Small-Sample Properties of Censored-Data Rank Tests

Small-sample properties of censored-data.rank tests, such as Mantel's logrank test, the Breslow test or the general dass of tests proposed by Peto and Peto (1972, Journal oj the Royal Statistical Society, Series A 135, 185-206), are examined. It is found that the latter dass of tests, in particular, can be substantially nonconservative when applied to small sam pies. The most serious inaccuracies occur in unbalanced trials, when higher event rates are inferred in the smaller sampie.

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