TY - UNPB
T1 - A Simple Test for the Absence of Covariate Dependence in Hazard Regression Models
AU - Bhattacharjee, Arnab
PY - 2004
Y1 - 2004
N2 - This paper extends commonly used tests for equality of hazard rates in a two-sample or k-sample setup to a situation where the covariate under study is continuous. In other words, we test the hypothesis that the conditional hazard rate is the same for all covariate values, against the omnibus alternative as well as more specific alternatives, when the covariate is continuous. The tests developed are particularly useful for detecting trend in the underlying conditional hazard rates or changepoint trend alternatives. Asymptotic distribution of the test statistics are established and small sample properties of the tests are studied. An application to the eÂ¤ect of aggregate Q on corporate failure in the UK shows evidence of trend in the covariate eÂ¤ect, whereas a Cox regression model failed to detect evidence of any covariate effect. Finally, we discuss an important extension to testing for proportionality of hazards in the presence of individual level frailty with arbitrary distribution.
AB - This paper extends commonly used tests for equality of hazard rates in a two-sample or k-sample setup to a situation where the covariate under study is continuous. In other words, we test the hypothesis that the conditional hazard rate is the same for all covariate values, against the omnibus alternative as well as more specific alternatives, when the covariate is continuous. The tests developed are particularly useful for detecting trend in the underlying conditional hazard rates or changepoint trend alternatives. Asymptotic distribution of the test statistics are established and small sample properties of the tests are studied. An application to the eÂ¤ect of aggregate Q on corporate failure in the UK shows evidence of trend in the covariate eÂ¤ect, whereas a Cox regression model failed to detect evidence of any covariate effect. Finally, we discuss an important extension to testing for proportionality of hazards in the presence of individual level frailty with arbitrary distribution.
KW - Covariate dependence
KW - Continuous covariate
KW - Two-sample tests
KW - Trend tests
KW - Proportional hazards
KW - Frailty
KW - Linear transformation model
M3 - Working paper
T3 - MPRA
BT - A Simple Test for the Absence of Covariate Dependence in Hazard Regression Models
PB - University Library of Munich, Germany
CY - Munich
ER -