Testing proportional hazards for specified covariates
Statistics Theory
2020-01-20 v1 Probability
Statistics Theory
Abstract
Tests for proportional hazards assumption concerning specified covariates or groups of covariates are proposed. The class of alternatives is wide: log-hazard rates under different values of covariates may cross, approach, go away. The data may be right censored. The limit distribution of the test statistic is derived. Power of the test against approaching alternatives is given. Real data examples are considered.
Cite
@article{arxiv.2001.06002,
title = {Testing proportional hazards for specified covariates},
author = {Vilijandas Bagdonavičius and Rūta Levulienė},
journal= {arXiv preprint arXiv:2001.06002},
year = {2020}
}
Comments
Published at https://doi.org/10.15559/19-VMSTA129 in the Modern Stochastics: Theory and Applications (https://vmsta.org/) by VTeX (http://www.vtex.lt/)