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Goodness‐of‐fit test for proportional subdistribution hazards model
Author(s) -
Zhou Bingqing,
Fine Jason,
Laird Glen
Publication year - 2013
Publication title -
statistics in medicine
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.996
H-Index - 183
eISSN - 1097-0258
pISSN - 0277-6715
DOI - 10.1002/sim.5815
Subject(s) - statistics , proportional hazards model , goodness of fit , proportionality (law) , mathematics , computer science , law , political science
This paper concerns using modified weighted Schoenfeld residuals to test the proportionality of subdistribution hazards for the Fine–Gray model, similar to the tests proposed by Grambsch and Therneau for independently censored data. We develop a score test for the time‐varying coefficients based on the modified Schoenfeld residuals derived assuming a certain form of non‐proportionality. The methods perform well in simulations and a real data analysis of breast cancer data, where the treatment effect exhibits non‐proportional hazards. Copyright © 2013 John Wiley & Sons, Ltd.