Log‐rank permutation tests for trend: saddlepoint p‐values and survival rate confidence intervals |
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Authors: | Ehab F Abd‐Elfattah Ronald W Butler |
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Institution: | 1. Faculty of Education, Department of Mathematics, Ain Shams University, Cairo, Egypt;2. Department of Statistical Science, Southern Methodist University, Dallas, TX 75275, USA |
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Abstract: | 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 |
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Keywords: | Mid‐P‐value permutation distribution saddlepoint approximation trend test weighted log‐rank class MSC 2000: Primary 62N03 secondary 62N02 |
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