Chi-Square Type Goodness-of-Fit Test for Hazard Rate

Ralph-Antoine Vital () and Prakash N. Patil ()
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Ralph-Antoine Vital: Mississippi State University
Prakash N. Patil: Mississippi State University

Statistics in Biosciences, 2021, vol. 13, issue 1, No 5, 77-89

Abstract: Abstract Parametric hazard rate functions play a central role in Pharmacokinetic (PK) and Pharmacodynamic (PD) studies. In the context of assessing hazard rate functions, Huh and Hutmacher showed that hazard-based visual predictive checks are quite useful in practice. However, by its nature, visual procedures are subjective. Therefore, here we complement the work of Huh and Hutmacher by providing an objective procedure, e.g., the goodness-of-fit test. We propose a chi-square type test for hazard rate functions and show that its asymptotic properties are similar to those of the usual Pearson chi-square test. The proposed test statistic is not only simple and easy to implement but it is also consistent against local alternatives.

Keywords: Censored data; Chi-square test; Goodness-of-fit test; Hazard rate function; Power (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1007/s12561-020-09285-0

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