Estimating Location Parameters Using Censored Rank Statistics

In this paper censored data rank location estimators are obtained by using censored one-sample rank test statistics of the location parameter and censored two-sample rank test statistics of the shift of location parameter. Also, methods for constructing censored small sample confidence intervals and asymptotic confidence intervals for the location are considered. Generalizations of the solutions from uncensored one-sample and two-sample rank tests are utilized.     

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.     

Statistical methods for describing developmental milestones with censored data: effects of birth weight status and sex in neonatal pigtailed macaques

Neurobehavioral tests are used to assess early neonatal behavioral functioning and detect effects of prenatal and perinatal events. However, common measurement and data collection methods create specific data features requiring thoughtful statistical analysis. Assessment response measurements are often ordinal scaled, not interval scaled; the magnitude of the physical response may not directly correlate with the underlying state of developmental maturity; and a subject's assessment record may be censored. Censoring occurs when the milestone is exhibited at the first test (left censoring), when the milestone is not exhibited before the end of the study (right censoring), or when the exact age of attaining the milestone is uncertain due to irregularly spaced test sessions or missing data (interval censoring). Such milestone data is best analyzed using survival analysis methods. Two methods are contrasted: the non-parametric Kaplan-Meier estimator and the fully parametric interval censored regression. The methods represent the spectrum of survival analyses in terms of parametric assumptions, ability to handle simultaneous testing of multiple predictors, and accommodation of different types of censoring. Both methods were used to assess birth weight status and sex effects on 14 separate test items from assessments on 255 healthy pigtailed macaques. The methods gave almost identical results. Compared to the normal birth weight group, the low birth weight group had significantly delayed development on all but one test item. Within the low birth weight group, males had significantly delayed development for some responses relative to females.     

Confidence intervals for uncommon but dramatic responses to treatment

A small literature discusses locally most powerful rank tests when only a fraction of treated subjects respond to treatment. The ranks used in these tests are very different from conventional ranks, being relatively flat for low responses and then rising steeply, and the associated tests are much more powerful than conventional rank tests when, indeed, only a small fraction of treated subjects exhibit dramatic responses. Because the tests are derived from considerations of local power, they do not yield a plausible family of models for effect, and therefore they do not yield confidence intervals for the magnitude of effect formed by inverting the tests. There is a similarity between these tests and another family of tests, originally motivated by different considerations involving peak performance in small subsets. Exploiting this similarity, a method for obtaining confidence statements is proposed. In the case of observational studies, sensitivity to unobserved bias from nonrandom assignment of treatments is also examined. Two examples are used as illustrations: (i) a study of smoking during pregnancy and its effects on birth weight, in which smokers are matched to six controls, and (ii) a matched pair study of damage to DNA among workers at aluminum production plants.     

The Matched Pairs Problem with Exponential Variates

Two classes of tests for the hypothesis of bivariate symmetry are studied. For paired exponential survival times (t_1j, t_2j), the classes of tests are those based on t_1j-t_2j and those based on log t_1j–log t_2j. For each class the sign, signed ranks, t and likelihood ratio tests are compared via Pitman's criterion of asymptotic relative efficiency (ARE). For tests based on t_1j — t_2j, it is found that: (1) the efficacy of the paired t depends on the coefficient of variation (CV) of the pair means, (2) the signed rank test has the same ARE to the sign test as for the usual location problem. For tests based on log t_1j — log t_2j, the ARE comparisons reduce to the well-known results for the one-sample location problem for samples from a logistic density. Hence, the signed rank test is asymptotically efficient. Furthermore, analyses based on log t_1j — log t_2j are not complicated by the underlying pairing mechanism.     

An Exact Paired Rank Test

An exact rank test for two dependent samples based on overall mid‐ranks is discussed which can be applied to metric as well as to ordinal data. The exact conditional distribution of the test statistic given the observed vector of rank differences is determined. A recursion formula is given as well as a fast shift algorithm in SAS/IML code. Moreover, it is demonstrated that the paired rank test can be more powerful than other tests for paired samples by means of a simulation study. Finally, the test is applied to a psychiatric trial with longitudinal ordinal data.     

Comparing Survival Curves Using Rank Tests

Survival times of patients can be compared using rank tests in various experimental setups, including the two-sample case and the case of paired data. Attention is focussed on two frequently occurring complications in medical applications: censoring and tail alternatives. A review is given of the author's recent work on a new and simple class of censored rank tests. Various models for tail alternatives are discussed and the relation to censoring is demonstrated.     

Generalized Rank Transformations for Tests of Survival

The asymptotic equivalence of nonparametric tests and parametric tests based on rank-transformed data (CONOVER and IMAN , 1981) can be extended to the case of censoring. This paper presents generalized rank transformations for analyses of censored data, of interval-censored data and of survival data with uncertain causes of death. A Monte Carlo study and an analysis of leukemia remission times demonstrate excellent agreement of suggested procedures with GEHAN 'S (1965) and PRENTICE 'S (1978) tests.     

Exact log-rank tests for unequal follow-up

The asymptotic log-rank and generalized Wilcoxon tests are the standard procedures for comparing samples of possibly censored survival times. For comparison of samples of very different sizes, an exact test is available that is based on a complete permutation of log-rank or Wilcoxon scores. While the asymptotic tests do not keep their nominal sizes if sample sizes differ substantially, the exact complete permutation test requires equal follow-up of the samples. Therefore, we have developed and present two new exact tests also suitable for unequal follow-up. The first of these is an exact analogue of the asymptotic log-rank test and conditions on observed risk sets, whereas the second approach permutes survival times while conditioning on the realized follow-up in each group. In an empirical study, we compare the new procedures with the asymptotic log-rank test, the exact complete permutation test, and an earlier proposed approach that equalizes the follow-up distributions using artificial censoring. Results confirm highly satisfactory performance of the exact procedure conditioning on realized follow-up, particularly in case of unequal follow-up. The advantage of this test over other options of analysis is finally exemplified in the analysis of a breast cancer study.     

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.     

Late divergence of survival curves in cancer immunotherapy trials: interpretation and implications

Late divergence of survival curves of treated patients and controls is commonly seen in successful cancer immunotherapy trials. Although late survival curve divergence may be caused by a delayed action of therapy, it may also be related to early effects of the treatment. We suggest that late survival divergence most often reflects a specific benefit of therapy for patients who suffer from a comparatively slow progression of disease. The occurrence of delayed survival curve divergence has important implications for the statistical analysis of immunotherapy trials. Thus, it leads to non-proportional hazard ratios that make commonly used statistical tests, e.g., the logrank test, suboptimal. It is therefore suggested that the statistical analysis of immunotherapy trials primarily should be based on a test that compares the survival curves at or after a prespecified, fixed, late time point.     

A sampling study of the size and power of tests for paired survival data

The paired-t, sign, and signed rank tests were compared for samples from a bivariate exponential distribution. Each is a valid α-level test. One test was not uniformly more powerful than the others for all sample sizes, α levels, correlations, and alternative hypotheses considered, but the signed rank test did well consistently. It was always preferable to the sign test and never was appreciably worse than the paired-t test. The relative performance of the tests depends on α as well as the sample size.     

A Generalized Intrinsic Rank Test for k Independent Samples

The original intrinsic rank test is generalized in that the sizes of the k samples may now be arbitrary, and the number of intrinsic rank intervals need not equal the number of samples. Furthermore, the size of these intervals can be made variable, subject only to relatively mild constraints. These generalizations permit the formulation and testing of more specific hypotheses concerning the commonality of the sample distributions. A generalized intrinsic rank function is used to transform the usual ordinal ranks, obtained from the combined samples, into intrinsic ranks. Original sample identity and intrinsic ranks are then cross-tabulated and evaluated as 2-way contingency table.     

Randomization Tests for Censored Survival Distributions

This paper discusses the application of randomization tests to censored survival distributions. The three types of censoring considered are those designated by MILLER (1981) as Type 1 (fixed time termination), Type 2 (termination of experiment at r-th failure), and random censoring. Examples utilize the Gehan scoring procedure. Randomization tests for which computer programs already exist can be applied to a variety of experimental designs, regardless of the presence of censored observations.     

Median Tests for Censored Survival Data; a Contingency Table Approach

Summary The median failure time is often utilized to summarize survival data because it has a more straightforward interpretation for investigators in practice than the popular hazard function. However, existing methods for comparing median failure times for censored survival data either require estimation of the probability density function or involve complicated formulas to calculate the variance of the estimates. In this article, we modify a K ‐sample median test for censored survival data ( Brookmeyer and Crowley, 1982 , Journal of the American Statistical Association 77, 433–440) through a simple contingency table approach where each cell counts the number of observations in each sample that are greater than the pooled median or vice versa. Under censoring, this approach would generate noninteger entries for the cells in the contingency table. We propose to construct a weighted asymptotic test statistic that aggregates dependent χ² ‐statistics formed at the nearest integer points to the original noninteger entries. We show that this statistic follows approximately a χ² ‐distribution with k? 1 degrees of freedom. For a small sample case, we propose a test statistic based on combined p ‐values from Fisher’s exact tests, which follows a χ² ‐distribution with 2 degrees of freedom. Simulation studies are performed to show that the proposed method provides reasonable type I error probabilities and powers. The proposed method is illustrated with two real datasets from phase III breast cancer clinical trials.     

Proposal of k Sample Tests for Bivariate Censored Data for Nondecreasing Ordered Alternatives

Tests are introduced which are designed to test for a nondecreasing ordered alternative among the survival functions of k populations consisting of multiple observations on each subject. Some of the observations could be right censored. A simulation study is conducted comparing the proposed tests on the basis of estimated power when the underlying distributions are multivariate normal. Equal sample sizes of 20 with 25% censoring, and 40 with both 25% and 50% censoring are considered for 3 and 4 populations. All of the tests hold their α‐values well. A recommendation is made as to the best overall test for the situations considered.     

A Bayesian Chi‐Squared Goodness‐of‐Fit Test for Censored Data Models

Summary We propose a Bayesian chi‐squared model diagnostic for analysis of data subject to censoring. The test statistic has the form of Pearson's chi‐squared test statistic and is easy to calculate from standard output of Markov chain Monte Carlo algorithms. The key innovation of this diagnostic is that it is based only on observed failure times. Because it does not rely on the imputation of failure times for observations that have been censored, we show that under heavy censoring it can have higher power for detecting model departures than a comparable test based on the complete data. In a simulation study, we show that tests based on this diagnostic exhibit comparable power and better nominal Type I error rates than a commonly used alternative test proposed by Akritas (1988, Journal of the American Statistical Association 83, 222–230). An important advantage of the proposed diagnostic is that it can be applied to a broad class of censored data models, including generalized linear models and other models with nonidentically distributed and nonadditive error structures. We illustrate the proposed model diagnostic for testing the adequacy of two parametric survival models for Space Shuttle main engine failures.     

Unconditional Exact Tests for Equivalence or Noninferiority for Paired Binary Endpoints

Problems of establishing equivalence or noninferiority between two medical diagnostic procedures involve comparisons of the response rates between correlated proportions. When the sample size is small, the asymptotic tests may not be reliable. This article proposes an unconditional exact test procedure to assess equivalence or noninferiority. Two statistics, a sample-based test statistic and a restricted maximum likelihood estimation (RMLE)-based test statistic, to define the rejection region of the exact test are considered. We show the p-value of the proposed unconditional exact tests can be attained at the boundary point of the null hypothesis. Assessment of equivalence is often based on a comparison of the confidence limits with the equivalence limits. We also derive the unconditional exact confidence intervals on the difference of the two proportion means for the two test statistics. A typical data set of comparing two diagnostic procedures is analyzed using the proposed unconditional exact and asymptotic methods. The p-value from the unconditional exact tests is generally larger than the p-value from the asymptotic tests. In other words, an exact confidence interval is generally wider than the confidence interval obtained from an asymptotic test.     

Adaptive design: estimation and inference with censored data in a semiparametric model

In this article, we provide a method of estimation for the treatment effect in the adaptive design for censored survival data with or without adjusting for risk factors other than the treatment indicator. Within the semiparametric Cox proportional hazards model, we propose a bias-adjusted parameter estimator for the treatment coefficient and its asymptotic confidence interval at the end of the trial. The method for obtaining an asymptotic confidence interval and point estimator is based on a general distribution property of the final test statistic from the weighted linear rank statistics at the interims with or without considering the nuisance covariates. The computation of the estimates is straightforward. Extensive simulation studies show that the asymptotic confidence intervals have reasonable nominal probability of coverage, and the proposed point estimators are nearly unbiased with practical sample sizes.