IDEAS home Printed from https://ideas.repec.org/a/spr/aistmt/v73y2021i5d10.1007_s10463-020-00777-w.html
   My bibliography  Save this article

A permutation test for the two-sample right-censored model

Author

Listed:
  • Grzegorz Wyłupek

    (University of Wrocław)

Abstract

The paper presents a novel approach to solve a classical two-sample problem with right-censored data. As a result, an efficient procedure for verifying equality of the two survival curves is developed. It generalizes, in a natural manner, a well-known standard, that is, the log-rank test. Under the null hypothesis, the new test statistic has an asymptotic Chi-square distribution with one degree of freedom, while the corresponding test is consistent for a wide range of the alternatives. On the other hand, to control the actual Type I error rate when sample sizes are finite, permutation approach is employed for the inference. An extensive simulation study shows that the new test procedure improves upon classical solutions and popular recent developments in the field. An analysis of the real datasets is included. A routine, written in R, is attached as Supplementary Material.

Suggested Citation

  • 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.
    • Handle: RePEc:spr:aistmt:v:73:y:2021:i:5:d:10.1007_s10463-020-00777-w
    DOI: 10.1007/s10463-020-00777-w
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10463-020-00777-w
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s10463-020-00777-w?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
    ---><---

    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. C. Chauvel & J. O'Quigley, 2014. "Tests for comparing estimated survival functions," Biometrika, Biometrika Trust, vol. 101(3), pages 535-552.
    2. Peihua Qiu & Jun Sheng, 2008. "A two‐stage procedure for comparing hazard rate functions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(1), pages 191-208, February.
    3. 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.
    4. 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.
    5. Song Yang & Ross Prentice, 2005. "Semiparametric analysis of short-term and long-term hazard ratios with two-sample survival data," Biometrika, Biometrika Trust, vol. 92(1), pages 1-17, March.
    6. Yu-Mei Chang & Chun-Shu Chen & Pao-Sheng Shen, 2012. "A jackknife-based versatile test for two-sample problems with right-censored data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(2), pages 267-277, April.
    7. Song Yang & Ross Prentice, 2010. "Improved Logrank-Type Tests for Survival Data Using Adaptive Weights," Biometrics, The International Biometric Society, vol. 66(1), pages 30-38, March.
    8. R.D. Gill, 1980. "Censoring and Stochastic Integrals," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 34(2), pages 124-124, June.
    9. 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.
    10. 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.
    11. Zhang, Jin & Wu, Yuehua, 2007. "k-Sample tests based on the likelihood ratio," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4682-4691, May.
    12. Darilay, Annie Tordilla & Naranjo, Joshua D., 2011. "A pretest for using logrank or Wilcoxon in the two-sample problem," Computational Statistics & Data Analysis, Elsevier, vol. 55(7), pages 2400-2409, July.
    13. 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.
    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. 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.
    2. Zhang Qingyang, 2023. "A nonparametric test for comparing survival functions based on restricted distance correlation," Dependence Modeling, De Gruyter, vol. 11(1), pages 1-15.
    3. 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.
    4. 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.
    5. 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.
    6. Seung-Hwan Lee, 2021. "Weighted Log-Rank Statistics for Accelerated Failure Time Model," Stats, MDPI, vol. 4(2), pages 1-11, May.
    7. 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.
    8. 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.
    9. Yu-Mei Chang & Chun-Shu Chen & Pao-Sheng Shen, 2012. "A jackknife-based versatile test for two-sample problems with right-censored data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(2), pages 267-277, April.
    10. 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.
    11. 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.
    12. 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.
    13. Jimmy T. Efird, 2023. "The Inverse Log-Rank Test: A Versatile Procedure for Late Separating Survival Curves," IJERPH, MDPI, vol. 20(24), pages 1-23, December.
    14. Jinhui Zhang & Yanlin Shi & Guogui Huang, 2023. "Expected length of stay at residential aged care facilities in Australia: current and future," Journal of Population Research, Springer, vol. 40(4), pages 1-30, December.
    15. Larry F. León & Ray Lin & Keaven M. Anderson, 2020. "On Weighted Log-Rank Combination Tests and Companion Cox Model Estimators," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 12(2), pages 225-245, July.
    16. Kaihuan Qian & Xiaohua Zhou, 2022. "Weighted Log-Rank Test for Clinical Trials with Delayed Treatment Effect Based on a Novel Hazard Function Family," Mathematics, MDPI, vol. 10(15), pages 1-22, July.
    17. Iulii Vasilev & Mikhail Petrovskiy & Igor Mashechkin, 2023. "Sensitivity of Survival Analysis Metrics," Mathematics, MDPI, vol. 11(20), pages 1-34, October.
    18. Xiaodong Luo & Hui Quan, 2020. "Some Meaningful Weighted Log-Rank and Weighted Win Loss Statistics," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 12(2), pages 216-224, July.
    19. 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.
    20. 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.

    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:spr:aistmt:v:73:y:2021:i:5:d:10.1007_s10463-020-00777-w. 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    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.