Semiparametric lack-of-fit tests in an additive hazard regression model

Birgit Grund and Jörg Polzehl

No 1999,98, SFB 373 Discussion Papers from Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

Abstract: In the semiparametric additive hazard regression model of McKeague and Sasieni (1994), the hazard contributions of some covariates are allowed to change over time, without parametric restrictions (Aalen model), while the contributions of other covariates are assumed to be constant. In this paper, we develop tests that help to decide which of the covariate contributions indeed change over time. The remaining covariates may be modelled with constant hazard coefficients, thus reducing the number of curves that have to be estimated nonparametrically. Several bootstrap tests are proposed. The behavior of the tests is investigated in a simulation study. In a practical example, the tests consistently identify covariates with constant and with changing hazard contributions.

Keywords: survival analysis; Aalen model; hazard regression; lack-of-fit; confidence bands; parametric bootstrap; semiparametric (search for similar items in EconPapers)
Date: 1999
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Persistent link: https://EconPapers.repec.org/RePEc:zbw:sfb373:199998

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