Další formáty:
BibTeX
LaTeX
RIS
@article{1324011, author = {Kraus, David}, article_location = {Dordrecht}, article_number = {1}, 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}, language = {eng}, issn = {1380-7870}, journal = {Lifetime Data Analysis}, title = {Data-driven smooth tests of the proportional hazards assumption}, volume = {13}, year = {2007} }
TY - JOUR ID - 1324011 AU - Kraus, David PY - 2007 TI - Data-driven smooth tests of the proportional hazards assumption JF - Lifetime Data Analysis VL - 13 IS - 1 SP - 1-16 EP - 1-16 PB - Springer SN - 13807870 KW - Cox model KW - Neyman's smooth test KW - proportional hazards assumption KW - Schwarz's selection rule N2 - 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. ER -
KRAUS, David. Data-driven smooth tests of the proportional hazards assumption. \textit{Lifetime Data Analysis}. Dordrecht: Springer, 2007, roč.~13, č.~1, s.~1-16. ISSN~1380-7870. Dostupné z: https://dx.doi.org/10.1007/s10985-006-9027-8.
|