Abstract
A new goodness-of-fit test for Cox's proportional hazards model is introduced. The test is based on a transformation of the difference between nonparametric and Cox model specific estimators of the doubly-cumulative hazard function used by McKeague and Utikal (1991). The transformation is designed to give an asymptotically distribution-free test. The test is shown to be consistent against all alternatives except those in which the baseline hazard is linearly dependent on the covariate.
| Original language | English |
|---|---|
| Pages (from-to) | 579-588 |
| Number of pages | 10 |
| Journal | Statistica Sinica |
| Volume | 6 |
| Issue number | 3 |
| Publication status | Published - 1996 |
ASJC Scopus Subject Areas
- Statistics and Probability
- Statistics, Probability and Uncertainty