A Monte Carlo study of some censored data Wilcoxon rank tests
1990 (English)In: Biometrical Journal, ISSN 0323-3847, Vol. 32, no 6, 721-735 p.Article in journal (Refereed) Published
The variance estimators usually applied for the generalized censored data Wilcoxon rank tests by Gehan and Peto & Prentice, are heavily biased in unbalanced problems. This paper reports the results of a Monte Carlo simulation study, where jackknifing is used to construct estimators of variance. Size, power and variance properties are compared for five variance estimators, when using different combinations of group sizes, failure and censoring patterns. The variance estimators are the permutational, the conditional permutational and the jackknife variance estimators for the statistic of Gehan and the asymptotic and the jackknife variance estimators for the statistic of Peto & Prentice. It appears that observed size, power and variance properties may be improved by using the jackknife variance estimator, when comparing to the variance estimators usually applied.
Place, publisher, year, edition, pages
Weinheim, Germany: WILEY-VCH Verlag GmbH & Co. KGaA , 1990. Vol. 32, no 6, 721-735 p.
Censored data rank tests, Gehan's test, Generalized Wilcoxon test, Jackknifing, Two sample problem, Simulation, Survival data, Variance estimation
Computer and Information Science
Research subject Statistics
IdentifiersURN: urn:nbn:se:umu:diva-32355DOI: 10.1002/bimj.4710320612OAI: oai:DiVA.org:umu-32355DiVA: diva2:302975