A Test of Equality of Survival Distributions for Two Sample Censored Grouped Survival Data

A common testing problem for a life table or survival data is to test the equality of two survival distributions when the data is both grouped and censored. Several tests have been proposed in the literature which require various assumptions about the censoring distributions. It is shown that if these conditions are relaxed then the tests may no longer have the stated properties. The maximum likelihood test of equality when no assumptions are made about the censoring marginal distributions is derived. The properties of the test are found and it is compared to the existing tests. The fact that no assumptions are required about the censoring distributions make the test a useful initial testing procedure.     

A linear rank test for use when the main interest is in differences in cure rates

For diseases with a positive probability of being cured, a family of alternatives to the null hypothesis of equality of survival distributions is introduced, which is designed to focus power against alternatives with differences in cure rates. The optimal linear rank test for this alternative is derived, and found to be substantially more efficient than the log-rank test for this alternative when cure rates are less than 50%, while there is little difference between the tests if the cure rates are 50% or greater. The simple test based on the difference of Kaplan-Meier estimates of the proportion cured is also examined, and found to be fully efficient for this alternative with no censoring, while its efficiency rapidly drops as censoring is increased. The new test is not a pure test of equality of cure rates when the data are censored, but rather is a test of equality of survival distributions that focuses power against late differences in the survival curves.     

Concomitant Information in Competing Risk Analysis

A competing risk model, accommodating both Type I censoring and random withdrawals, is expanded to incorporate concomitant information by allowing the parameters of the underlying distributions to be a linear function of two covariates. The model is developed for two competing risks, one following a Weibull distribution and the other a Rayleigh distribution, and random withdrawals following a Weibull distribution. A method is developed for testing the equality of the coefficients for a given covariate for each of the competing risks using MLE'.     

Evaluation of sample size and power for analyses of survival with allowance for nonuniform patient entry, losses to follow-up, noncompliance, and stratification

When designing a clinical trial to test the equality of survival distributions for two treatment groups, the usual assumptions are exponential survival, uniform patient entry, full compliance, and censoring only administratively at the end of the trial. Various authors have presented methods for estimation of sample size or power under these assumptions, some of which allow for an R-year accrual period with T total years of study, T greater than R. The method of Lachin (1981, Controlled Clinical Trials 2, 93-113) is extended to allow for cases where patients enter the trial in a nonuniform manner over time, patients may exit from the trial due to loss to follow-up (other than administrative), other patients may continue follow-up although failing to comply with the treatment regimen, and a stratified analysis may be planned according to one or more prognostic covariates.     

A Two Sample CRAMÉR-VON MISES Test for Randomly Censored Data

A CRAMÉR-VON MISES type statistic is introduced for testing the equality of the underlying survival distributions of two populations when observations are subject to arbitrary right censorship. The statistic is appropriate in testing problems where a two-sided alternative is of interest. The asymptotic distribution of the statistic is found; under certain circumstances, the limiting distribution coincides with that of a one sample CRAMÉR-VON MISES type statistic for randomly censored data investigated previously. Approximations to the asymptotic distribution are discussed; an example is given.     

To permute or not to permute

Permutation test is a popular technique for testing a hypothesis of no effect, when the distribution of the test statistic is unknown. To test the equality of two means, a permutation test might use a test statistic which is the difference of the two sample means in the univariate case. In the multivariate case, it might use a test statistic which is the maximum of the univariate test statistics. A permutation test then estimates the null distribution of the test statistic by permuting the observations between the two samples. We will show that, for such tests, if the two distributions are not identical (as for example when they have unequal variances, correlations or skewness), then a permutation test for equality of means based on difference of sample means can have an inflated Type I error rate even when the means are equal. Our results illustrate permutation testing should be confined to testing for non-identical distributions. CONTACT: calian@raunvis.hi.is.     

Test equality and sample size calculation based on risk difference in a randomized clinical trial with noncompliance and missing outcomes

In a randomized clinical trial (RCT), noncompliance with an assigned treatment can occur due to serious side effects, while missing outcomes on patients may happen due to patients' withdrawal or loss to follow up. To avoid the possible loss of power to detect a given risk difference (RD) of interest between two treatments, it is essentially important to incorporate the information on noncompliance and missing outcomes into sample size calculation. Under the compound exclusion restriction model proposed elsewhere, we first derive the maximum likelihood estimator (MLE) of the RD among compliers between two treatments for a RCT with noncompliance and missing outcomes and its asymptotic variance in closed form. Based on the MLE with tanh(-1)(x) transformation, we develop an asymptotic test procedure for testing equality of two treatment effects among compliers. We further derive a sample size calculation formula accounting for both noncompliance and missing outcomes for a desired power 1 - beta at a nominal alpha-level. To evaluate the performance of the test procedure and the accuracy of the sample size calculation formula, we employ Monte Carlo simulation to calculate the estimated Type I error and power of the proposed test procedure corresponding to the resulting sample size in a variety of situations. We find that both the test procedure and the sample size formula developed here can perform well. Finally, we include a discussion on the effects of various parameters, including the proportion of compliers, the probability of non-missing outcomes, and the ratio of sample size allocation, on the minimum required sample size.     

Maximally selected chi2 statistics for k x 2 tables

It is common in epidemiologic analyses to summarize continuous outcomes as falling above or below a threshold. With such a dichotomized outcome, the usual chi2 statistics for association or trend can be used to test for equality of proportions across strata of the study population. However, if the threshold is chosen to maximize the test statistic, the nominal chi2 reference distributions are incorrect. In this paper, the asymptotic distributions of maximally selected chi2 statistics for association and for trend for the k x 2 table are derived. The methodology is illustrated with data from an AIDS clinical trial. The results of simulation experiments that assess the accuracy of the asymptotic distributions in moderate sample sizes are also reported.     

Sample size and power for the weighted log-rank test and Kaplan-Meier based tests with allowance for nonproportional hazards

Asymptotic distributions under alternative hypotheses and their corresponding sample size and power equations are derived for nonparametric test statistics commonly used to compare two survival curves. Test statistics include the weighted log-rank test and the Wald test for difference in (or ratio of) Kaplan-Meier survival probability, percentile survival, and restricted mean survival time. Accrual, survival, and loss to follow-up are allowed to follow any arbitrary continuous distribution. We show that Schoenfeld's equation—often used by practitioners to calculate the required number of events for the unweighted log-rank test—can be inaccurate even when the proportional hazards (PH) assumption holds. In fact, it can mislead one to believe that 1:1 is the optimal randomization ratio (RR), when actually power can be gained by assigning more patients to the active arm. Meaningful improvements to Schoenfeld's equation are made. The present theory should be useful in designing clinical trials, particularly in immuno-oncology where nonproportional hazards are frequently encountered. We illustrate the application of our theory with an example exploring optimal RR under PH and a second example examining the impact of delayed treatment effect. A companion R package npsurvSS is available for download on CRAN.     

An application of a general branching process in the study of the genetics of aging.

A general branching process model is developed to analyse familial dependence in longevity data. A general formula for the survival function of a randomly chosen sibling of an individual of a specified age is derived. The branching process model takes into account that siblings' ages may be censored. This is applied to a data set consisting of lifelengths of siblings of centenarians. Age distributions used in the branching process model are estimated from US Census data from the relevant period. It is demonstrated that there is a marked difference in the survival function according to the formula assuming no familial effect and the empirical survival function estimated from the data; thus, indicating a strong familial component.     

A likelihood ratio test for equality of deviations from randomness

The use of the sample variance-to-mean ratio as a measure of deviation from randomness in spatial pattern is reviewed. The likelihood ratio method of constructing a statistical test for the equality of several population variance-to-mean ratios is described, and details are provided for the special case where counts are modelled as arising from a negative binomial distribution. This test is illustrated by application to example data sets in ecology. Likelihood ratio tests represent a general methodology whereby relationships among several indices of aggregation can be systematically investigated, provided one is able to specify a suitable parametric form for the underlying distributions.     

Mean Figures and Mean Shapes Applied to Biological Figure and Shape Distributions in the Plane

Fundamental propositions for mean figures and mean shapes in the plane are proved by using complex numbers. A test of equality of two figure or shape distributions is introduced and applied to data from larvae of mussels and from saurian heads.     

Testing Equality of Coefficients of Variation of Two Populations

The test statistics are proposed for testing the equality of the coefficients of variation of two normal populations based on independent samples. The asymptotic distributions of the statistics are approximated by well-known distributions. The empirical sizes and powers of these statistics are computed and compared.     

Notes on Testing Equality in Dichotomous Data with Matched Pairs

In attempting to improve the efficiency of McNemar's test statistic, we develop two test procedures that account for the information on both the discordant and concordant pairs for testing equality between two comparison groups in dichotomous data with matched pairs. Furthermore, we derive a test procedure derived from one of the most commonly‐used interval estimators for odds ratio. We compare these procedures with those using McNemar's test, McNemar's test with the continuity correction, and the exact test with respect to type I error and power in a variety of situations. We note that the test procedures using McNemar's test with the continuity correction and the exact test can be quite conservative and hence lose much efficiency, while the test procedure using McNemar's test can actually perform well even when the expected number of discordant pairs is small. We also find that the two test procedures, which incorporate the information on all matched pairs into hypothesis testing, may slightly improve the power of using McNemar's test without essentially losing the precision of type I error. On the other hand, the test procedure derived from an interval estimator of adds ratio with use of the logarithmic transformation may have type I error much larger than the nominal α‐level when the expected number of discordant pairs is not large and therefore, is not recommended for general use.     

Testing against umbrella or tree orderings for binomial proportions with an adaptation of an insect resistance case

Alternative hypotheses for order restrictions, such as umbrella or inverse umbrella (a.k.a tree) orderings, have been studied extensively in the literature, although less so when the studied response for each individual is the presence or absence of the event of interest. Two families of test statistics for solving the problem of testing against an umbrella or a tree ordering when the responses are binomial proportions are studied in this work and their asymptotic distributions are derived. A simulation study is conducted to compare the empirical power of some members of the derived families of test statistics with competing approaches. The methodology developed here was driven by an applied problem arising in stored products research where despite universal mortality in the case of doses of 1000 ppm of the insecticide phosphine, unexpected survival was noted at higher doses.     

Relation of transition probabilities in the Leslie model to those from experimental cumulative distributions

We explore the relationship between transition probabilities in the Leslie model and those derived from experimental cumulative distributions. The nature of the two kinds of probabilities are discussed, and a formula derived for converting from one to the other. A numerical example is given to illustrate the differences.     

The problem of a covariate-time qualitative interaction in a survival study

We introduce a test for the equality of two survival distributions against the specific alternative of crossing hazards. Although this kind of alternative is somewhat rare, designing a test specifically aimed at detecting such departures from the null hypothesis in this direction leads to powerful procedures, upon which we can call in those few cases where such departures are suspected. Furthermore, the proposed test and an approximate version of the test are seen to suffer only moderate losses in power, when compared with their optimal counterparts, should the alternative be one of proportional hazards. Our interest in the problem is motivated by clinical studies on the role of acute graft versus host disease as a risk factor in leukemic children and we discuss the analysis of this study in detail. The model we use in this work is a special case of the one introduced by Anderson and Senthilselvan (1982. Applied Statistics 31, 44-51). We propose overcoming an inferential problem stemming from their model by using the methods of Davies (1977, Biometrika 64, 247-254; 1987, Biometrika 74, 33-43) backed up by resampling techniques. We also look at an approach relying directly on resampling techniques. The distributional aspects of this approach under the null hypothesis are interesting but, practically, its behaviour is such that its use cannot be generally recommended. Outlines of the necessary asymptotic theory are presented and for this we use the tools of martingale theory.     

A simple derivation and classification of common probability distributions based on information symmetry and measurement scale

Commonly observed patterns typically follow a few distinct families of probability distributions. Over one hundred years ago, Karl Pearson provided a systematic derivation and classification of the common continuous distributions. His approach was phenomenological: a differential equation that generated common distributions without any underlying conceptual basis for why common distributions have particular forms and what explains the familial relations. Pearson's system and its descendants remain the most popular systematic classification of probability distributions. Here, we unify the disparate forms of common distributions into a single system based on two meaningful and justifiable propositions. First, distributions follow maximum entropy subject to constraints, where maximum entropy is equivalent to minimum information. Second, different problems associate magnitude to information in different ways, an association we describe in terms of the relation between information invariance and measurement scale. Our framework relates the different continuous probability distributions through the variations in measurement scale that change each family of maximum entropy distributions into a distinct family. From our framework, future work in biology can consider the genesis of common patterns in a new and more general way. Particular biological processes set the relation between the information in observations and magnitude, the basis for information invariance, symmetry and measurement scale. The measurement scale, in turn, determines the most likely probability distributions and observed patterns associated with particular processes. This view presents a fundamentally derived alternative to the largely unproductive debates about neutrality in ecology and evolution.     

A semiparametric approach for the two-sample comparison of survival times with long-term survivors

In the two-sample comparison of survival times with long-term survivors, the overall difference between the two distributions reflects differences occurring in early follow-up for susceptible subjects and in long-term follow-up for nonsusceptible subjects. In this setting, we propose statistics for testing (i) no overall, (ii) no short-term, and (iii) no long-term difference between the two distributions to be compared. The statistics are derived as follows. A semiparametric model is defined that characterizes a short-term effect and a long-term effect. By approximating this model about no difference in early survival, a time-dependent proportional hazards model is obtained. The statistics are obtained from this working model. The asymptotic distributions of the statistics for testing no overall or no short-term effects are ascertained, while that of the statistic for testing no long-term effect is valid only when the short-term effect is small. Simulation studies investigate the power properties of the proposed tests for different configurations. The results show the interesting behavior of the proposed tests for situations where a short-term effect is expected. An example investigating the impact of progesterone receptors status on local tumor relapse for patients with early breast cancer illustrates the use of the proposed tests.     

Testing Equality of Regressions When Error Variances are Heterogeneous to Study the Production Differentials of Rice in Bangladesh

Method to test the equality of p sets of regression coefficients in presence of heterogeneous error variances is suggested. The sets of regression coefficients are obtained from a sample where the sample observations are classified into p classes. The test statistic to test the significance of the regression is also suggested. As an application of the method, the equality of production functions of boro rice produced in different districts of Bangladesh in two different periods is tested.