Publication details
Data-driven smooth tests of the proportional hazards assumption
| Authors | |
|---|---|
| Year of publication | 2007 |
| Type | Article in Periodical |
| Magazine / Source | Lifetime Data Analysis |
| Citation | |
| Doi | http://dx.doi.org/10.1007/s10985-006-9027-8 |
| Keywords | Cox model; Neyman's smooth test; proportional hazards assumption; Schwarz's selection rule |
| Description | A new test of the proportional hazards assumption in the Cox model is proposed. The idea is based on Neyman's smooth tests. The Cox model with proportional hazards (i.e. time-constant covariate effects) is embedded in a model with a smoothly time-varying covariate effect that is expressed as a combination of some basis functions (e.g., Legendre polynomials, cosines). Then the smooth test is the score test for significance of these artificial covariates. Furthermore, we apply a modification of Schwarz's selection rule to choosing the dimension of the smooth model (the number of the basis functions). The score test is then used in the selected model. In a simulation study, we compare the proposed tests with standard tests based on the score process. |