Testing Quasi-independence for Truncation Data

Emura, Takeshi and Wang, Weijing (2009): Testing Quasi-independence for Truncation Data. Published in: Journal of Multivariate Analysis , Vol. 101, (January 2010): pp. 223-239.

Abstract

Quasi-independence is a common assumption for analyzing truncated data. To verify this condition, we propose a class of weighted log-rank type statistics that includes existing tests proposed by Tsai (1990) and Martin and Betensky (2005) as special cases. To choose an appropriate weight function that may lead to a more power test, we derive a score test when the dependence structure under the alternative hypothesis is modeled via the odds ratio function proposed by Chaieb, Rivest and Abdous (2006). Asymptotic properties of the proposed tests are established based on the functional delta method which can handle more general situations than results based on rank-statistics or U-statistics. Extension of the proposed methodology under two different censoring settings is also discussed. Simulations are performed to examine finite-sample performances of the proposed method and its competitors. Two datasets are analyzed for illustrative purposes.

• Item Type: MPRA Paper
• Language: English
• Keywords: Conditional likelihood; Kendall’s tau; Mantel-Heanszel test; Power; Right-censoring; Survival data; Two-by-two table
• Subjects: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General; C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C12 - Hypothesis Testing: General

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