On variance estimation for the one-sample log-rank test

Fuente: arXiv
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Autores principales: Danzer, Moritz Fabian, Faldum, Andreas, Schmidt, Rene
Formato: Preprint
Publicado: 2021
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author Danzer, Moritz Fabian
Faldum, Andreas
Schmidt, Rene
author_facet Danzer, Moritz Fabian
Faldum, Andreas
Schmidt, Rene
contents Time-to-event endpoints show an increasing popularity in phase II cancer trials. The standard statistical tool for such one-armed survival trials is the one-sample log-rank test. Its distributional properties are commonly derived in the large sample limit. It is however known from the literature, that the asymptotical approximations suffer when sample size is small. There have already been several attempts to address this problem. While some approaches do not allow easy power and sample size calculations, others lack a clear theoretical motivation and require further considerations. The problem itself can partly be attributed to the dependence of the compensated counting process and its variance estimator. For this purpose, we suggest a variance estimator which is uncorrelated to the compensated counting process. Moreover, this and other present approaches to variance estimation are covered as special cases by our general framework. For practical application, we provide sample size and power calculations for any approach fitting into this framework. Finally, we use simulations and real world data to study the empirical type I error and power performance of our methodology as compared to standard approaches.
format Preprint
id arxiv_https___arxiv_org_abs_2108_08194
institution arXiv
publishDate 2021
record_format arxiv
spellingShingle On variance estimation for the one-sample log-rank test
Danzer, Moritz Fabian
Faldum, Andreas
Schmidt, Rene
Methodology
62N03
G.3.16
Time-to-event endpoints show an increasing popularity in phase II cancer trials. The standard statistical tool for such one-armed survival trials is the one-sample log-rank test. Its distributional properties are commonly derived in the large sample limit. It is however known from the literature, that the asymptotical approximations suffer when sample size is small. There have already been several attempts to address this problem. While some approaches do not allow easy power and sample size calculations, others lack a clear theoretical motivation and require further considerations. The problem itself can partly be attributed to the dependence of the compensated counting process and its variance estimator. For this purpose, we suggest a variance estimator which is uncorrelated to the compensated counting process. Moreover, this and other present approaches to variance estimation are covered as special cases by our general framework. For practical application, we provide sample size and power calculations for any approach fitting into this framework. Finally, we use simulations and real world data to study the empirical type I error and power performance of our methodology as compared to standard approaches.
title On variance estimation for the one-sample log-rank test
topic Methodology
62N03
G.3.16
url https://arxiv.org/abs/2108.08194