On fitting Cox's regression model with time-dependent coefficients
| Autor: | Leszek Marzec, Pawel Marzec |
|---|---|
| Rok vydání: | 1997 |
| Předmět: |
Statistics and Probability
Statistics::Theory Counting process Applied Mathematics General Mathematics Regression analysis Kolmogorov–Smirnov test Agricultural and Biological Sciences (miscellaneous) symbols.namesake Wiener process Goodness of fit Sample size determination Statistics Linear regression symbols Test statistic Statistics Probability and Uncertainty General Agricultural and Biological Sciences Mathematics |
| Zdroj: | Biometrika. 84:901-908 |
| ISSN: | 1464-3510 0006-3444 |
| DOI: | 10.1093/biomet/84.4.901 |
| Popis: | SUMMARY This paper examines goodness-of-fit testing in the Cox regression model with timevarying regression coefficients. Arjas' (1988) approach is used to define test statistics of the Kolmogorov-Smirnov and Cramer-von Mises types. Their asymptotic limits are shown to be well-known functionals of standard Brownian motion, leading to the construction of formal goodness-of-fit tests. Some numerical studies are also included to illustrate the performance of the tests for moderate sample sizes. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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