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Aalen Additive Hazards Change-Point Model

Torben Martinussen and Thomas H. Scheike

Biometrika, 2007, vol. 94, issue 4, 861-872

Abstract: We study a test comparing the full Aalen additive hazards model and the change-point model, and suggest how to estimate the parameters of the change-point model. We also study a test for no change-point effect. Both tests are provided with large sample properties and a resampling method is applied to obtain p-values. The finite-sample properties of the proposed inference procedures and estimators are assessed through a simulation study. The methods are further applied to a dataset concerning myocardial infarction. Copyright 2007, Oxford University Press.

Date: 2007
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