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A Comparison Between Several Goodness of Fit Tests for Cox's Model

โœ Scribed by Dr. N. J. D. Nagelkerke; J. Oosting; A. A. M. Hart

Publisher
John Wiley and Sons
Year
1986
Tongue
English
Weight
215 KB
Volume
28
Category
Article
ISSN
0323-3847

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โœฆ Synopsis

A comparison is made between two approaches to testing goodness of fit of Cox's regression model for survival data. The first approach is based on the inclusion of time dependent covariates, whereas the second one is based on the autocovariance of successive contributions to the derivative of the loglikelihood. It appears that the second teat is most appropriate for testing in situations where the structure of the departure from proportional hazards is not known e priori. An approximate expression for the relative efficiency of the two test procedures is presented.

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