Title |
Testing proportional hazards for specified covariates / |
Authors |
Bagdonavičius, Vilijandas ; Levulienė, Rūta |
DOI |
10.15559/19-VMSTA129 |
Full Text |
|
Is Part of |
Modern stochastics: theory and applications.. Vilnius; Kiev : VTeX. 2019, vol. 6, no. 2, p. 209-225.. ISSN 2351-6046. eISSN 2351-6054 |
Keywords [eng] |
Cox proportional hazards model ; non-proportional hazards ; right censored data ; asymptotic distribution |
Abstract [eng] |
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. |
Published |
Vilnius; Kiev : VTeX |
Type |
Journal article |
Language |
English |
Publication date |
2019 |
CC license |
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