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Saddlepoint p -values for a class of tests for comparing competing risks with censored data

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  • Ehab F. Abd-Elfattah

Abstract

One of the general problems in clinical trials and mortality rates is the comparison of competing risks. Most of the test statistics used for independent and dependent risks with censored data belong to the class of weighted linear rank tests in its multivariate version. In this paper, we introduce the saddlepoint approximations as accurate and fast approximations for the exact p -values of this class of tests instead of the asymptotic and permutation simulated calculations. Real data examples and extensive simulation studies showed the accuracy and stability performance of the saddlepoint approximations over different scenarios of lifetime distributions, sample sizes and censoring.

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  • Ehab F. Abd-Elfattah, 2015. "Saddlepoint p -values for a class of tests for comparing competing risks with censored data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(8), pages 1782-1791, August.
    • Handle: RePEc:taf:japsta:v:42:y:2015:i:8:p:1782-1791
    DOI: 10.1080/02664763.2015.1006590
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    References listed on IDEAS

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    1. Ehab F. Abd-Elfattah & Ronald W. Butler, 2007. "The weighted log-rank class of permutation tests: P-values and confidence intervals using saddlepoint methods," Biometrika, Biometrika Trust, vol. 94(3), pages 543-551.
    2. Jye Lu & Gouri Bhattacharyya, 1990. "Some new constructions of bivariate Weibull models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 42(3), pages 543-559, September.
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