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@article{1324009, author = {Kraus, David}, article_location = {Philadelphia}, article_number = {4}, doi = {http://dx.doi.org/10.1080/03610920701669744}, keywords = {Cox model; goodness of fit; proportional hazards assumption; time-varying coefficients}, language = {eng}, issn = {0361-0926}, journal = {Communications in Statistics - Theory and Methods}, title = {Identifying nonproportional covariates in the Cox model}, volume = {37}, year = {2008} }
TY - JOUR ID - 1324009 AU - Kraus, David PY - 2008 TI - Identifying nonproportional covariates in the Cox model JF - Communications in Statistics - Theory and Methods VL - 37 IS - 4 SP - 617-625 EP - 617-625 PB - Marcel Dekker SN - 03610926 KW - Cox model KW - goodness of fit KW - proportional hazards assumption KW - time-varying coefficients N2 - 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. ER -
KRAUS, David. Identifying nonproportional covariates in the Cox model. \textit{Communications in Statistics - Theory and Methods}. Philadelphia: Marcel Dekker, 2008, vol.~37, No~4, p.~617-625. ISSN~0361-0926. Available from: https://dx.doi.org/10.1080/03610920701669744.
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