Publication details
Identifying nonproportional covariates in the Cox model
| Authors | |
|---|---|
| Year of publication | 2008 |
| Type | Article in Periodical |
| Magazine / Source | Communications in Statistics - Theory and Methods |
| Citation | |
| Doi | http://dx.doi.org/10.1080/03610920701669744 |
| Keywords | Cox model; goodness of fit; proportional hazards assumption; time-varying coefficients |
| Description | This paper addresses problem of testing whether an individual covariate in the Cox model has a proportional (i.e., time-constant) effect on the hazard. Two existing methods are considered: one is based on the component of the score process, and the other is a Neyman type smooth test. Simulations show that, when the model contains both proportional and nonproportional covariates, these methods are not reliable tools for discrimination. A simple yet effective solution is proposed based on smooth modeling of the effects of the covariates not in focus. |