Partial Orders with Respect to Continuous Covariates and Tests for the Proportional Hazards Model

Arnab Bhattacharjee

    Research output: Working paper/PreprintDiscussion paper

    277 Downloads (Pure)


    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 e¤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 languageEnglish
    Place of PublicationSt. Andrews
    PublisherDepartment of Economics, University of St. Andrews
    Number of pages37
    Publication statusPublished - 2008

    Publication series

    NameDiscussion Paper Series
    PublisherSchool of Economics and Finance, University of St. Andrews
    ISSN (Print)0962-4031


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


    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.

    Cite this