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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Online Access: | https://www.vmsta.org/doi/10.15559/19-VMSTA129 |
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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 |
_version_ |
1725180631752638464 |