Vermeulen Karel, Thas Olivier, Vansteelandt Stijn
Department of Applied Mathematics, Computer Science and Statistics, Ghent University, Krijgslaan 281, Gent 9000, Belgium.
Stat Med. 2015 Mar 15;34(6):1012-30. doi: 10.1002/sim.6386. Epub 2014 Dec 5.
The Mann-Whitney U test is frequently used to evaluate treatment effects in randomized experiments with skewed outcome distributions or small sample sizes. It may lack power, however, because it ignores the auxiliary baseline covariate information that is routinely collected. Wald and score tests in so-called probabilistic index models generalize the Mann-Whitney U test to enable adjustment for covariates, but these may lack robustness by demanding correct model specification and do not lend themselves to small sample inference. Using semiparametric efficiency theory, we here propose an alternative extension of the Mann-Whitney U test, which increases its power by exploiting covariate information in an objective way and which lends itself to permutation inference. Simulation studies and an application to an HIV clinical trial show that the proposed permutation test attains the nominal Type I error rate and can be drastically more powerful than the classical Mann-Whitney U test.
曼-惠特尼U检验常用于评估结果分布呈偏态或样本量较小的随机实验中的治疗效果。然而,它可能缺乏检验效能,因为它忽略了常规收集的辅助基线协变量信息。所谓概率指数模型中的wald检验和得分检验对曼-惠特尼U检验进行了推广,以实现对协变量的调整,但这些检验可能因要求正确的模型设定而缺乏稳健性,且不适用于小样本推断。利用半参数效率理论,我们在此提出了曼-惠特尼U检验的另一种扩展方法,该方法通过客观利用协变量信息提高了检验效能,且适用于置换推断。模拟研究和一项HIV临床试验的应用表明,所提出的置换检验达到了名义上的I型错误率,并且比经典的曼-惠特尼U检验具有更强的检验效能。