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...

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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
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spelling doaj-31aa27cfd8bb4e069f15b7708f344e722020-11-25T01:08:59ZengVTeXModern Stochastics: Theory and Applications2351-60462351-60542019-02-016220922510.15559/19-VMSTA129Testing proportional hazards for specified covariatesVilijandas Bagdonavičius0Rūta Levulienė1Faculty of Mathematics and Informatics, Vilnius University, Naugarduko 24, Vilnius LT-03225, LithuaniaFaculty of Mathematics and Informatics, Vilnius University, Naugarduko 24, Vilnius LT-03225, LithuaniaTests 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.https://www.vmsta.org/doi/10.15559/19-VMSTA129Cox proportional hazards modelnon-proportional hazardsright censored dataasymptotic distribution
collection DOAJ
language English
format Article
sources DOAJ
author Vilijandas Bagdonavičius
Rūta Levulienė
spellingShingle Vilijandas Bagdonavičius
Rūta Levulienė
Testing proportional hazards for specified covariates
Modern Stochastics: Theory and Applications
Cox proportional hazards model
non-proportional hazards
right censored data
asymptotic distribution
author_facet Vilijandas Bagdonavičius
Rūta Levulienė
author_sort Vilijandas Bagdonavičius
title Testing proportional hazards for specified covariates
title_short Testing proportional hazards for specified covariates
title_full Testing proportional hazards for specified covariates
title_fullStr Testing proportional hazards for specified covariates
title_full_unstemmed Testing proportional hazards for specified covariates
title_sort testing proportional hazards for specified covariates
publisher VTeX
series Modern Stochastics: Theory and Applications
issn 2351-6046
2351-6054
publishDate 2019-02-01
description 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.
topic Cox proportional hazards model
non-proportional hazards
right censored data
asymptotic distribution
url https://www.vmsta.org/doi/10.15559/19-VMSTA129
work_keys_str_mv AT vilijandasbagdonavicius testingproportionalhazardsforspecifiedcovariates
AT rutalevuliene testingproportionalhazardsforspecifiedcovariates
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