Comparisons of test statistics arising from marginal analyses of multivariate survival data.

We investigate the properties of several statistical tests for comparing treatment groups with respect to multivariate survival data, based on the marginal analysis approach introduced by Wei, Lin and Weissfeld ["Regression Analysis of multivariate incomplete failure time data by modelling marginal distributions," JASA vol. 84 pp. 1065-1073]. We consider two types of directional tests, based on a constrained maximization and on linear combinations of the unconstrained maximizer of the working likelihood function, and the omnibus test arising from the same working likelihood. The directional tests are members of a larger class of tests, from which an asymptotically optimal test can be found. We compare the asymptotic powers of the tests under general contiguous alternatives for a variety of settings, and also consider the choice of the number of survival times to include in the multivariate outcome. We illustrate the results with simulations and with the results from a clinical trial examining recurring opportunistic infections in persons with HIV.