I do not see a problem using the logrank test (to get a p-vaue) in this situation if there is a sufficient sample size. The p-value derived from the logrank statistic assumes asymptotic normality of the statistic, so there needs to be a sufficient sample size for that. If many failures occur at zero, then the value of the logrank statistics would be the same as if all of those failures were moved to some unused positive time (before the next failure or censored observation.)
I don't know what the context is, but imagine a situation where two groups seeking employment at a company are being compared. E.g., we are wondering if the employment duration is better for people who have some specific qualification vs. those without it. At the company some people are hired, some are not hired (employment duration = 0), and those who are hired may be terminated (fired, let go) some time later. If the failure event is the combination of terminated and not being hired, then a number of people will fail at day zero (they didn't get the job) and some others will fail later (lost the job.)
There are probably other examples. It would be nice to her the specific situation that prompted this discussion.
Best wishes,
Nayak
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Nayak Polissar
Principal Statistician
The Mountain-Whisper-Light Statistics
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