A Global Goodness‐Of‐Fit Statistic for the Proportional Hazards Model
T. Moreau,
J. O'Quigley and
M. Mesbah
Journal of the Royal Statistical Society Series C, 1985, vol. 34, issue 3, 212-218
Abstract:
A simple alternative to the proportional hazards model is considered, whereby the regression coefficients can vary with time. It leads to a statistic which can be used for checking the assumption of proportional hazards. In the two‐sample problem, this statistic is the same as Schoenfeld's (1980); a conservative version, computationally simple, is proposed in this case.
Date: 1985
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Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssc:v:34:y:1985:i:3:p:212-218
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