Statistical Methods and Properties 9.2.1. Statistical Methods for Dose Escalation/De-EscalationMany alternative designs have been proposed to the standard 3+3 design for Phase 1 dose escalation studies that improve its accuracy, efficiency and statistical validity. This study will utilize the mTPI design (Ji et al., 2010). 140 The mTPI design (Ji et al., 2010)140uses a Bayesian statistics framework and a beta/binomial hierarchical model to compute the posterior probability of 3 dosing intervals that reflect the relative difference between the toxicity rate of each dose level to the target rate (pT = 0.275). If the toxicity rate of the currently used dose level is far smaller than pT, the mTPI will recommend escalating the dose level; if it is close to target probability (pT), the mTPI will recommend continuing at the current dose; if it is far greater than pT, the mTPI will recommend de-escalating the dose level. These rules are conceptually similar to those used by the 3+3 design, except the decisions of a mTP design are based on posterior probabilities calculated under a coherent probability model. Being a model-based design, mTPI automatically and appropriately tailors dose-escalation and de-escalation decisions for different studies with different toxicity parameters. More importantly, all the dose-escalation decisions for a given study can be pre-calculated under the mTPI design and presented in a two-way table ( Table 3 ). It is currently envisaged that AdC68 6 x 10 11VP + 5 mg pDNA + 150 mg tremelimumab + 300 mg sasanlimab will potentially be the highest dose level. Thus, compared to other advanced model-based designs published in the literature, the mTPI design is logistically less complicated and easier to implement. CCI PF-06936308 C3621001Final Protocol Amendment 2, 22 Dec 2020 PFIZER CONFIDENTIAL Page 118Decision rules are based on calculating posterior probabilities of 3 dosing i intervals corresponding to under, proper, and over dosing in terms of toxicity. Specifically, the underdosing interval is defined as (0; pT-e 1), the over-dosing interval (pT+e 2, 1), and the proper-dosing interval (pT- e 1, pT+ e 2), where e 1and e 2are small fractions. In this study, e 1 is selected as 0.05 and e 2 is selected as 0.05, therefore, the target interval for the DLT rate is (0.225, 0.325). The 27.5% target, the symmetry of the Equivalence Interval, and its upper limit were chosen based on safety considerations. The prior distribution of DLT is set as a beta (0.5, 0.5), and the threshold probability for early termination and dose exclusion is set to 0.95. Even though the upper limit of the mTPI is higher than 27.5%, doses with an incidence of DLT >27.5% (eg, 3 out of 9) cannot be declared as the MTD. The 3 dosing intervals are associated with 3 different dose-escalation decisions. The underdosing interval corresponds to a dose-escalation I, overdosing corresponds to a dose de-escalation (D/U), and proper dosing corresponds to remaining at the current dose (S). 9.2.2. Statistical Method for Estimating the MTD As previously described, the estimated MTD is the highest tested dose level with a DLT rate ≤32.5% in at least 6 DLT-evaluable participants. It is assumed that higher doses result in higher toxicity rates. But, due to the relatively low number of participants that may be potentially allocated to any dose combination, this assumption may be incorrect, allowing for higher dose levels to be tested. Clinical judgment will be exercised in taking forward doses to the expansion cohort(s), in case no clear choice exists between more than 1 competing MTD. This decision will be based upon the combination of data related to safety, anti-tumor activity, and clinical judgment of the investigators and the sponsor. 9.3. Sample Size Determination It is anticipated that each of the cohorts will aim to enroll 2-4 participants, with the exception of the cohort with the anticipated MTD dose that will aim to enroll up to 12 participants. Due to the dynamic nature of the Bayesian allocation procedure, the sample size of the mTPI approach cannot be determined in advance. It is estimated approximately 36 DLT evaluable participants may be enrolled in the dose escalation stage in order to have a reliable and accurate estimate of the MTD. The actual sample size for the dose escalation may be smaller, depending on the underlying dose toxicity profile. At least 6 and up to 12 participants should be enrolled at a dose level that is predicted to be the MTD as per the mTPI method. Dose cohorts with an acceptable safety profile may be expanded up to N=12 to further assess safety, pharmacokinetics, Decisions to enroll additional participants at dose levels already cleared for safety will be based on clinical judgment of the investigators and the sponsor considering all evaluable safety, data. The expansion phase of the study (Part 2) will consist of 1 cohort of participants with metastatic or locally-advanced NSCLC. Approximately 30 participants will be enrolled for CCI CCI CCI PF-06936308 C3621001Final Protocol Amendment 2, 22 Dec 2020 PFIZER CONFIDENTIAL Page 119the dose expansion. A Bayesian approach will be used to estimate the objective response rate (ORR) and clinical benefit rate (CBR) in the study indications. As an example of this approach related to ORR, assuming a non informative prior (ie, Jeffrey’s prior), if 14 out of 30 participants (46.7%) achieve a CR or PR, this would translate into a posterior probability (Beta Binomial) of 77% that the true ORR/clinical benefit rate is not inferior to 20%. (See Definitions of ORR and CBR in Section 9.4).