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Bootstrap and permutation rank tests for proportional hazards under right censoring

Author

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  • Marc Ditzhaus

    (Ulm University
    Technical University of Dortmund)

  • Arnold Janssen

    (Heinrich-Heine University Duesseldorf)

Abstract

We address the testing problem of proportional hazards in the two-sample survival setting allowing right censoring, i.e., we check whether the famous Cox model is underlying. Although there are many test proposals for this problem, only a few papers suggest how to improve the performance for small sample sizes. In this paper, we do exactly this by carrying out our test as a permutation as well as a wild bootstrap test. The asymptotic properties of our test, namely asymptotic exactness under the null and consistency, can be transferred to both resampling versions. Various simulations for small sample sizes reveal an actual improvement of the empirical size and a reasonable power performance when using the resampling versions. Moreover, the resampling tests perform better than the existing tests of Gill and Schumacher and Grambsch and Therneau . The tests’ practical applicability is illustrated by discussing real data examples.

Suggested Citation

  • Marc Ditzhaus & Arnold Janssen, 2020. "Bootstrap and permutation rank tests for proportional hazards under right censoring," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 26(3), pages 493-517, July.
    • Handle: RePEc:spr:lifeda:v:26:y:2020:i:3:d:10.1007_s10985-019-09487-9
    DOI: 10.1007/s10985-019-09487-9
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    References listed on IDEAS

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    1. Thomas H. Scheike & Torben Martinussen, 2004. "On Estimation and Tests of Time‐Varying Effects in the Proportional Hazards Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 31(1), pages 51-62, March.
    2. Markus Pauly & Edgar Brunner & Frank Konietschke, 2015. "Asymptotic permutation tests in general factorial designs," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 77(2), pages 461-473, March.
    3. R.D. Gill, 1980. "Censoring and Stochastic Integrals," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 34(2), pages 124-124, June.
    4. Markus Pauly, 2011. "Discussion about the quality of F-ratio resampling tests for comparing variances," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(1), pages 163-179, May.
    5. Arnold Janssen & Claus‐Dieter Mayer, 2001. "Conditional Studentized Survival Tests for Randomly Censored Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 28(2), pages 283-293, June.
    6. Hothorn, Torsten & Hornik, Kurt & van de Wiel, Mark A. & Zeileis, Achim, 2006. "A Lego System for Conditional Inference," The American Statistician, American Statistical Association, vol. 60, pages 257-263, August.
    7. Arnold Janssen, 2005. "Resampling student'st-type statistics," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(3), pages 507-529, September.
    8. Wei Chen & Dehui Wang & Yanfeng Li, 2015. "A class of tests of proportional hazards assumption for left-truncated and right-censored data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(11), pages 2307-2320, November.
    9. Jan Beyersmann & Susanna Di Termini & Markus Pauly, 2013. "Weak Convergence of the Wild Bootstrap for the Aalen–Johansen Estimator of the Cumulative Incidence Function of a Competing Risk," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(3), pages 387-402, September.
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    Cited by:

    1. Marc Ditzhaus & Jon Genuneit & Arnold Janssen & Markus Pauly, 2023. "CASANOVA: Permutation inference in factorial survival designs," Biometrics, The International Biometric Society, vol. 79(1), pages 203-215, March.

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