Testing proportional hazards for specified covariates

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 st...

Full description

Bibliographic Details
Main Authors: Vilijandas Bagdonavičius, Rūta Levulienė
Format: Article
Language:English
Published: VTeX 2019-02-01
Series:Modern Stochastics: Theory and Applications
Subjects:
Online Access:https://www.vmsta.org/doi/10.15559/19-VMSTA129
Description
Summary: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.
ISSN:2351-6046
2351-6054