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Goodness-of-fit test for hazard rate

Author

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  • Ralph-Antoine Vital
  • Prakash Patil

Abstract

In Pharmacokinetic (PK) and Pharmacodynamic (PD), the hazard rate functions play a central role in modelling time-to-event data. In the context of assessing the appropriateness of a given parametric hazard model, Huh, Y., and Hutmacher, M. [(2016), ‘Application of a Hazard-based Visual Predictive Check to Evaluate Parametric Hazard Models’, Journal of Pharmacokinetics and Pharmacodynamics, 43, 57–71] showed that a hazard-based visual predictive check is as good as a visual predictive check based on the survival function. However, for the lack of objectivity of such a visual method in this paper, we propose a nonparametric goodness-of-fit test for hazard rate functions. Besides having good power properties against the fixed alternatives, the proposed nonparametric kernel-based test also can detect alternatives converging to the null at the rate of $N^{\beta },\ \beta

Suggested Citation

  • Ralph-Antoine Vital & Prakash Patil, 2020. "Goodness-of-fit test for hazard rate," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 32(2), pages 403-427, April.
    • Handle: RePEc:taf:gnstxx:v:32:y:2020:i:2:p:403-427
    DOI: 10.1080/10485252.2020.1758317
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