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Abd El-Raheem AERM, Mohamed HN, Abd-Elfattah EF. Saddlepoint p-values for a class of location-scale tests. J Biopharm Stat 2024:1-20. [PMID: 38853696 DOI: 10.1080/10543406.2024.2358810] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 10/12/2023] [Accepted: 05/12/2024] [Indexed: 06/11/2024]
Abstract
The main idea of this paper is to approximate the exact p-value of a class of non-parametric, two-sample location-scale tests. In this paper, the most famous non-parametric two-sample location-scale tests are formulated in a class of linear rank tests. The permutation distribution of this class is derived from a random allocation design. This allows us to approximate the exact p-value of the non-parametric two-sample location-scale tests of the considered class using the saddlepoint approximation method. The proposed method shows high accuracy in approximating the exact p-value compared to the normal approximation method. Moreover, the proposed method only requires a few calculations and time, as in the case of the simulated method. The procedures of the proposed method are clarified through four sets of real data that represent applications for a number of different fields. In addition, a simulation study compares the proposed method with the traditional methods to approximate the exact p-value of the specified class of the non-parametric two-sample location-scale tests.
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Affiliation(s)
| | - Haidy N Mohamed
- Department of Mathematics, Faculty of Education, Ain Shams University, Cairo, Egypt
| | - Ehab F Abd-Elfattah
- Department of Mathematics, Faculty of Education, Ain Shams University, Cairo, Egypt
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Mohamed HN, Abd-Elfattah EF, Abd-El-Monem A, Abd El-Raheem AERM. Saddlepoint p-values for a class of location-scale tests under randomized block design. Sci Rep 2024; 14:3092. [PMID: 38326454 PMCID: PMC10850542 DOI: 10.1038/s41598-024-53451-z] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Key Words] [Grants] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 04/26/2023] [Accepted: 01/31/2024] [Indexed: 02/09/2024] Open
Abstract
This paper deals with a class of nonparametric two-sample location-scale tests. The purpose of this paper is to approximate the exact p-value of the considered class under a randomized block design. The exact p-value of the considered class is approximated by the saddlepoint approximation method, also by the traditional method which is the normal approximation method. The saddlepoint approximation method is more accurate than the normal approximation method in approximating the exact p-value, and does not take a lot of time like the simulation method. This accuracy is proved by applying the mentioned methods to two real data sets and a simulation study.
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Affiliation(s)
- Haidy N Mohamed
- Department of Mathematics, Faculty of Education, Ain Shams University, Cairo, Egypt
| | - Ehab F Abd-Elfattah
- Department of Mathematics, Faculty of Education, Ain Shams University, Cairo, Egypt
| | - Amel Abd-El-Monem
- Department of Mathematics, Faculty of Education, Ain Shams University, Cairo, Egypt
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Abd El-Raheem AERM, Kamal KS, Abd-Elfattah EF. P-values and confidence intervals of linear rank tests for left-truncated data under truncated binomial design. J Biopharm Stat 2024; 34:127-135. [PMID: 36710407 DOI: 10.1080/10543406.2023.2171431] [Citation(s) in RCA: 3] [Impact Index Per Article: 3.0] [Reference Citation Analysis] [Abstract] [Key Words] [MESH Headings] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 08/22/2022] [Accepted: 01/18/2023] [Indexed: 01/31/2023]
Abstract
The paper provides computations comparing the accuracy of the saddlepoint approximation approach and the normal approximation method in approximating the mid-p-value of Wilcoxon and log-rank tests for the left-truncated data using a truncated binomial design. The paper uses real data examples to apply the comparison, along with some simulated studies. Confidence intervals are provided by the inversion of the tests under consideration.
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Affiliation(s)
| | - Kholoud S Kamal
- Department of Mathematics, Faculty of Education, Ain Shams University, Cairo, Egypt
| | - Ehab F Abd-Elfattah
- Department of Mathematics, Faculty of Education, Ain Shams University, Cairo, Egypt
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Abd El-Raheem AERM, Abd-Elfattah EF. Weighted log-rank tests for censored data under Wei's urn design: saddlepoint approximation and confidence intervals. J Biopharm Stat 2023:1-10. [PMID: 36867058 DOI: 10.1080/10543406.2023.2183508] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 10/28/2022] [Accepted: 02/17/2023] [Indexed: 03/04/2023]
Abstract
The randomization designs in clinical trials provide probabilistic basis for the statistical inference of the permutation tests. One of the widely used designs to avoid the problems of imbalance and selection bias for one of the treatments is Wei's urn design. In this article, the saddlepoint approximation is suggested to approximate the p-values of the weighted log-rank class of two-sample tests under Wei's urn design. To show the accuracy of the proposed method and to clarify its procedure, two sets of real data are analyzed, and a simulation study is conducted using different sample sizes and three different life time distributions. Through the illustrative examples and simulation study, a comparison is made between the proposed method and the traditional method, which is the normal approximation method. All of these procedures confirmed that the proposed method is more accurate and efficient than the normal approximation method in approximating the exact p-value of the considered class of tests. As a result, the nominal 95 % confidence intervals for the treatment effect are determined.
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Affiliation(s)
| | - Ehab F Abd-Elfattah
- Department of Mathematics, Faculty of Education, Ain Shams University, Cairo, Egypt
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Newer HA, Abd-El-Monem A. Saddlepoint approximation for weighted log-rank tests based on block truncated binomial design. J Biopharm Stat 2023; 33:210-219. [PMID: 35980127 DOI: 10.1080/10543406.2022.2108825] [Citation(s) in RCA: 1] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/15/2022]
Abstract
Clustered data frequently occur in biomedical research fields and clinical trials. The log-rank tests are widely used for two-independent samples of clustered data tests. The randomized block design and truncated binomial design are used for forcing balance in clinical trials and reducing selection bias. In this paper, survival clustered data are randomized by generalized randomized block, and subsequently clustered data in each block are randomized by truncated binomial design. Consequently, the p-values of the null permutation distribution of log-rank tests for clustered data are approximated via the double saddlepoint approximation method. Comprehensive numerical studies are carried out to assess the accuracy of the saddlepoint approximation. This approximation has a great accuracy over the asymptotic normal approximation.
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Affiliation(s)
- Haidy A Newer
- Department of Mathematics, Faculty of Education, Ain-Shams University, Cairo, Egypt
| | - Amel Abd-El-Monem
- Department of Mathematics, Faculty of Education, Ain-Shams University, Cairo, Egypt
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Newer HA. Saddlepoint approximation p-values of weighted log-rank tests based on censored clustered data under block Efron's biased-coin design. Stat Methods Med Res 2023; 32:465-473. [PMID: 36624622 DOI: 10.1177/09622802221143498] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 01/11/2023]
Abstract
Clustered survival data frequently occurs in biomedical research fields and clinical trials. The log-rank tests are used for two independent samples of clustered data tests. We use the block Efron's biased-coin randomization (design) to assign patients to treatment groups in a clinical trial by forcing a sequential experiment to be balanced. In this article, the p-values of the null permutation distribution of log-rank tests for clustered data are approximated via the double saddlepoint approximation method. Comprehensive numerical studies are carried out to assess the accuracy of the saddlepoint approximation. This approximation demonstrates great accuracy over the asymptotic normal approximation.
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Affiliation(s)
- Haidy A Newer
- Department of Mathematics, Faculty of Education, 68791Ain-Shams University, Cairo, Egypt
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Kamal KS, Abd El-Raheem AERM, Abd-Elfattah EF. Weighted log-rank tests for left-truncated data under Wei’s urn design: saddlepoint p-values and confidence intervals. J Biopharm Stat 2022; 32:641-651. [DOI: 10.1080/10543406.2021.2010091] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/19/2022]
Affiliation(s)
- Kholoud S. Kamal
- Department of Mathematics, Faculty of Education, Ain Shams University, Cairo, Egypt
| | | | - Ehab F. Abd-Elfattah
- Department of Mathematics, Faculty of Education, Ain Shams University, Cairo, Egypt
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Kamal KS, Abd El-Raheem AERM, Abd-Elfattah EF. Weighted log-rank tests for left-truncated data: Saddlepoint p-values and confidence intervals. COMMUN STAT-THEOR M 2021. [DOI: 10.1080/03610926.2021.1986534] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/19/2022]
Affiliation(s)
- Kholoud S. Kamal
- Department of Mathematics, Faculty of Education, Ain Shams University, Cairo, Egypt
| | | | - Ehab F. Abd-Elfattah
- Department of Mathematics, Faculty of Education, Ain Shams University, Cairo, Egypt
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Abd El-Raheem AERM, Abd-Elfattah EF. Log-rank tests for censored clustered data under generalized randomized block design: Saddlepoint approximation. J Biopharm Stat 2020; 31:352-361. [PMID: 33347337 DOI: 10.1080/10543406.2020.1858310] [Citation(s) in RCA: 9] [Impact Index Per Article: 2.3] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/22/2022]
Abstract
The weighted log-rank class is the common and widely used class of two-sample tests for clustered data. Clustered data with censored failure times often arise in tumorigenicity investigations and clinical trials. The randomized block design is a significant design that reduces both unintentional bias and selection bias. Accordingly, the p-values of the null permutation distribution of weighted log-rank class for clustered data are approximated using the double saddlepoint approximation technique. Comprehensive simulation studies are carried out to appraise the accuracy of the saddlepoint approximation. This approximation exhibits a significant improvement in precision over the asymptotic approximation. This precision motivates us to determine the approximated confidence intervals for the treatment impact.
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Affiliation(s)
| | - Ehab F Abd-Elfattah
- Department of Mathematics, Faculty of Education, Ain Shams University, Cairo, Egypt
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Abd El-Raheem AERM, Abd-Elfattah EF. Weighted log-rank tests for clustered censored data: Saddlepoint p-values and confidence intervals. Stat Methods Med Res 2020; 29:2629-2636. [DOI: 10.1177/0962280220908288] [Citation(s) in RCA: 4] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 09/01/2023]
Abstract
Clustered data with censored failure times frequently arise in clinical trials and tumorigenicity studies. For such data, the common and extensively used class of two-sample tests is the weighted log-rank tests. In this article, a double saddlepoint approximation is used to calculate the p-values of the null permutation distribution of these tests. This technique is demonstrated using three real clustered data sets. Comprehensive simulation studies are conducted to appraise the efficiency of the saddlepoint approximation. This approximation is far superior to the asymptotic normal approximation. This precision allows us to determine almost exact confidence intervals for the treatment impact.
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Affiliation(s)
| | - Ehab F Abd-Elfattah
- Department of Mathematics, Faculty of Education, Ain Shams University, Cairo, Egypt
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