Several statistical tests have been proposed for comparing survival distributions or Kaplan-Meier curves between two or more groups. It seems that 99% of the time in clinical research the log-rank test is used but it is not clear in most situations whether this test is the best choice compared to Breslow (generalized Wilcoxon), Tarone-Ware, or Peto-Prentice, except that statisticians say it depends on when the failure times occur (earlier versus later) and on the pattern of censoring. Apparently, the various tests use different weights, making them more or less likely to detect earlier or later group differences.
Can someone suggest a useful and more objective way of making this decision because even visually inspecting the KM curves, while important, does not always make it obvious as to which test is preferred?
Thanks all!