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Log‐rank permutation tests for trend: saddlepoint p ‐values and survival rate confidence intervals
Author(s) -
AbdElfattah Ehab F.,
Butler Ronald W.
Publication year - 2009
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.1002/cjs.10002
Subject(s) - mathematics , statistics , confidence interval , permutation (music) , statistic , censoring (clinical trials) , computation , log rank test , rank (graph theory) , test statistic , statistical hypothesis testing , combinatorics , survival analysis , algorithm , physics , acoustics
Suppose p + 1 experimental groups correspond to increasing dose levels of a treatment and all groups are subject to right censoring. In such instances, permutation tests for trend can be performed based on statistics derived from the weighted log‐rank class. This article uses saddlepoint methods to determine the mid‐ P ‐values for such permutation tests for any test statistic in the weighted log‐rank class. Permutation simulations are replaced by analytical saddlepoint computations which provide extremely accurate mid‐ P ‐values that are exact for most practical purposes and almost always more accurate than normal approximations. The speed of mid‐ P ‐value computation allows for the inversion of such tests to determine confidence intervals for the percentage increase in mean (or median) survival time per unit increase in dosage. The Canadian Journal of Statistics 37: 5‐16; 2009 © 2009 Statistical Society of Canada