Goodness of fit Test for the Proportional Hazards Model using the Relative Risk

• 발행기관: 한국자료분석학회
• 저자명: 이성원(SeongWon Lee) 박효일(HyoIl Park) 김주성(JuSeong Kim)
• 간행물 정보: 『Journal of The Korean Data Analysis Society (JKDAS)』Vol.8 No.1, 31~43쪽, 전체 13쪽
• 주제분류: 자연과학 > 통계학
• 파일형태: PDF
• 발행일자: 2006.02.28

영문 초록

When we make inferences for survival times for two kinds of treatments, very often we assume the proportionality between hazard functions, which can be described by a constant relative risk. Therefore at the diagnostic stage of data analysis, it becomes important to check the proportionality assumption. We propose a nonparametric test procedure for checking the proportionality assumption between hazard functions using a functional equation. Because of the involvement of censoring distribution function, we consider the large sample case only and obtain the asymptotic normality of the proposed test statistic. Then we discuss the rationale of the use of the functional equation and give some examples. Finally we compare the performances with Andersen s procedure by computing powers through simulations.

목차

1. Introduction

2. Construction of Test Statistic and Large Sample Approximation

3. Discussion and Examples

References

키워드

Censored data Cumulative hazard function Initial effect model Proportionality Survival function