A Nonparametric Test for Association with Censored Data

A nonparametric procedure is proposed for the problem of testing association between two continuous variables when one is subject to arbitrary censoring. The motivation for the procedure derives from our finding that Cox's likelihood procedure may not adequately control the size of the test. The proposed procedure allows the censoring mechanism to depend on the independent variable, is simple computationally, and provides accurate control over the size of the test even for quite small samples. Asymptotic results suggest that it may provide a sensitive alternative to Cox's procedure. An example dealing with survival following operation for myasthenia gravis is provided, wherein a method for testing after adjustment for covariate information is described.