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Sequential tests for non-proportional hazards data

Author

Listed:
  • Matthias Brückner

    (University of Bremen)

  • Werner Brannath

    (University of Bremen)

Abstract

In clinical trials survival endpoints are usually compared using the log-rank test. Sequential methods for the log-rank test and the Cox proportional hazards model are largely reported in the statistical literature. When the proportional hazards assumption is violated the hazard ratio is ill-defined and the power of the log-rank test depends on the distribution of the censoring times. The average hazard ratio was proposed as an alternative effect measure, which has a meaningful interpretation in the case of non-proportional hazards, and is equal to the hazard ratio, if the hazards are indeed proportional. In the present work we prove that the average hazard ratio based sequential test statistics are asymptotically multivariate normal with the independent increments property. This allows for the calculation of group-sequential boundaries using standard methods and existing software. The finite sample characteristics of the new method are examined in a simulation study in a proportional and a non-proportional hazards setting.

Suggested Citation

  • Matthias Brückner & Werner Brannath, 2017. "Sequential tests for non-proportional hazards data," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 23(3), pages 339-352, July.
    • Handle: RePEc:spr:lifeda:v:23:y:2017:i:3:d:10.1007_s10985-016-9360-5
    DOI: 10.1007/s10985-016-9360-5
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    References listed on IDEAS

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    1. Zhengqing Li, 1999. "A Group Sequential Test for Survival Trials: An Alternative to Rank-Based Procedures," Biometrics, The International Biometric Society, vol. 55(1), pages 277-283, March.
    2. Susan Murray & Anastasios A. Tsiatis, 1999. "Sequential Methods for Comparing Years of Life Saved in the Two-Sample Censored Data Problem," Biometrics, The International Biometric Society, vol. 55(4), pages 1085-1092, December.
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