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A Test for Discriminating between Additive and Multiplicative Relative Risks in Survival Analysis

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  • Elja Arjas
  • David Venzon

Abstract

The proportional hazards model of Cox (1972) specified a relative risk of the form exp(β'z) for a covariate vector z. We propose a test to detect true relative risks that are a less convex function of β'z than the exponential, e.g. a linear function. The technique exploits the expected overestimation of conditional probabilities of failure at the ends of the range of values of β'z. Simulations indicate that the test is slightly conservative and illustrate how power is lost with certain covariate distributions and censoring patterns.

Suggested Citation

  • Elja Arjas & David Venzon, 1988. "A Test for Discriminating between Additive and Multiplicative Relative Risks in Survival Analysis," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 37(1), pages 1-11, March.
  • Handle: RePEc:bla:jorssc:v:37:y:1988:i:1:p:1-11
    DOI: 10.2307/2347489
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    Cited by:

    1. Yau, Kelvin K. W. & McGilchrist, C. A., 1999. "Power family of transformation for Cox's regression with random effects," Computational Statistics & Data Analysis, Elsevier, vol. 30(1), pages 57-66, March.

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