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Bootstrap and permutation rank tests for proportional hazards under right censoring

Marc Ditzhaus () and Arnold Janssen
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Marc Ditzhaus: Ulm University
Arnold Janssen: Heinrich-Heine University Duesseldorf

Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, 2020, vol. 26, issue 3, No 4, 493-517

Abstract: 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.

Keywords: Wild bootstrap; Permutation; Logrank test; Right censoring; Proportional hazards; Cox model (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10985-019-09487-9

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