Sequentially randomized designs are becoming common in biomedical research, particularlyin clinical trials. These trials are usually designed to evaluate and compare the effect ofdifferent treatment regimes. In such designs, eligible patients are first randomly assignedto receive one of the initial treatments. Patients meeting some criteria (e.g. no progressive diseases) are then randomized to receive one of the maintenance treatments. Usually, the procedure continues until all treatment options are exhausted. Such multistage treatment assignment results in dynamic treatment regimes consisting of initial treatment, intermediate response and second stage treatment. However, methods for effcient analysis of sequentially randomized trials have...