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The weighted log-rank class of permutation tests: P-values and confidence intervals using saddlepoint methods

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  • Ehab F. Abd-Elfattah
  • Ronald W. Butler

Abstract

Test statistics from the weighted log-rank class are commonly used to compare treatment with control when there is right censoring. This paper uses saddlepoint methods to determine mid-p-values from the null permutation distributions of tests from the weighted log-rank class. Analytical saddlepoint computations replace the permutation simulations and provide mid-p-values that are virtually exact for all practical purposes. The speed of these saddlepoint computations makes it practicable to invert the weighted log-rank tests to determine nominal 95% confidence intervals for the treatment effect with right-censored data. Such analytical inversions lead to permutation confidence intervals that are easily computed and virtually identical to the exact intervals that would normally require massive amounts of simulation. Copyright 2007, Oxford University Press.

Suggested Citation

  • Ehab F. Abd-Elfattah & Ronald W. Butler, 2007. "The weighted log-rank class of permutation tests: P-values and confidence intervals using saddlepoint methods," Biometrika, Biometrika Trust, vol. 94(3), pages 543-551.
    • Handle: RePEc:oup:biomet:v:94:y:2007:i:3:p:543-551
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    File URL: http://hdl.handle.net/10.1093/biomet/asm060
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    Cited by:

    1. Ehab F. Abd-Elfattah, 2015. "Saddlepoint p -values for a class of tests for comparing competing risks with censored data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(8), pages 1782-1791, August.
    2. Ehab F. Abd-Elfattah & Ronald W. Butler, 2011. "Tests for symmetry with right censoring," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(4), pages 683-693, December.
    3. Ehab Abd-Elfattah, 2015. "Saddlepoint $$p$$ p -values and confidence intervals for the class of linear rank tests for censored data under generalized randomized block design," Computational Statistics, Springer, vol. 30(2), pages 593-604, June.

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