Estimating conditional Mann-Whitney effects using pseudo-observation-based regression

Fuente: arXiv
Guardado en:
Detalles Bibliográficos
Autores principales: Dobler, Dennis, Schenk, Alina, Schmid, Matthias
Formato: Preprint
Publicado: 2026
Materias:
Acceso en línea:
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
_version_ 1866916071240368128
author Dobler, Dennis
Schenk, Alina
Schmid, Matthias
author_facet Dobler, Dennis
Schenk, Alina
Schmid, Matthias
contents The Mann-Whitney effect is an effect measure for the order of two sample-specific outcome variables. It has the interpretation of a probability and also a connection to the area under the ROC curve. In the literature it has been considered for both ordinal and right-censored time-to-event outcomes. For both cases, the present paper introduces a distribution-free regression model that relates the Mann-Whitney effect to a linear combination of covariates. To fit the model, we develop a pseudo-observation-based procedure yielding consistent and asymptotically normal coefficient estimates. In addition, we propose bootstrap-based hypothesis tests to infer the effects of the covariates on the Mann-Whitney effect. A simulation study on the small-sample behavior of the proposed method demonstrates that the novel hypothesis tests keep up with the z-test of a Cox regression model. The new methods are used to analyze progression-free survival in breast cancer patients enrolled for the randomized phase III SUCCESS-A trial.
format Preprint
id arxiv_https___arxiv_org_abs_2601_15880
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Estimating conditional Mann-Whitney effects using pseudo-observation-based regression
Dobler, Dennis
Schenk, Alina
Schmid, Matthias
Methodology
Statistics Theory
62J12, 62N02, 62N03, 62F40
The Mann-Whitney effect is an effect measure for the order of two sample-specific outcome variables. It has the interpretation of a probability and also a connection to the area under the ROC curve. In the literature it has been considered for both ordinal and right-censored time-to-event outcomes. For both cases, the present paper introduces a distribution-free regression model that relates the Mann-Whitney effect to a linear combination of covariates. To fit the model, we develop a pseudo-observation-based procedure yielding consistent and asymptotically normal coefficient estimates. In addition, we propose bootstrap-based hypothesis tests to infer the effects of the covariates on the Mann-Whitney effect. A simulation study on the small-sample behavior of the proposed method demonstrates that the novel hypothesis tests keep up with the z-test of a Cox regression model. The new methods are used to analyze progression-free survival in breast cancer patients enrolled for the randomized phase III SUCCESS-A trial.
title Estimating conditional Mann-Whitney effects using pseudo-observation-based regression
topic Methodology
Statistics Theory
62J12, 62N02, 62N03, 62F40
url https://arxiv.org/abs/2601.15880