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A Comparison Between Several Goodness of Fit Tests for Cox's Model
Author(s) -
Nagelkerke N. J. D.,
Oosting J.,
Hart A. A. M.
Publication year - 1986
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710280420
Subject(s) - goodness of fit , covariate , statistics , proportional hazards model , mathematics , autocovariance , a priori and a posteriori , regression analysis , econometrics , philosophy , epistemology , mathematical analysis , fourier transform
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 test is most appropriate for testing in situations where the structure of the departure from proportional hazards is not known a priori. An approximate expression for the relative efficiency of the two test procedures is presented.