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A Global Goodness‐Of‐Fit Statistic for the Proportional Hazards Model

Author

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  • T. Moreau
  • J. O'Quigley
  • M. Mesbah

Abstract

A simple alternative to the proportional hazards model is considered, whereby the regression coefficients can vary with time. It leads to a statistic which can be used for checking the assumption of proportional hazards. In the two‐sample problem, this statistic is the same as Schoenfeld's (1980); a conservative version, computationally simple, is proposed in this case.

Suggested Citation

  • T. Moreau & J. O'Quigley & M. Mesbah, 1985. "A Global Goodness‐Of‐Fit Statistic for the Proportional Hazards Model," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 34(3), pages 212-218, November.
    • Handle: RePEc:bla:jorssc:v:34:y:1985:i:3:p:212-218
    DOI: 10.2307/2347465
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    Cited by:

    1. John O'Quigley & Loki Natarajan, 2004. "Erosion of Regression Effect in a Survival Study," Biometrics, The International Biometric Society, vol. 60(2), pages 344-351, June.
    2. Michael Parzen & Stuart R. Lipsitz, 1999. "A Global Goodness-of-Fit Statistic for Cox Regression Models," Biometrics, The International Biometric Society, vol. 55(2), pages 580-584, June.

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