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A goodness-of-fit test for the stratified proportional hazards model for survival data

Rim Ben Elouefi and Rim Ben Elouefi

Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 17, 4206-4220

Abstract: Goodness-of-fit testing is addressed in the stratified proportional hazards model for survival data. A test statistic based on within-strata cumulative sums of martingale residuals over covariates is proposed and its asymptotic distribution is derived under the null hypothesis of model adequacy. A Monte Carlo procedure is proposed to approximate the critical value of the test. Simulation studies are conducted to examine finite-sample performance of the proposed statistic.

Date: 2019
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DOI: 10.1080/03610926.2018.1489965

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