Resumen
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.
Idioma original | English |
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Páginas (desde-hasta) | 579-588 |
Número de páginas | 10 |
Publicación | Statistica Sinica |
Volumen | 6 |
N.º | 3 |
Estado | Published - 1996 |
ASJC Scopus Subject Areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
Huella
Profundice en los temas de investigación de 'Towards an omnibus distribution-free goodness-of-fit test for the Cox model'. En conjunto forman una huella única.Citar esto
McKeague, I. W., & Sun, Y. (1996). Towards an omnibus distribution-free goodness-of-fit test for the Cox model. Statistica Sinica, 6(3), 579-588.