Research Output per year

### Abstract

We develop tests of the proportional hazards assumption, with respect to a continuous covariate, in the presence of unobserved heterogeneity with unknown distribution at the individual observation level. The proposed tests are specially powerful against ordered alternatives useful for modeling non-proportional hazards situations. By contrast to the case when the heterogeneity distribution is known up to finite dimensional parameters, the null hypothesis for the current problem is similar to a test for absence of covariate dependence. However, the two testing problems diÂ¤er in the nature of relevant alternative hypotheses. We develop tests for both the problems against ordered alternatives. Small sample performance and an application 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 | 46 |

Publication status | Published - 2009 |

### Publication series

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

No. | 0904 |

ISSN (Print) | 0962-4031 |

### Keywords

- Two-sample tests
- Increasing hazard ratio
- Trend tests
- Partial orders
- Mixed proportional hazards model
- Time varying coefficients

## Fingerprint Dive into the research topics of 'Testing for Proportional Hazards with Unrestricted Univariate Unobserved Heterogeneity'. Together they form a unique fingerprint.

## Research Output

- 1 Discussion paper

## Testing for Proportional Hazards with Unrestricted Univariate Unobserved Heterogeneity

Bhattacharjee, A., 2009, St. Andrews: Scottish Institute for Research in Economics , 46 p. (SIRE Discussion Papers; no. 2009-22).Research output: Working paper › Discussion paper

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## Cite this

Bhattacharjee, A. (2009).

*Testing for Proportional Hazards with Unrestricted Univariate Unobserved Heterogeneity*. (Discussion Paper Series; No. 0904). Department of Economics, University of St. Andrews. http://ideas.repec.org/p/san/wpecon/0904.html