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Testing based on sampled data for proportional hazards model

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  • Marzec, Leszek
  • Marzec, Pawel

Abstract

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.

Suggested Citation

  • Marzec, Leszek & Marzec, Pawel, 1998. "Testing based on sampled data for proportional hazards model," Statistics & Probability Letters, Elsevier, vol. 37(3), pages 303-313, March.
    • Handle: RePEc:eee:stapro:v:37:y:1998:i:3:p:303-313
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    References listed on IDEAS

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    1. Marzec, Leszek & Marzec, Pawel, 1996. "Tests for semiparametric model based on non-homogeneous Markov process," Statistics & Probability Letters, Elsevier, vol. 27(2), pages 137-143, April.
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