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Biometrika 1997 84(3):555-565; doi:10.1093/biomet/84.3.555
© 1997 by Biometrika Trust
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Likelihood ratio tests for a changepoint with survival data

XIAOLONG LUO, BRUCE W. TURNBULL and LARRY C. CLARK

Department of Biostatistics, St. Jude Children's Research Hospital P.O. Box 318, Memphis, Tennessee 38101, U.S.A. e-mail: xiaolong.luo{at}stjude.org
School of Operations Research and Industrial Engineering, Cornell University Ithaca, New York 14853, U.S.A. e-mail: turabull{at}orie.cornell.edu
University of Arizona Cancer Center Tucson, Arizona 85724, U.S.A. e-mail: selenium{at}ccit.arizona.edu

We consider the likelihood ratio test for a changepoint or lag of the effect of some covariates, e.g. treatment, in regression modelling of survival data subject to right censoring. Asymptotic distributions under null hypotheses are derived. Numerical examples are used to illustrate the implementation of the procedure. Finally we apply the theory to data from a large randomised cancer prevention trial.

Key Words: Asymptotic theory • Changepoint inference • Clinical trial • Cox regression model • Kaplan-Meier estimator • Lag effect • Partial likelihood • Proportional hazard • Survival analysis • Time-dependent covariate


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