IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v52y2008i9p4410-4416.html
   My bibliography  Save this article

Using integrated weighted survival difference for the two-sample censored data problem

Author

Listed:
  • Lee, Seung-Hwan
  • Lee, Eun-Joo
  • Omolo, Bernard Oguna

Abstract

For the two-sample censored data problem, Pepe and Fleming [Pepe, M.S., Fleming, T.R., 1989. Weighted Kaplan-Meier statistics: A class of distance tests for censored survival data. Biometrics 45, 497-507] introduced the weighted Kaplan-Meier (WKM) statistics. From these statistics we define stochastic processes which can be approximated by zero-mean martingales. Conditional distributions of the processes, given data, can be easily approximated through simulation techniques. Based on comparison of these processes, we construct a supremum test to assess the model adequacy. Monte Carlo simulations are conducted to evaluate and compare the size and power properties of the proposed test to the WKM and the log-rank tests. The procedures are illustrated using real data.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:csdana:v:52:y:2008:i:9:p:4410-4416
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(08)00091-1
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Lang Wu & Peter B. Gilbert, 2002. "Flexible Weighted Log-Rank Tests Optimal for Detecting Early and/or Late Survival Differences," Biometrics, The International Biometric Society, vol. 58(4), pages 997-1004, December.
    2. Yu Shen & Jianwen Cai, 2001. "Maximum of the Weighted Kaplan-Meier Tests with Application to Cancer Prevention and Screening Trials," Biometrics, The International Biometric Society, vol. 57(3), pages 837-843, September.
    3. R.D. Gill, 1980. "Censoring and Stochastic Integrals," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 34(2), pages 124-124, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Lee Seung-Hwan & Lee Eun-Joo, 2014. "A martingale approach to estimating confidence band with censored data," Monte Carlo Methods and Applications, De Gruyter, vol. 20(4), pages 237-243, December.
    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. Bandyopadhyay, Dipankar & Jácome, M. Amalia, 2016. "Comparing conditional survival functions with missing population marks in a competing risks model," Computational Statistics & Data Analysis, Elsevier, vol. 95(C), pages 150-160.

    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. Lee, Seung-Hwan, 2007. "On the versatility of the combination of the weighted log-rank statistics," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6557-6564, August.
    2. Lee Seung-Hwan & Lee Eun-Joo, 2020. "A weighted log-rank test for comparing two survival curves," Monte Carlo Methods and Applications, De Gruyter, vol. 26(3), pages 253-262, September.
    3. Seung-Hwan Lee, 2021. "Weighted Log-Rank Statistics for Accelerated Failure Time Model," Stats, MDPI, vol. 4(2), pages 1-11, May.
    4. 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.
    5. 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.
    6. 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.
    7. 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.
    8. 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.
    9. 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.
    10. 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.
    11. 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.
    12. 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.
    13. 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.
    14. Li, Gang & Sun, Yanqing, 2000. "A simulation-based goodness-of-fit test for survival data," Statistics & Probability Letters, Elsevier, vol. 47(4), pages 403-410, May.
    15. Morten Overgaard & Stefan Nygaard Hansen, 2021. "On the assumption of independent right censoring," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(4), pages 1234-1255, December.
    16. Hongwei Zhao & Anastasios A. Tsiatis, 2001. "Testing Equality of Survival Functions of Quality-Adjusted Lifetime," Biometrics, The International Biometric Society, vol. 57(3), pages 861-867, September.
    17. Kevin Hasegawa Eng & Michael R. Kosorok, 2005. "A Sample Size Formula for the Supremum Log-Rank Statistic," Biometrics, The International Biometric Society, vol. 61(1), pages 86-91, March.
    18. Sun, Liuquan & Zhou, Yong, 1998. "Sequential confidence bands for densities under truncated and censored data," Statistics & Probability Letters, Elsevier, vol. 40(1), pages 31-41, September.
    19. Yang, Song, 1996. "Weighted empiricals and the product-limit estimator in the multiplicative hazard and time transfer regression model," Statistics & Probability Letters, Elsevier, vol. 30(1), pages 17-24, September.
    20. Su, Pei-Fang & Chi, Yunchan & Li, Chung-I & Shyr, Yu & Liao, Yi-De, 2011. "Analyzing survival curves at a fixed point in time for paired and clustered right-censored data," Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1617-1628, April.

    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:eee:csdana:v:52:y:2008:i:9:p:4410-4416. 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: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    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.