IDEAS home Printed from https://ideas.repec.org/a/bla/biomet/v79y2023i1p203-215.html
   My bibliography  Save this article

CASANOVA: Permutation inference in factorial survival designs

Author

Listed:
  • Marc Ditzhaus
  • Jon Genuneit
  • Arnold Janssen
  • Markus Pauly

Abstract

We propose inference procedures for general factorial designs with time‐to‐event endpoints. Similar to additive Aalen models, null hypotheses are formulated in terms of cumulative hazards. Deviations are measured in terms of quadratic forms in Nelson–Aalen‐type integrals. Different from existing approaches, this allows to work without restrictive model assumptions as proportional hazards. In particular, crossing survival or hazard curves can be detected without a significant loss of power. For a distribution‐free application of the method, a permutation strategy is suggested. The resulting procedures' asymptotic validity is proven and small sample performances are analyzed in extensive simulations. The analysis of a data set on asthma illustrates the applicability.

Suggested Citation

  • Marc Ditzhaus & Jon Genuneit & Arnold Janssen & Markus Pauly, 2023. "CASANOVA: Permutation inference in factorial survival designs," Biometrics, The International Biometric Society, vol. 79(1), pages 203-215, March.
    • Handle: RePEc:bla:biomet:v:79:y:2023:i:1:p:203-215
    DOI: 10.1111/biom.13575
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/biom.13575
    Download Restriction: no
    File URL: https://libkey.io/10.1111/biom.13575?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Markus Pauly & Edgar Brunner & Frank Konietschke, 2015. "Asymptotic permutation tests in general factorial designs," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 77(2), pages 461-473, March.
    2. Dennis Dobler & Markus Pauly & ThomasH. Scheike, 2019. "Confidence bands for multiplicative hazards models: Flexible resampling approaches," Biometrics, The International Biometric Society, vol. 75(3), pages 906-916, September.
    3. Marc Ditzhaus & Arnold Janssen, 2020. "Bootstrap and permutation rank tests for proportional hazards under right censoring," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 26(3), pages 493-517, July.
    4. R.D. Gill, 1980. "Censoring and Stochastic Integrals," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 34(2), pages 124-124, June.
    5. Arnold Janssen & Claus‐Dieter Mayer, 2001. "Conditional Studentized Survival Tests for Randomly Censored Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 28(2), pages 283-293, June.
    6. Michael Brendel & Arnold Janssen & Claus-Dieter Mayer & Markus Pauly, 2014. "Weighted Logrank Permutation Tests for Randomly Right Censored Life Science Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(3), pages 742-761, September.
    7. Zhongxue Chen & Hanwen Huang & Peihua Qiu, 2016. "Comparison of multiple hazard rate functions," Biometrics, The International Biometric Society, vol. 72(1), pages 39-45, March.
    8. Huimin Li & Dong Han & Yawen Hou & Huilin Chen & Zheng Chen, 2015. "Statistical Inference Methods for Two Crossing Survival Curves: A Comparison of Methods," PLOS ONE, Public Library of Science, vol. 10(1), pages 1-18, January.
    9. Yukun Liu & Guosheng Yin, 2017. "Partitioned log-rank tests for the overall homogeneity of hazard rate functions," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 23(3), pages 400-425, July.
    10. Ditzhaus, Marc & Pauly, Markus, 2019. "Wild bootstrap logrank tests with broader power functions for testing superiority," Computational Statistics & Data Analysis, Elsevier, vol. 136(C), pages 1-11.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Ditzhaus, Marc & Pauly, Markus, 2019. "Wild bootstrap logrank tests with broader power functions for testing superiority," Computational Statistics & Data Analysis, Elsevier, vol. 136(C), pages 1-11.
    2. Grzegorz Wyłupek, 2021. "A permutation test for the two-sample right-censored model," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(5), pages 1037-1061, October.
    3. Marc Ditzhaus & Arnold Janssen, 2020. "Bootstrap and permutation rank tests for proportional hazards under right censoring," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 26(3), pages 493-517, July.
    4. Stefano Bonnini & Getnet Melak Assegie & Kamila Trzcinska, 2024. "Review about the Permutation Approach in Hypothesis Testing," Mathematics, MDPI, vol. 12(17), pages 1-29, August.
    5. Dennis Dobler & Markus Pauly, 2018. "Bootstrap- and permutation-based inference for the Mann–Whitney effect for right-censored and tied data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(3), pages 639-658, September.
    6. Tamara Fernández & Nicolás Rivera, 2021. "A reproducing kernel Hilbert space log‐rank test for the two‐sample problem," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(4), pages 1384-1432, December.
    7. Michael Brendel & Arnold Janssen & Claus-Dieter Mayer & Markus Pauly, 2014. "Weighted Logrank Permutation Tests for Randomly Right Censored Life Science Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(3), pages 742-761, September.
    8. Erica Brittain & Dean Follmann & Song Yang, 2008. "Dynamic Comparison of Kaplan–Meier Proportions: Monitoring a Randomized Clinical Trial with a Long-Term Binary Endpoint," Biometrics, The International Biometric Society, vol. 64(1), pages 189-197, March.
    9. Xiaofeng Lv & Gupeng Zhang & Guangyu Ren, 2017. "Gini index estimation for lifetime data," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 23(2), pages 275-304, April.
    10. Smaga, Łukasz, 2015. "Wald-type statistics using {2}-inverses for hypothesis testing in general factorial designs," Statistics & Probability Letters, Elsevier, vol. 107(C), pages 215-220.
    11. Dickhaus, Thorsten & Sirotko-Sibirskaya, Natalia, 2019. "Simultaneous statistical inference in dynamic factor models: Chi-square approximation and model-based bootstrap," Computational Statistics & Data Analysis, Elsevier, vol. 129(C), pages 30-46.
    12. Marinho Bertanha & Eunyi Chung, 2023. "Permutation Tests at Nonparametric Rates," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 118(544), pages 2833-2846, October.
    13. Phadia, Eswar G. & Shao, Peter Yi-Shi, 1999. "Exact moments of the product limit estimator," Statistics & Probability Letters, Elsevier, vol. 41(3), pages 277-286, February.
    14. Yi Wu & Wei Yu & Xuejun Wang, 2022. "Strong representations of the Kaplan–Meier estimator and hazard estimator with censored widely orthant dependent data," Computational Statistics, Springer, vol. 37(1), pages 383-402, March.
    15. Judith H. Parkinson, 2020. "Combined multiple testing of multivariate survival times by censored empirical likelihood," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(3), pages 757-786, September.
    16. Han-Ying Liang & Jacobo Uña-Álvarez, 2011. "Asymptotic properties of conditional quantile estimator for censored dependent observations," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(2), pages 267-289, April.
    17. Ganesh B. Malla, 2022. "A Monte Carlo Simulation Comparison of Some Nonparametric Survival Functions for Incomplete Data," Journal of Mathematics Research, Canadian Center of Science and Education, vol. 14(5), pages 1-1, November.
    18. Imbens, G.W., 1989. "Duration models with time-varying coefficients," Other publications TiSEM 8432944f-1cfc-4403-bcbe-4, Tilburg University, School of Economics and Management.
    19. Lee, Seung-Hwan & Lee, Eun-Joo & Omolo, Bernard Oguna, 2008. "Using integrated weighted survival difference for the two-sample censored data problem," Computational Statistics & Data Analysis, Elsevier, vol. 52(9), pages 4410-4416, May.
    20. Gang Li & Somnath Datta, 2001. "A Bootstrap Approach to Nonparametric Regression for Right Censored Data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(4), pages 708-729, December.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:biomet:v:79:y:2023:i:1:p:203-215. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0006-341X .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.