A Test for an Abrupt Change in Weibull Hazard Functions with Staggered Entry and Type I Censoring

Abstract

We consider a test for an abrupt change in a Weibull hazard function with unknown scale parameter when the data are subject to staggered entry and Type I censoring. We formulate the profile log-likelihood ratio test statistic as a function of the change point and show that it converges weakly to an Ornstein-Uhlenbeck process. We determine critical values from an approximation to the tail probability of the supremum of the process. We study the power of the test through simulation, and demonstrate its applicability using real data from a clinical study for the treatment of chronic granulomatous disease.