A Comparison Between Several Goodness of Fit Tests for Cox's Model

N. J.D. Nagelkerke, J. Oosting, A. A.M. Hart

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)


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 languageEnglish
Pages (from-to)491-494
Number of pages4
JournalBiometrical Journal
Issue number4
Publication statusPublished - 1986
Externally publishedYes


  • Cox's model
  • Goodness of fit
  • Relative efficiency
  • Survival analysis

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty


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