Premium
Simplified computation of the multivariate permutation test for arbitrarily censored survival data
Author(s) -
Marcuson Richard
Publication year - 1983
Publication title -
statistics in medicine
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.996
H-Index - 183
eISSN - 1097-0258
pISSN - 0277-6715
DOI - 10.1002/sim.4780020304
Subject(s) - multivariate statistics , computation , multivariate analysis , permutation (music) , statistics , computer science , test (biology) , survival analysis , mathematics , econometrics , algorithm , biology , physics , acoustics , paleontology
This paper points out that the permutational covariance matrix of the multivariate generalization 1,2 of Gehan's test 3 on censored survival data enjoys the useful property that a generalized inverse may be explicitly computed. This leads to an exceedingly simple formula for the test statistic. The ease of the resulting calculations is displayed with a brief example from exercise stress testing.