An Asymptotic Analysis of the Logrank Test

Asymptotic expansions for the null distribution of the logrank statistic and its distribution under local proportional hazards alternatives are developed in the case of iid observations. The results, which are derived from the work of Gu (1992) and Taniguchi (1992), are easy to interpret, and provide some theoretical justification for many behavioral characteristics of the logrank test that have been previously observed in simulation studies. We focus primarily upon (i) the inadequacy of the usual normal approximation under treatment group imbalance; and, (ii) the effects of treatment group imbalance on power and sample size calculations. A simple transformation of the logrank statistic is also derived based on results in Konishi (1991) and is found to substantially improve the standard normal approximation to its distribution under the null hypothesis of no survival difference when there is treatment group imbalance. This revised version was published online in July 2006 with corrections to the Cover Date.