7.

3 Comparison of Two Groups of Survival Data

Suppose

t ( 1 ) < t ( 2 ) < L < t ( m ) are m distinct death times t ( j ) , d 1 j individuals in

across two groups and that at time

Group I die and d

2 j

individuals in Group II die, for

j = 1 , 2 , K , m . Also, suppose n 1 j individuals in Group I

are still alive just before time

t ( j ) while n 2

individuals in

Group

II are still alive just before time

t ( j ) . Let

n j = n 1 j + n 2 j and d j = d 1 j + d 2 j . Then, we have the

following table, Group Number of death at t j I II Total Number surviving beyond t j
d1 j d2 j dj n1 j d1 j n2 j d 2 j nj d j n1 j n2 j n j = n1 j + n 2 j

Number alive just before t j

Then, we can regard with on

d 1 j ~ B (n1 j , 1 j ) and d 2 j ~ B (n 2 j , 2 j )

logit ( 1 j ) = j + , logit ( 2 j ) = j . Thus, conditionally d1 j + d 2 j = d j , d 1 j has a hypergeometric distribution.

Based on the conditional distribution, the score statistic

m m n1 j d j lc ( ) UL = = (d1 j e1 j ) = d1 j , nj = 0 j =1 j =1

where

lc ( ) is the conditional log-likelihood function and

nj
is the conditional mean of

e1 j =

n1 j d j

d j . Further,

VL = Var (U L ) =
j =1

n1 j n2 j d j (n j d j ) n2 j (n j 1)
.

As the number of death time is not too small, then

Z =

UL ~ N (0 ,1 ) . VL

Note:
We can also use the continuity-correct value

1 VL

2
.

We can use Z

or

to test

: = 0 . The test using

2 U L = VL

is referred to as Log-rank test or Mantel-Haenzel

procedure. The other test is based on

Uw =

n (d
m j =1 j

1j

e1 j ) ,

which is referred to as the Wilcoxon test. The difference between

2

and

is that the Wilcoxon test, each difference

d 1 j e1 j is weighted by n j . The effect of this is to give less

weight to difference between

d 1 j and e 1 j at those times when

U
is

the total number of individuals who are still alive is small, that is, at the longest survival time. The variance of
m 2 j
w

n1 j n2 j d j (n j d j ) Vw = Var (U w ) = n . 2 ( ) n n 1 j =1 j j
Thus, the Wilcoxon statistic to test

: = 0
: = 0 .

is

2 U w = W V w . Note that

~ 12 under H

Example (continue):

In the motivating example, we have data Group T C T C T 6 7 7 6 7 Survival time Then, we have the following tables:

T
9.5

C
10

C
11

t (1 ) = 6
Group T C # of death
d11 = 1 d 21 = 0 d1 = 1

# alive beyond 3 4 7

# alive
n11 = 4 n21 = 4 n1 = 8

t(2) = 7
Group T C # of death
d12 = 1 d 22 = 1 d2 = 2

# alive beyond 2 2 4

# alive
n12 = 3 n22 = 3 n2 = 6

t ( 3 ) = 11
Group T C Thus, # of death
d 13 = 0 d 23 = 1 d3 = 1

# alive beyond 0 0 0

# alive
n13 = 0 n 23 = 1 n3 = 1

U L = (d11 e11 ) + (d12 e12 ) + (d13 e13 ) 0 1 4 1 3 2 = 1 + 0 + 1 8 6 1 = 0. 5

and

U w = n1 (d11 e11 ) + n2 (d12 e12 ) + n3 (d13 e13 ) 0 1 3 2 4 1 6 1 1 0 + + = 8 1 8 6 1 =4

Similarly,

V L and V w can be obtained.