Skip Navigation



Biometrika Advance Access published online on August 5, 2007
Biometrika, doi:10.1093/biomet/asm060
This Article
Right arrow Full Text (PDF)
Right arrow All Versions of this Article:
94/3/543    most recent
asm060v1
Right arrow References
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by Abd-Elfattah, E. F.
Right arrow Articles by Butler, R. W.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

Copyright © 2007 Biometrika Trust

Article

The weighted log-rank class of permutation tests: P-values and confidence intervals using saddlepoint methods

Ehab F. Abd-Elfattah

Ain Shams University, Cairo, Egypt

Ronald W. Butler

Department of Statistical Science Southern Methodist University, Dallas, Texas 75275, U.S.A.

ehab{at}ASUnet.shams.edu.eg

rbutler{at}smu.edu

Received for publication 1 September 2005. Revision received 1 December 2006.
  Abstract

Test statistics from the weighted log-rank class are commonly used to compare treatment with control when there is right censoring. This paper uses saddlepoint methods to determine mid-p-values from the null permutation distributions of tests from the weighted log-rank class. Analytical saddlepoint computations replace the permutation simulations and provide mid-p-values that are virtually exact for all practical purposes. The speed of these saddlepoint computations makes it practicable to invert the weighted log-rank tests to determine nominal 95% confidence intervals for the treatment effect with right-censored data. Such analytical inversions lead to permutation confidence intervals that are easily computed and virtually identical to the exact intervals that would normally require massive amounts of simulation.

Key Words: Linear rank test • Log-rank test • Mid-p-value • Permutation distribution • Saddlepoint approximation • Weighted log-rank class


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer: Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.