Research Output per year

### Abstract

Several omnibus tests of the proportional hazards assumption have been proposed in the literature. In the two-sample case, tests have also been developed against ordered alternatives like monotone hazard ratio and monotone ratio of cumulative hazards. Here we propose a natural extension of these partial orders to the case of continuous covariates. The work is motivated by applications in biomedicine and economics where covariate eÂ¤ects often decay over lifetime. We develop tests for the proportional hazards assumption against ordered alternatives and propose a graphical method to identify the nature of departures from proportionality. The proposed tests do not make restrictive assumptions on the underlying regression model, and are applicable in the presence of multiple covariates and frailty. Small sample performance and applications to real data highlight the usefulness of the framework and methodology.

Original language | English |
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Place of Publication | St. Andrews |

Publisher | Department of Economics, University of St. Andrews |

Number of pages | 37 |

Publication status | Published - 2008 |

### Publication series

Name | Discussion Paper Series |
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Publisher | School of Economics and Finance, University of St. Andrews |

No. | 0807 |

ISSN (Print) | 0962-4031 |

### Keywords

- Two-sample tests
- Increasing hazard ratio
- Continuous covariate
- Proportional hazards
- Frailty
- Partial orders
- Time varying coefficients

## Fingerprint Dive into the research topics of 'Partial Orders with Respect to Continuous Covariates and Tests for the Proportional Hazards Model'. Together they form a unique fingerprint.

## Research Output

- 1 Article

## Partial orders with respect to continuous covariates and tests for the proportional hazards model

Bhattacharjee, A., 1 Jan 2011, In : Journal of Statistical Planning and Inference. 141, 1, p. 243-261 19 p.Research output: Contribution to journal › Article

2
Citations
(Scopus)

## Cite this

Bhattacharjee, A. (2008).

*Partial Orders with Respect to Continuous Covariates and Tests for the Proportional Hazards Model*. (Discussion Paper Series; No. 0807). Department of Economics, University of St. Andrews. http://ideas.repec.org/p/san/wpecon/0807.html