Testing quasi-independence for truncation data

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10.1016/j.jmva.2009.07.006

Abstract

Quasi-independence is a common assumption for analyzing truncated data. To verify this condition, we propose a class of weighted log-rank type statistics that include existing tests proposed by Tsai (1990) and Martin and Betensky (2005) as special cases. To choose an appropriate weight function that may lead to a more power test, we derive a score test when the dependence Structure under the alternative hypothesis is modeled via the odds ratio function proposed by Chaieb, Rivest and Abdous (2006). Asymptotic properties of the proposed tests are established based oil the functional delta method which can handle more general Situations than results based oil rank-statistics or U-statistics. Extension of the proposed methodology under two different censoring settings is also discussed. Simulations are performed to examine finite-sample performances of the proposed method and its competitors. Two datasets are analyzed for illustrative purposes. (C) 2009 Elsevier Inc. All rights reserved.

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