Cox (1972) proposed a regression model for life tables and derived certain hypothesis testing procedures. If there is no censoring and we wish to test a simple null hypothesis, his test statistic is similar to a permutation test. This relation is explored and it is shown how to modify any rank test to allow for censored data. Cox's test and the log rank test are compared and it is concluded that if no censoring occurs the nonparametric test is to be preferred if the sample size is very small. When censoring occurs tests like Cox's are recommended.
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Richard Morton (1978) studied this question.
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