alone in patients with recurrent glioblastoma (see, Batchelor et al.
2013, for details). 325 patients with recurrent glioblastoma were randomly assigned using a
2:2:1 randomization to receive treatments A,B and C, respectively. However, the study did
 COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 9

Table . Exploring performance measures for m = 50 and N = 200.

Expected Allocation Proportions
(ν1 , ν2 , ν3 ) (μ1 , μ2 , μ3 ) EAP1 (SD) EAP2 (SD) EAP3 (SD) Power

(, , ) (., , ) .(.) .(.) .(.) . (.05)

(., , ) .(.) .(.) .(.) . (.30)
(., , ) .(.) .(.) .(.) . (.65)
(., , ) .(.) .(.) .(.) . (.86)
(., , ) .(.) .(.) .(.) . (.96)

(, , ) (., , ) .(.) .(.) .(.) . (.05)

(., , ) .(.) .(.) .(.) . (.26)
(., , ) .(.) .(.) .(.) . (.55)
(., , ) .(.) .(.) .(.) . (.79)
(., , ) .(.) .(.) .(.) . (.91)

(, , ) (., , ) .(.) .(.) .(.) . (.05)

(., , ) .(.) .(.) .(.) . (.25)
(., , ) .(.) .(.) .(.) . (.55)
(., , ) .(.) .(.) .(.) . (.77)
(., , ) .(.) .(.) .(.) . (.89)

(., ., .) (., , ) .(.) .(.) .(.) . (.05)

(., , ) .(.) .(.) .(.) . (.38)
(., , ) .(.) .(.) .(.) . (.77)
(., , ) .(.) .(.) .(.) . (.94)
(., , ) .(.) .(.) .(.) . (.99)

(, ., .) (., , ) .(.) .(.) .(.) . (.05)

(., , ) .(.) .(.) .(.) . (.33)
(., , ) .(.) .(.) .(.) . (.70)
(., , ) .(.) .(.) .(.) . (.90)
(., , ) .(.) .(.) .(.) . (.98)

(., ., ) (., , ) .(.) .(.) .(.) . (.05)

(., , ) .(.) .(.) .(.) . (.36)
(., , ) .(.) .(.) .(.) . (.74)
(., , ) .(.) .(.) .(.) . (.93)
(., , ) .(.) .(.) .(.) . (.98)

Boldface figures within parentheses in the Power column gives the power of equal allocation. EAP figures for equal allocation
are always . with standard deviation around ..

not show significant prolongation in progression free survival(PFS) for any treatment. The
relevant figures of the trial are summarised in Table 3.
We assume that the PFS for these treatments are distributed as exponential and the cen-
soring as independent satisfying Koziol Green model of random censorship. Now, using
the figures of Table 2, we obtain the relevant estimates μ̂A = 4.423, μ̂B = 6.011, μ̂C = 3.943
(in months) and ν̂A = .456, ν̂B = .554, ν̂C = .757. Treating these estimates as the true ones,
we redesign the trial in two stages with the trial size N = 325 for different choices of the first
stage sampling fraction θ. Specifically, we conduct a simulation study for a number of choices

Table . Figures for Recurrent Glioblastoma trial.

Number of subjects
Ongoing at Loss due Median
Treatments Assigned Died data cut off to follow up PFS(days)

Cediranib (A)     

Cediranib plus Lomustine (B)     
Lomustine (C)     
10 R. BHATTACHARYA AND M. SHOME

B B

0.6
B B
B
B

0.5
B
B
B

EAP

0.4
B

A
0.3
A C
A A C
A C
C A A A A C
A
0.2

C
C C
C C

0.05 0.10 0.15 0.20 0.25 0.30

θ

Figure . EAP to different treatments (indicated by A, B and C) for the redesigned Glioblastoma trial.

of θ and obtain the EAP values for different treatments. However, to enable a better represen-
tation, we provide only a plot of EAP in Figure 1.
Variation in PFS for different treatments are revealed in Figure 1. For example, treatment
B has the highest PFS and hence, EAP to treatment B is always the highest in Figure 1. On the
other hand, PFS for treatments A and C are more or less same, and hence the corresponding
curves of EAP coincide in Figure 1. Therefore, the proposed allocation is sensitive to variation
in treatment effectiveness even if equal allocation is followed in the first stage. Therefore, based
on an interim analysis after the first stage, the proposed design assigns a higher fraction of
subjects to the “winner” (i.e. better performing) of the first stage and hence keeps the ethical
imperative of doing best for every individual in the trial.

5. Concluding remarks
The current work develops a multi-treatment two stage allocation design for survival trials
under the assumption of proportional hazards within the framework of independent cen-
soring. Although independent censoring is assumed for the development, violation is not
rare (e.g. competing risks or patient drop-out). But, identifying and modeling the violation
appropriately require further data based sensitivity analysis. Apart from conventional meth-
ods, Copula based techniques are becoming popular to model possible dependence between
the event and censoring random variables. Development of two stage allocation designs con-
sidering dependence in censoring for a general class of response distributions are, therefore,
intended for future development.

Acknowledgments
The authors would like to thank the anonymous reviewer, the editor and the associate editor for their
insightful comments which led to an improvement over the earlier version of the work.

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Appendix
Result A.1. With (ξ) as mentioned in (1.1), the solution of the constrained optimization
problem:
Minimize − (ξ)
subject to μ1 − μr ≤ 0
is
T11 T1r
ξ̃ = (μ̃1r , μ̃1r , ν̃1 , ν̃r )T if >
n11 n1r
T11 T1r
= (μ̂1 , μ̂r , ν̂1 , ν̂r )T if ≤ .
n11 n1r
12 R. BHATTACHARYA AND M. SHOME

Proof. Defining the Lagrangian F (ξ, λ) = −(ξ) + λ(μ1 − μr ), we get the KKT conditions
(Bazaraa, Sherali, and Shetty 2003):
∂F (ξ, λ)
= 0, λ(μ1 − μr ) = 0 with λ ≥ 0.
∂ξ
Using the explicit expression of −(ξ), the above equations can be written in the expanded
form as:
m1 T11 (1 + ν1 )
− +λ=0 (A.1)
μ1 μ21
mr T1r (1 + νr )
− −λ=0 (A.2)
μr μ2r
T11 m1 − n11
− =0 (A.3)
μ1 ν1
T1r mr − n1r
− =0 (A.4)
μr νr
λ(μ1 − μr ) = 0 with λ ≥ 0. (A.5)
First of all, assume that λ = 0 and solve the equations (A.1)–(A.4), to get
T11 T1r m1 − n11 mr − n1r
μ1 = μ̂1 = , μr = μ̂r = , ν1 = ν̂1 = , νr = ν̂r =
n11 n1r n11 n1r
provided (A.5) is satisfied or equivalently if nT11
11
≤ nT1r1r holds.
For λ > 0, it follows from (A.5) that μ1 = μr . Denoting the common unknown value by
μ and solving equations (A.1)–(A.4), we get
   
T11 + T1r m1 − n11 mr − n1r
μ = μ̃1r = , ν1 = ν̃1 = μ̃1r , νr = ν̃r = μ̃1r
n11 + n1r T11 T1r
provided λ > 0 is satisfied or equivalently if T1r
n1r
< T11
n11
is satisfied. Combining all these, we get
the desired solution ξ̃. 
Result A.2. For any r = 1, under μ1 = μr , as m → ∞
T̃1r → X1r2 I(X1r > 0)
in distribution, where X1r has a standard normal distribution.
√ T T
2m( n11 − n1r )
Proof. Defining X1rm = √ 
11 1r
, we can express the score test statistic as
μ̃1r 2 1 + 1
p̂1 p̂r

 n11 n1r
2   
1 1 μ̂21 μ̂2
T̃1r = 4 2m 2m
+ + r 2
X1rm I(X1rm > 0). (A.6)
T11
2m
+ T2m 1r p̂1 p̂r p̂1 p̂r
Then the required result follows from the following facts that as m → ∞,
√ 2 2
(i) 2m( nT1111
− nT1r1r ) → N(0, 2μ
p1
+ 2μ
pr
) in distribution,
T1k
(ii) 2m → 12 μpk almost surely for any k = 1, r
n1k
(iii) 2m → 12 pk almost surely for any k = 1, r and
11 +T1r
(iv) μ̃1r = nT11 +n1r
→ μ in probability,
where μ is the common unspecified value under μ1 = μr . Now it is easy to observe that as
m → ∞, X1rm → X1r in distribution, where X1r ∼ N(0, 1). Then the observations noted in
 COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 13

(i)-(iv) above coupled with Slutsky Theorem (Billingsley 1995) shows that the right hand side
of (A.6) is asymptotically equivalent to X1r2 I(X1r > 0). Hence the result follows. 

Note: A similar deduction shows that under μ1 = μr ,

   
∗ 1 T11 T1r  T11 T1r

q1r = I − ≤ 0 + ( T1r )I − > 0 → (X1r )I(X1r > 0)
m n11 n1r n11 n1r
in distribution as m → ∞.
Result A.3. Under μ1 = μr , almost surely
(a)T1r → ∞,
and
(b)q∗1r → 1 or 0 as μ1 > μr or μ1 < μr .
as m → ∞.
Proof.
(a) Consider the following equivalent representation of T1r :
 n n 2  μ̂21 μ̂2r


  2
11 1r
p̂1
+ p̂r √ T11 T1r √

T1r = 2 T112m 2m
2m − − μ1 + μr + 2m(μ1 − μr ) ,
2m
+ T2m1r μ̃21r n11 n1r
which implies
 n n 2  μ̂21 μ̂2r 
  2
T1r 11 1r
p̂1
+ p̂r √ T11 T1r 1 √
= 2 T112m 2mT1r 2m − − μ1 + μr √ + 2(μ1 − μr ) .
m 2m
+ 2m μ̃21r n11 n1r m
Then as simple consequences of almost sure convergence and Slutsky Theorem (Billingsley
1995), it follows that, as m → ∞
T1r
→ d(μ1 − μr )2
m
almost surely for a finite positive quantity d depending on (μk , νk ), k = 1, r. Since, under
μ1 = μr , d(μ1 − μr )2 > 0, the result follows.
(b) Consider the representation of q∗1r as given in the Note under Result A.2. Since,
T11 T1r
− → μ1 − μr
n11 n1r
almost surely, as m → ∞, it follows that I( nT11
11
> nT1r1r ) → 1 or 0 almost surely as μ1 > μr or
μ1 < μr . Then the result follows from the representation of q∗1r and the fact that T1r → ∞
almost surely under μ1 = μr . 

Note: A similar reasoning along the same line establishes that qkr → 1 or 0 almost surely
as μk > μr or μk < μr , for any k = r.