Exact sequential analysis for multiple weighted binomial end points

Sequential analysis is used in clinical trials and postmarket drug safety surveillance to prospectively monitor efficacy and safety to quickly detect benefits and problems, while taking the multiple testing of repeated analyses into account. When there are multiple outcomes, each one may be given a weight corresponding to its severity. This paper introduces an exact sequential analysis procedure for multiple weighted binomial end points; the analysis incorporates a drug's combined benefit and safety profile. It works with a variety of alpha spending functions for continuous, group, or mixed group-continuous sequential analysis. The binomial probabilities may vary over time and do not need to be known a priori. The new method was implemented in the free R Sequential package for both one- and two-tailed sequential analysis. An example is given examining myocardial infarction and major bleeding events in patients who initiated non-steroidal antiinflammatory drugs.