title: The k-sample problem in a multi-state model and testing transition probability matrices.
abstract: The choice of multi-state models is natural in analysis of survival data, e.g., when the subjects in a study pass through different states like 'healthy', 'in a state of remission', 'relapse' or 'dead' in a health related quality of life study. Competing risks is another common instance of the use of multi-state models. Statistical inference for such event history data can be carried out by assuming a stochastic process model. Under such a setting, comparison of the event history data generated by two different treatments calls for testing equality of the corresponding transition probability matrices. The present paper proposes solution to this class of problems by assuming a non-homogeneous Markov process to describe the transitions among the health states. A class of test statistics are derived for comparison of [Formula: see text] treatments by using a 'weight process'. This class, in particular, yields generalisations of the log-rank, Gehan, Peto-Peto and Harrington-Fleming tests. For an intrinsic comparison of the treatments, the 'leave-one-out' jackknife method is employed for identifying influential observations. The proposed methods are then used to develop the Kolmogorov-Smirnov type supremum tests corresponding to the various extended tests. To demonstrate the usefulness of the test procedures developed, a simulation study was carried out and an application to the Trial V data provided by International Breast Cancer Study Group is discussed.
authors.affiliation: Dell International Services, 121, 122A, 131A, Divyasree Greens Koramangala Inner Ring Road, Challaghatta, Varthur Hobli, Bangalore, 560071, Karnataka, India, prabhanjannt@gmail.com.
authors.forename: Prabhanjan N
authors.initials: PN
authors.lastname: Tattar
authors.forename: H J
authors.initials: HJ
authors.lastname: Vaman
mesh_terms: D000970:Antineoplastic Agents / Q000008:administration & dosage; D001943:Breast Neoplasms / Q000188:drug therapy; D003198:Computer Simulation; D005260:Female; D006801:Humans; D008390:Markov Chains; D008875:Middle Aged; D015233:Models, Statistical; D011788:Quality of Life; D018709:Statistics, Nonparametric
chemical_list: D000970:Antineoplastic Agents