Towards an omnibus distribution-free goodness-of-fit test for the Cox model

Ian W. McKeague, Yanqing Sun

Résultat de rechercheexamen par les pairs

3 Citations (Scopus)

Résumé

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.

Langue d'origineEnglish
Pages (de-à)579-588
Nombre de pages10
JournalStatistica Sinica
Volume6
Numéro de publication3
Statut de publicationPublished - 1996

ASJC Scopus Subject Areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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Citer

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.