Saddlepoint p-values and confidence intervals for a class of two sample permutation tests for current status and panel count data

Abstract

The current status and panel count data frequently arise from cancer and tumorigenicity studies when events currently occur. A common and widely used class of two sample tests, for current status and panel count data, is the permutation class. We manipulate the double saddlepoint method to calculate the exact mid-p-values of the underlying permutation distributions of this class of tests. Permutation simulations are replaced by analytical saddlepoint computations which provide extremely accurate mid-p-values that are exact for most practical purposes and almost always more accurate than normal approximations. The method is illustrated using two real tumorigenicity panel count data. To compare the saddlepoint approximation with the normal asymptotic approximation, a simulation study is conducted. The speed and accuracy of the saddlepoint method facilitate the calculation of the confidence interval for the treatment effect. The inversion of the mid-p-values to calculate the confidence interval for the mean rate of development of the recurrent event is discussed.