Abstract
A comparison is made between two approaches to testing goodness of fit of Cox's regression model for survival data. The first approach is based on the inclusion of time dependent covariates, whereas the second one is based on the autocovariance of successive contributions to the derivative of the loglikelihood. It appears that the second test is most appropriate for testing in situations where the structure of the departure from proportional hazards is not known a priori. An approximate expression for the relative efficiency of the two test procedures is presented.
| Original language | English |
|---|---|
| Pages (from-to) | 491-494 |
| Number of pages | 4 |
| Journal | Biometrical Journal |
| Volume | 28 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - 1986 |
| Externally published | Yes |
Keywords
- Cox's model
- Goodness of fit
- Relative efficiency
- Survival analysis
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty