A class of tests of proportional hazards assumption for left-truncated and right-censored data
Wei Chen,
Dehui Wang and
Yanfeng Li
Journal of Applied Statistics, 2015, vol. 42, issue 11, 2307-2320
Abstract:
In this paper, we proposed a class of tests of proportional hazards assumption for left-truncated and right-censored data based on a pair of estimators of the hazard ratio constant. Using counting process and martingale theory, the asymptotically normal distribution of the test statistic is derived and a family of consistent estimators of variance are also provided. Extensive simulation studies were conducted to evaluate the performance of the proposed test statistics under finite sample situations. Two real data sets are analyzed to illustrate our method.
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:taf:japsta:v:42:y:2015:i:11:p:2307-2320
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DOI: 10.1080/02664763.2015.1027884
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