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A goodness-of-fit test for the stratified proportional hazards model for survival data

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  • Rim Ben Elouefi
  • Rim Ben Elouefi

Abstract

Goodness-of-fit testing is addressed in the stratified proportional hazards model for survival data. A test statistic based on within-strata cumulative sums of martingale residuals over covariates is proposed and its asymptotic distribution is derived under the null hypothesis of model adequacy. A Monte Carlo procedure is proposed to approximate the critical value of the test. Simulation studies are conducted to examine finite-sample performance of the proposed statistic.

Suggested Citation

  • Rim Ben Elouefi & Rim Ben Elouefi, 2019. "A goodness-of-fit test for the stratified proportional hazards model for survival data," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(17), pages 4206-4220, September.
    • Handle: RePEc:taf:lstaxx:v:48:y:2019:i:17:p:4206-4220
    DOI: 10.1080/03610926.2018.1489965
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