THE PERFORMANCE OF MULTIPLE COMPARISONS PROCEDURES WITH SURVIVAL DATA

We compare the performance of several multiple pairwise comparisons methods with right censored data using computer simulation. Together with classical one-step Bonferroni-type and Scheffe-type multiple comparisons procedures, several kinds of stepwise procedures are studied. As a result, the reranking Peritz-type closed-step-down procedure is found to be the most powerful among these procedures. Shaffer's method is preferable to the other Bonferroni-type procedures. Several kinds of rank tests are used for the construction of multiple comparisons tests. Corresponding to the underlying survival distribution family, the best lifetime test statistic varies. This result is interpreted in connection with the Pitman asymptotic relative efficiencies of the overall test statistics. The maximum Type I familywise error rates would exceed the nominal level if we use step-down multiple comparisons procedures based on the logrank test.