Analysis of goodness-of-fit for Cox regression model

Sin-Ho Jung and Sam Wieand

Statistics & Probability Letters, 1999, vol. 41, issue 4, 379-382

Abstract: If the proportional hazards model (PHM) holds, the regression coefficients for t-year survival probability using the log-log link are equal to those of Cox's PHM with reverse sign for any time point t. In this article, the goodness-of-fit of Cox's model is checked by fitting the log-log regression models at different values of t and plotting the coefficient estimates against t.

Keywords: Log-log; link; Proportional; hazards; model; Right; censoring (search for similar items in EconPapers)
Date: 1999
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