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

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  • 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
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    References listed on IDEAS

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    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.
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    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.

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