The problem of a covariate-time qualitative interaction in a survival study.

We introduce a test for the equality of two survival distributions against the specific alternative of crossing hazards. Although this kind of alternative is somewhat rare, designing a test specifically aimed at detecting such departures from the null hypothesis in this direction leads to powerful procedures, upon which we can call in those few cases where such departures are suspected. Furthermore, the proposed test and an approximate version of the test are seen to suffer only moderate losses in power, when compared with their optimal counterparts, should the alternative be one of proportional hazards. Our interest in the problem is motivated by clinical studies on the role of acute graft versus host disease as a risk factor in leukemic children and we discuss the analysis of this study in detail. The model we use in this work is a special case of the one introduced by Anderson and Senthilselvan (1982. Applied Statistics 31, 44-51). We propose overcoming an inferential problem stemming from their model by using the methods of Davies (1977, Biometrika 64, 247-254; 1987, Biometrika 74, 33-43) backed up by resampling techniques. We also look at an approach relying directly on resampling techniques. The distributional aspects of this approach under the null hypothesis are interesting but, practically, its behaviour is such that its use cannot be generally recommended. Outlines of the necessary asymptotic theory are presented and for this we use the tools of martingale theory.