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A nonparametric test to compare survival distributions with covariate adjustment

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  • Glenn Heller
  • E. S. Venkatraman

Abstract

Summary. The analysis of covariance is a technique that is used to improve the power of a k‐sample test by adjusting for concomitant variables. If the end point is the time of survival, and some observations are right censored, the score statistic from the Cox proportional hazards model is the method that is most commonly used to test the equality of conditional hazard functions. In many situations, however, the proportional hazards model assumptions are not satisfied. Specifically, the relative risk function is not time invariant or represented as a log‐linear function of the covariates. We propose an asymptotically valid k‐sample test statistic to compare conditional hazard functions which does not require the assumption of proportional hazards, a parametric specification of the relative risk function or randomization of group assignment. Simulation results indicate that the performance of this statistic is satisfactory. The methodology is demonstrated on a data set in prostate cancer.

Suggested Citation

  • Glenn Heller & E. S. Venkatraman, 2004. "A nonparametric test to compare survival distributions with covariate adjustment," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(3), pages 719-733, August.
  • Handle: RePEc:bla:jorssb:v:66:y:2004:i:3:p:719-733
    DOI: 10.1111/j.1467-9868.2004.b5364.x
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    Cited by:

    1. de Luna, Xavier & Johansson, Per, 2009. "Non-Parametric Inference for the Effect of a Treatment on Survival Times with Application in the Health and Social Sciences," IZA Discussion Papers 3966, Institute of Labor Economics (IZA).
    2. de Luna, Xavier & Johansson, Per, 2007. "Matching estimators for the effect of a treatment on survival times," Working Paper Series 2007:1, IFAU - Institute for Evaluation of Labour Market and Education Policy.

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