Related papers: Testing proportional hazards for specified covaria…
The risk of a financial position is usually summarized by a risk measure. As this risk measure has to be estimated from historical data, it is important to be able to verify and compare competing estimation procedures. In statistical…
This work presents novel and powerful tests for comparing non-proportional hazard functions, based on sample-space partitions. Right censoring introduces two major difficulties which make the existing sample-space partition tests for…
The classical approach to analyze time-to-event data, e.g. in clinical trials, is to fit Kaplan-Meier curves yielding the treatment effect as the hazard ratio between treatment groups. Afterwards commonly a log-rank test is performed in…
In practice, the logrank test is the most widely used method for testing the equality of survival distributions. It is the optimal method under the proportional hazard assumption. However, since non-proportional hazards are often…
It is quite common in modern research, for a researcher to test many hypotheses. The statistical (frequentist) hypothesis testing framework, does not scale with the number of hypotheses in the sense that naively performing many hypothesis…
Test log-likelihood is commonly used to compare different models of the same data or different approximate inference algorithms for fitting the same probabilistic model. We present simple examples demonstrating how comparisons based on test…
A formal likelihood ratio hypothesis test for the validity of a parametric regression function is proposed, using a large-dimensional, nonparametric double cone alternative. For example, the test against a constant function uses the…
When planning a clinical trial for a time-to-event endpoint, we require an estimated effect size and need to consider the type of effect. Usually, an effect of proportional hazards is assumed with the hazard ratio as the corresponding…
With advancement of medicine, alternative exposures or interventions are emerging with respect to a common outcome, and there are needs to formally test the difference in the associations of multiple exposures. We propose a duplication…
We extend path analysis by giving sufficient conditions for computing the partial covariance of two random variables from their covariance. This is specifically done by correcting the covariance with the product of some partial variance…
In the report the approach to estimation of quality of planned experiments is considered. This approach is based on the analysis of uncertainty, which will take place under the future hypotheses testing about the existence of a new…
A simple test is proposed for examining the correctness of a given completely specified response function against unspecified general alternatives in the context of univariate regression. The usual diagnostic tools based on residuals plots…
Intraclass correlation in bilateral data has been investigated in recent decades with various statistical methods. In practice, stratifying bilateral data by some control variables will provide more sophisticated statistical results to…
Nonlinear longitudinal proportional effect models have been proposed to improve power and provide direct estimates of the proportional treatment effect in randomized clinical trials. These models assume a fixed proportional treatment effect…
We describe a statistical hypothesis test for the presence of a signal based on the likelihood ratio statistic. We derive the test for a case of interest and also show that for that case the test works very well, even far out in the tails…
Widely used methods and software for group sequential tests of a null hypothesis of no treatment difference that allow for early stopping of a clinical trial depend primarily on the fact that sequentially-computed test statistics have the…
The univariate distorted distribution were introduced in risk theory to represent changes (distortions) in the expected distributions of some risks. Later they were also applied to represent distributions of order statistics, coherent…
In clinical trials studying paired parts of a subject with binary outcomes, it is expected to collect measurements bilaterally. However, there are cases where subjects contribute measurements for only one part. By utilizing combined data,…
In the following, we introduce new proportional hazard (PH) processes, which are derived by a marginal transformation applied to complementary power function distribution (CPFD) processes. Also, we introduce two new Pareto processes, which…
Applied researchers often claim that the risk difference is more heterogeneous than the relative risk and the odds ratio. Some also argue that there are theoretical grounds for why this claim is true. In this note, we point out that these…