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Testing based on sampled data for proportional hazards model

โœ Scribed by Leszek Marzec; Pawel Marzec

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
592 KB
Volume
37
Category
Article
ISSN
0167-7152

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โœฆ Synopsis

Borgan et al. (1995)

developed the asymptotic theory based on cohort sampling for the general Cox proportional hazards model of Andersen and Gill (1982). Under the model adequacy they proved the consistency and asymptotic normality of the maximum partial likelihood estimator defined subject to the covariate information on case-control subsample of the full-cohort data. The estimator has many potential applications in practice (Borgan and Langholz, 1993). In this paper we propose a test for checking the model adequacy under the above limitation concerning the covariate information available. The test is based on the modified version of the martingale-residual type stochastic process of Marzec and Marzec (1997) for the full-cohort data.

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