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Two popular censored data rank tests were used to compare cancer incidence rates between dogs receiving bone marrow transplantation and control dogs. The logrank test gave a significance level of 0.01. In contrast, Gehan's generalized Wilcoxon test gave a significance level of 0.76. The statistics are displayed in a manner that shows how such contrasting significance levels can arise. The Gehan statistic is shown to be subject to a serious criticism that does not apply to other Wilcoxon generalizations. Further insight into the data is obtained using a time-dependent logrank test and the proportional hazards regression model.
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Prentice et al. (1979) studied this question.
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