Reproducing SAS PROC SEQDESIGN survival designs in gsDesign

Starting point: SAS PROC SEQDESIGN survival example

Consider the example described in the SAS Documentation: Computing Sample Size for Survival Data with Uniform Accrual. The first PROC SEQDESIGN call in that example does not specify ACCTIME; SAS therefore derives a range of possible accrual times. The comparison below uses the subsequent SAS call with ACCTIME=18, which fixes the maximum sample size at 15 * 18 = 270 subjects and asks SAS to solve the follow-up time needed for the target power. The SAS survival sample size model uses the Schoenfeld formula for the targeted event counts. The computed sample size and event counts at each analysis are continuous values, not rounded to integers.

proc seqdesign; /* Group sequential design procedure */
    ErrorSpend: design /* Label for this design block */
                nstages=4 /* Total analyses including final */
                method=errfuncobf /* Lan-DeMets O'Brien-Fleming spending */
                alt=twosided /* Two-sided alternative hypothesis */
                stop=reject /* Early stop only for efficacy */
                alpha=0.05 /* Total two-sided Type I error */
                beta=0.10 /* Type II error (90% power) */
                ;
    samplesize model= /* Survival model */
        twosamplesurvival( /* Two-sample survival endpoint */
        nullhazard = 0.03466 /* Control hazard under H0 */
        hazard     = 0.01733 /* Experimental hazard under H1 */
        accrual    = uniform /* Uniform enrollment */
        accrate    = 15 /* Subjects enrolled per time unit */
        acctime    = 18 /* Accrual duration in time units */
    );
run;

SAS assumptions summary:

• 4-stage group sequential design
• Lan-DeMets O’Brien-Fleming error spending function
• Two-sided symmetric test, total alpha = 0.05
• 90% power (beta = 0.10)
• Equally spaced information fractions: 0.25, 0.50, 0.75, 1.00
• Schoenfeld formula for required number of events
• Fixed accrual rate and duration, so the maximum sample size is \(N = \text{ACCRATE} \times \text{ACCTIME} = 15 \times 18 = 270\)
• Study duration \(T\) solved to achieve the required events
• Hazard ratio \(HR = 0.01733 / 0.03466 = 0.5\)

SAS does produce a sample size in this example. In the “Sample Size Summary” table for the ACCTIME=18 case, it reports Max Sample Size = 270, Follow-up Time = 7.133226, and Total Time = 25.13323. The maximum sample size is not calculated from the event formula; it is implied directly by the fixed accrual rate and accrual duration: 15 subjects/time unit * 18 time units = 270 subjects.

The fractional-time design reports analyses at information fractions 0.25, 0.50, 0.75, and 1.00. We focus on that design, where the analysis times are not rounded.

sas_fractional <- data.frame(
  Analysis = 1:4,
  Events = c(22.26962, 44.53924, 66.80886, 89.07847),
  Calendar_time = c(11.2631, 16.2875, 20.4926, 25.13323),
  N = c(168.95, 244.31, 270.00, 270.00),
  Upper_Z = c(4.33263, 2.96333, 2.35902, 2.01409)
)

The rest of this vignette identifies the key assumptions in each system and explains why alternative parameter translations can produce different results. For additional background on the time-to-event methods in gsDesign, including the default Lachin-Foulkes calculations, see vignette("SurvivalOverview").

1. Event formula

• SAS: Schoenfeld (1981). Uses only the null-hypothesis variance.
• gsDesign: Lachin and Foulkes (1986) by default. Use method = "Schoenfeld" to match the SAS event formula. The default Lachin-Foulkes method is slightly more conservative for this example, so matching the event formula matters for numerical reproduction.

2. Alpha handling in gsDesign() and gsSurv()

gsDesign() stores and spends the one-sided Type I error. Thus, for a symmetric two-sided design (test.type = 2), alpha = 0.025 means 0.025 in each tail, or 0.05 total two-sided Type I error.

gsSurv() follows the same convention internally. If a user prefers to enter the total two-sided alpha, alpha = 0.05, sided = 2 is equivalent to alpha = 0.025, sided = 1 for this example because gsSurv() passes alpha / sided to gsDesign().

Here we use test.type = 2 and alpha = 0.025 to make the symmetric two-sided gsDesign() object match the SAS two-sided total alpha of 0.05.

3. Accrual duration and follow-up time

With ACCTIME=18, SAS fixes the accrual duration and total maximum sample size and solves for the additional follow-up time. To match this in gsSurv(), set both T = NULL and minfup = NULL. This tells gsSurv() to keep the input accrual rate and accrual duration fixed, then solve the follow-up duration needed for the final group sequential event requirement.

This is a common source of apparent disagreement. For a fixed-duration survival design, T is the total study duration and minfup is the minimum follow-up after enrollment closes. Specifying both can therefore change which quantity gsSurv() solves for. The SAS comparison fixes accrual at 18 time units and lets the total time be derived.

The translation used below is summarized as follows:

gsSurv() with aligned parameters

Let’s start our work with gsDesign by defining parameters to match the SAS fractional-time design:

k <- 4
alpha_sas <- 0.05 # Two-sided total alpha (SAS convention)
alpha_gsdesign <- alpha_sas / 2 # gsDesign uses one-sided alpha
beta <- 0.10 # 1 - power = 0.10 -> 90% power
lambdaC <- 0.03466 # Control hazard rate
lambdaE <- 0.01733 # Experimental hazard rate
HR <- lambdaE / lambdaC # = 0.5
timing <- c(0.25, 0.50, 0.75, 1.00) # Equally spaced information fractions
accrate <- 15 # Uniform accrual rate (subjects per time unit)
accrual_duration <- 18 # Accrual duration (time units)
sas_total_time <- 25.13323
sas_followup_time <- sas_total_time - accrual_duration
N <- accrate * accrual_duration

Instead of starting with a call to gsDesign::gsDesign(), we begin with gsDesign::gsSurv(). The gsSurv() function combines nSurv() with gsDesign() (group sequential boundaries) in one call. It is the standard gsDesign function for designing time-to-event trials.

The call below uses the same two-sided symmetric structure as SAS:

• test.type = 2 for symmetric two-sided boundaries;
• alpha = 0.025, the one-sided alpha corresponding to SAS’s total two-sided alpha of 0.05;
• method = "Schoenfeld" for the SAS event formula;
• T = NULL and minfup = NULL so the accrual rate and accrual duration remain fixed while gsSurv() solves the follow-up duration.

des_2 <- gsSurv(
  k = 4,
  test.type = 2, # Symmetric two-sided design
  alpha = alpha_gsdesign, # One-sided alpha; SAS total alpha is 2 * this
  beta = 0.10,
  sfu = sfLDOF,
  timing = c(.25, .50, .75, 1),
  lambdaC = 0.03466,
  hr = 0.5,
  eta = 0, # Assume no dropout
  gamma = accrate,
  R = accrual_duration,
  T = NULL,
  minfup = NULL,
  ratio = 1,
  method = "Schoenfeld"
)
des_2
#> Group sequential design (method=Schoenfeld; k=4 analyses; Two-sided symmetric)
#> HR=0.500 vs HR0=1.000 | alpha=0.025 (sided=2) | power=90.0%
#> N=270.0 subjects | D=89.1 events | T=25.1 study duration | accrual=18.0 Accrual duration | minfup=7.1 minimum follow-up | ratio=1 randomization ratio (experimental/control)
#> 
#> Spending functions:
#>   Bounds derived using a  Lan-DeMets O'Brien-Fleming approximation spending function (no parameters).
#> 
#> Analysis summary:
#> Method: Schoenfeld 
#>    Analysis              Value Efficacy Futility
#>   IA 1: 25%                  Z   4.3326  -4.3326
#>      N: 170        p (1-sided)   0.0000   0.0000
#>  Events: 23       ~HR at bound   0.1594   6.2728
#>   Month: 11   P(Cross) if HR=1   0.0000   0.0000
#>             P(Cross) if HR=0.5   0.0035   0.0000
#>   IA 2: 50%                  Z   2.9631  -2.9631
#>      N: 246        p (1-sided)   0.0015   0.0015
#>  Events: 45       ~HR at bound   0.4115   2.4302
#>   Month: 16   P(Cross) if HR=1   0.0015   0.0015
#>             P(Cross) if HR=0.5   0.2579   0.0000
#>   IA 3: 75%                  Z   2.3590  -2.3590
#>      N: 272        p (1-sided)   0.0092   0.0092
#>  Events: 67       ~HR at bound   0.5615   1.7811
#>   Month: 20   P(Cross) if HR=1   0.0096   0.0096
#>             P(Cross) if HR=0.5   0.6853   0.0000
#>       Final                  Z   2.0141  -2.0141
#>      N: 272        p (1-sided)   0.0220   0.0220
#>  Events: 90       ~HR at bound   0.6526   1.5323
#>   Month: 25   P(Cross) if HR=1   0.0250   0.0250
#>             P(Cross) if HR=0.5   0.9000   0.0000
#> 
#> Key inputs (names preserved):
#>                                desc    item value input
#>                     Accrual rate(s)   gamma    15    15
#>            Accrual rate duration(s)       R    18    18
#>              Control hazard rate(s) lambdaC 0.035 0.035
#>             Control dropout rate(s)     eta     0     0
#>        Experimental dropout rate(s)    etaE     0  etaE
#>  Event and dropout rate duration(s)       S  NULL     S

Observations:

Using gsSurv() with parameters that align with SAS settings, the event counts, sample size, and analysis times reproduce the SAS fractional-time output to the printed precision available. The final follow-up duration is 7.13321, giving total study duration 25.13321. Small fifth-decimal differences in Z-boundary comparisons may reflect limited SAS printed precision unless the SAS output is rerun with more digits.

gs_fractional <- data.frame(
  Analysis = 1:k,
  Events_SAS = sas_fractional$Events,
  Events_gsDesign = des_2$n.I,
  Time_SAS = sas_fractional$Calendar_time,
  Time_gsDesign = des_2$T,
  N_SAS = sas_fractional$N,
  N_gsDesign = rowSums(des_2$eNC) + rowSums(des_2$eNE),
  Z_SAS = sas_fractional$Upper_Z,
  Z_gsDesign = des_2$upper$bound
)

knitr::kable(
  round(gs_fractional, 5),
  caption = "Fractional-time SAS output compared with gsSurv()."
)

The final event count is 89.07847 in both systems. The print() and gsBoundSummary() methods display rounded integer sample sizes and events, but the object retains the fractional values shown above.

If the follow-up time is fixed instead, gsSurv() can answer a different sample size question: keeping enrollment rates and minimum follow-up fixed, how long must enrollment continue to power the trial? The translation is T = NULL with minfup set to the fixed follow-up time. In this SAS example, the solution returns the same accrual duration because the fixed follow-up time is the one SAS solved from the fixed-accrual design:

des_fixed_followup <- gsSurv(
  k = 4,
  test.type = 2,
  alpha = alpha_gsdesign,
  beta = 0.10,
  sfu = sfLDOF,
  timing = c(.25, .50, .75, 1),
  lambdaC = 0.03466,
  hr = 0.5,
  eta = 0,
  gamma = accrate,
  R = accrual_duration,
  T = NULL,
  minfup = sas_followup_time,
  ratio = 1,
  method = "Schoenfeld"
)

fixed_followup_check <- data.frame(
  Quantity = c(
    "Final study duration",
    "Accrual duration",
    "Final events",
    "Final N"
  ),
  Solved_followup = c(
    des_2$T[k],
    sum(des_2$R),
    des_2$n.I[k],
    sum(des_2$eNC[k, ] + des_2$eNE[k, ])
  ),
  Specified_followup = c(
    des_fixed_followup$T[k],
    sum(des_fixed_followup$R),
    des_fixed_followup$n.I[k],
    sum(des_fixed_followup$eNC[k, ] + des_fixed_followup$eNE[k, ])
  )
)
fixed_followup_check[-1] <- lapply(fixed_followup_check[-1], round, digits = 5)

knitr::kable(
  fixed_followup_check,
  caption = "Both fixed-accrual translations produce the same final design."
)

A third use case is to keep both the enrollment rates and enrollment duration fixed, then vary minimum follow-up and evaluate power. That is useful for sensitivity analysis, but it is not always a stable sample size workflow: for some assumptions the trial remains overpowered or underpowered for all plausible follow-up durations. Use gsSurvPower() when the design quantities are fixed and the question is achieved power.