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Aalen Additive Hazards Change-Point Model

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  • Torben Martinussen
  • Thomas H. Scheike

Abstract

We study a test comparing the full Aalen additive hazards model and the change-point model, and suggest how to estimate the parameters of the change-point model. We also study a test for no change-point effect. Both tests are provided with large sample properties and a resampling method is applied to obtain p-values. The finite-sample properties of the proposed inference procedures and estimators are assessed through a simulation study. The methods are further applied to a dataset concerning myocardial infarction. Copyright 2007, Oxford University Press.

Suggested Citation

  • Torben Martinussen & Thomas H. Scheike, 2007. "Aalen Additive Hazards Change-Point Model," Biometrika, Biometrika Trust, vol. 94(4), pages 861-872.
    • Handle: RePEc:oup:biomet:v:94:y:2007:i:4:p:861-872
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    File URL: http://hdl.handle.net/10.1093/biomet/asm054
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