On goodness-of-fit for homogeneity and proportional hazards

被引:6
|
作者
Bagdonavicius, Vilijandas [1 ]
Nikulin, Mikhail [1 ]
机构
[1] Vilnius State Univ, Dept Math Stat, Vilnius, Lithuania
关键词
Cox model; goodness-of-fit; homogeneity; non-parametric tests; score statistic; statistical hypothesis;
D O I
10.1002/asmb.645
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
The classical goodness-of-fit tests for homogeneity and proportional hazards have small power in the case of alternatives when crossings of survival functions are possible. We give test statistics which are oriented against wide classes of alternatives including single or multiple crossings of survival functions. The limit distributions of the test statistics are derived. Power of some tests are investigated by simulation. Copyright (c) 2006 John Wiley & Sons, Ltd.
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页码:607 / 619
页数:13
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