Statistical Modelling 9 (2009), 361–379

Urn sampling, interval censoring and proportional hazard models: tests and relationships

Lu Zheng
Department of Biostatistics
Harvard School of Public Health
655 Huntington Avenue
Boston, MA 02115
USA
eMail: lzheng@hsph.harvard.edu

Marvin Zelen
Department of Biostatistics
Harvard School of Public Health
USA

Abstract:

This paper proposes a new distribution-free statistical method for testing hypotheses about covariates for survival data having simultaneously right-, left- and interval-censored survival times. The new test is motivated by the analogue between urn sampling and the Cox’s proportional hazard models. Investigations of the significance levels and power as a function of the proportion of interval-censored observations and interval length show that the test performs well for most censoring situations encountered in practice. Simulation results also suggest that there is negligible loss of power in the practical situation in which the mean interval length for interval-censored observations is less than the mean survival time. This holds even with heavy interval censoring. Comparison with the widely used Mantel’s method for comparing two groups shows that the power of the new method appears to be superior. Furthermore, the test is relatively simple to carry out and generalizes to comparing k populations as well as the testing of general linear hypothesis for arbitrary covariates.

Keywords:

interval censoring; mid-rank; rank-based tests; time to events; urn sampling

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R-code in zipped archive.
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